TOPT vs. GCL.TO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Top 20 U.S. Stocks ETF (TOPT) and Colabor Group Inc. (GCL.TO).

TOPT is a passively managed fund by iShares that tracks the performance of the S&P 500 Top 20 Select Index. It was launched on Nov 23, 2024.

Performance

TOPT vs. GCL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Top 20 U.S. Stocks ETF (TOPT) and Colabor Group Inc. (GCL.TO). The values are adjusted to include any dividend payments, if applicable.

TOPT vs. GCL.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TOPT iShares Top 20 U.S. Stocks ETF	-8.27%	20.35%	5.03%
GCL.TO Colabor Group Inc.	0.21%	-95.34%	-17.47%

Different Trading Currencies

TOPT is traded in USD, while GCL.TO is traded in CAD. To make them comparable, the GCL.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

TOPT

• 1D: 3.55%
• 1M: -4.51%
• YTD: -8.27%
• 6M: -5.85%
• 1Y: 20.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GCL.TO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TOPT vs. GCL.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TOPT

TOPT Risk / Return Rank: 65
TOPT Sharpe Ratio Rank: 60
TOPT Sortino Ratio Rank: 66
TOPT Omega Ratio Rank: 66
TOPT Calmar Ratio Rank: 67
TOPT Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TOPT vs. GCL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Top 20 U.S. Stocks ETF (TOPT) and Colabor Group Inc. (GCL.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	TOPT	GCL.TO	Difference
Sharpe ratio Return per unit of total volatility	1.00	—	—
Sortino ratio Return per unit of downside risk	1.59	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.60	—	—
Martin ratio Return relative to average drawdown	5.87	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TOPT	GCL.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	—	—

Correlation

The correlation between TOPT and GCL.TO is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TOPT vs. GCL.TO - Dividend Comparison

TOPT's dividend yield for the trailing twelve months is around 0.42%, while GCL.TO has not paid dividends to shareholders.

	TTM	2025	2024
TOPT iShares Top 20 U.S. Stocks ETF	0.42%	0.38%	0.08%
GCL.TO Colabor Group Inc.	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	TOPT	GCL.TO	Difference
Max Drawdown Largest peak-to-trough decline	-21.21%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-13.13%	—	—
Current Drawdown Current decline from peak	-10.05%	—	—
Average Drawdown Average peak-to-trough decline	-3.66%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.59%	—	—

Volatility

Volatility by Period

	TOPT	GCL.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.86%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.59%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.69%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.47%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.47%	—	—