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VALT-U.TO vs. HUG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VALT-U.TO vs. HUG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CI Gold Bullion ETF (US$ Series) (VALT-U.TO) and Global X Gold ETF (HUG.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VALT-U.TO achieves a -7.19% return, which is significantly higher than HUG.TO's -10.90% return.


VALT-U.TO

1D
0.40%
1M
-6.58%
6M
-12.48%
YTD
-7.19%
1Y
20.07%
3Y*
26.42%
5Y*
17.02%
10Y*

HUG.TO

1D
1.28%
1M
-5.41%
6M
-14.85%
YTD
-10.90%
1Y
13.07%
3Y*
20.35%
5Y*
11.93%
10Y*
7.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VALT-U.TO vs. HUG.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VALT-U.TO
CI Gold Bullion ETF (US$ Series)
-7.19%65.42%26.27%13.43%-0.93%-1.30%
HUG.TO
Global X Gold ETF
-10.90%65.48%14.44%14.20%-7.71%-3.32%

Correlation

The correlation between VALT-U.TO and HUG.TO is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2021

0.60

Over the past year, VALT-U.TO and HUG.TO have become more correlated (0.90) than their long-term average of 0.60, meaning their price movements have been converging.

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Return for Risk

VALT-U.TO vs. HUG.TO — Risk / Return Rank

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

VALT-U.TO
VALT-U.TO Risk / Return Rank: 2222
Overall Rank
VALT-U.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VALT-U.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
VALT-U.TO Omega Ratio Rank: 3232
Omega Ratio Rank
VALT-U.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
VALT-U.TO Martin Ratio Rank: 1818
Martin Ratio Rank

HUG.TO
HUG.TO Risk / Return Rank: 2020
Overall Rank
HUG.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HUG.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
HUG.TO Omega Ratio Rank: 2222
Omega Ratio Rank
HUG.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
HUG.TO Martin Ratio Rank: 1818
Martin Ratio Rank
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.

VALT-U.TO vs. HUG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Gold Bullion ETF (US$ Series) (VALT-U.TO) and Global X Gold ETF (HUG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VALT-U.TOHUG.TODifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.17

1.11

+0.06

Calmar ratioReturn relative to maximum drawdown

0.53

0.43

+0.10

Martin ratioReturn relative to average drawdown

1.23

1.02

+0.21

VALT-U.TO vs. HUG.TO - Sharpe Ratio Comparison

The current VALT-U.TO Sharpe Ratio is 0.49, which is comparable to the HUG.TO Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of VALT-U.TO and HUG.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VALT-U.TO vs. HUG.TO - Drawdown Comparison

The maximum VALT-U.TO drawdown since its inception was -38.65%, smaller than the maximum HUG.TO drawdown of -64.12%. Use the drawdown chart below to compare losses from any high point for VALT-U.TO and HUG.TO.


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Drawdown Indicators


VALT-U.TOHUG.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.65%

-64.12%

+25.47%

Max Drawdown (1Y)

Largest decline over 1 year

-38.65%

-30.50%

-8.15%

Max Drawdown (3Y)

Largest decline over 3 years

-38.65%

-30.50%

-8.15%

Max Drawdown (5Y)

Largest decline over 5 years

-38.65%

-30.50%

-8.15%

Max Drawdown (10Y)

Largest decline over 10 years

-30.50%

Current Drawdown

Current decline from peak

-38.25%

-29.29%

-8.96%

Average Drawdown

Average peak-to-trough decline

-6.38%

-35.05%

+28.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.45%

12.88%

+3.57%

Volatility

VALT-U.TO vs. HUG.TO - Volatility Comparison

The current volatility for CI Gold Bullion ETF (US$ Series) (VALT-U.TO) is 6.45%, while Global X Gold ETF (HUG.TO) has a volatility of 7.25%. This indicates that VALT-U.TO experiences smaller price fluctuations and is considered to be less risky than HUG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VALT-U.TOHUG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

7.25%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

39.00%

24.68%

+14.32%

Volatility (1Y)

Calculated over the trailing 1-year period

41.54%

28.59%

+12.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.13%

19.98%

+3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

18.08%

+4.29%

Dividends

VALT-U.TO vs. HUG.TO - Dividend Comparison

Neither VALT-U.TO nor HUG.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, VALT-U.TO and HUG.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

They also come from different issuers: CI and Global X.

Portfolio Optimizer

Find the right allocation for VALT-U.TO and HUG.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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