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VDY.TO vs. CGL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDY.TO vs. CGL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VDY.TO achieves a 23.81% return, which is significantly higher than CGL.TO's -3.19% return. Over the past 10 years, VDY.TO has outperformed CGL.TO with an annualized return of 14.58%, while CGL.TO has yielded a comparatively lower 10.99% annualized return.


VDY.TO

1D
0.65%
1M
5.11%
YTD
23.81%
6M
23.43%
1Y
49.57%
3Y*
27.42%
5Y*
17.91%
10Y*
14.58%

CGL.TO

1D
0.25%
1M
-9.62%
YTD
-3.19%
6M
-3.25%
1Y
19.93%
3Y*
27.16%
5Y*
15.73%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDY.TO vs. CGL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
23.81%29.21%21.44%8.41%-0.23%36.60%-1.37%21.42%-10.09%8.32%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
-3.19%60.08%25.70%11.26%-1.07%-4.58%23.41%16.58%-3.19%11.68%

Correlation

The correlation between VDY.TO and CGL.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.17

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

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2012

-0.01

The correlation between VDY.TO and CGL.TO shifts across timeframes, from -0.01 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VDY.TO vs. CGL.TO — Risk / Return Rank

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

VDY.TO
VDY.TO Risk / Return Rank: 9898
Overall Rank
VDY.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VDY.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
VDY.TO Omega Ratio Rank: 9898
Omega Ratio Rank
VDY.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
VDY.TO Martin Ratio Rank: 9898
Martin Ratio Rank

CGL.TO
CGL.TO Risk / Return Rank: 2424
Overall Rank
CGL.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CGL.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
CGL.TO Omega Ratio Rank: 2727
Omega Ratio Rank
CGL.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
CGL.TO Martin Ratio Rank: 2222
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.

VDY.TO vs. CGL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.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.


VDY.TOCGL.TODifference
Sharpe ratioReturn per unit of total volatility

+5.20

Sortino ratioReturn per unit of downside risk

+7.44

Omega ratioGain probability vs. loss probability

2.21

1.16

+1.05

Calmar ratioReturn relative to maximum drawdown

15.94

0.87

+15.08

Martin ratioReturn relative to average drawdown

64.95

2.49

+62.46

VDY.TO vs. CGL.TO - Sharpe Ratio Comparison

The current VDY.TO Sharpe Ratio is 5.98, which is higher than the CGL.TO Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of VDY.TO and CGL.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

VDY.TO vs. CGL.TO - Drawdown Comparison

The maximum VDY.TO drawdown since its inception was -39.21%, smaller than the maximum CGL.TO drawdown of -45.96%. Use the drawdown chart below to compare losses from any high point for VDY.TO and CGL.TO.


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Drawdown Indicators


VDY.TOCGL.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.21%

-45.96%

+6.75%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-24.93%

+21.81%

Max Drawdown (3Y)

Largest decline over 3 years

-10.38%

-24.93%

+14.55%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-24.93%

+8.76%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

-24.93%

-14.28%

Current Drawdown

Current decline from peak

0.00%

-22.50%

+22.50%

Average Drawdown

Average peak-to-trough decline

-4.47%

-20.30%

+15.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

8.66%

-7.90%

Volatility

VDY.TO vs. CGL.TO - Volatility Comparison

The current volatility for Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) is 3.27%, while iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) has a volatility of 7.67%. This indicates that VDY.TO experiences smaller price fluctuations and is considered to be less risky than CGL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDY.TOCGL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

7.67%

-4.40%

Volatility (6M)

Calculated over the trailing 6-month period

6.96%

24.08%

-17.12%

Volatility (1Y)

Calculated over the trailing 1-year period

8.32%

27.61%

-19.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.58%

18.54%

-6.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.95%

16.53%

-0.58%

VDY.TO vs. CGL.TO - Expense Ratio Comparison

VDY.TO has a 0.22% expense ratio, which is lower than CGL.TO's 0.55% expense ratio.


Dividends

VDY.TO vs. CGL.TO - Dividend Comparison

VDY.TO's dividend yield for the trailing twelve months is around 2.83%, while CGL.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
2.83%3.59%4.37%4.64%4.42%3.46%4.59%4.25%4.44%3.42%3.25%4.11%

Frequently Asked Questions


VDY.TO and CGL.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDY.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDY.TO is cheaper with a 0.22% expense ratio, compared with 0.55% for CGL.TO.

VDY.TO is categorized as Dividend, while CGL.TO is Gold. VDY.TO tracks FTSE Canada High Dividend Yield Index, while CGL.TO tracks Gold Bullion. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VDY.TO and 0.55% for CGL.TO.

Portfolio Optimizer

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