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VEE.TO vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEE.TO vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) and iShares Gold Bullion ETF (CGL-C.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, VEE.TO achieves a 12.66% return, which is significantly higher than CGL-C.TO's -0.61% return. Over the past 10 years, VEE.TO has underperformed CGL-C.TO with an annualized return of 9.34%, while CGL-C.TO has yielded a comparatively higher 12.86% annualized return.


VEE.TO

1D
0.97%
1M
1.13%
YTD
12.66%
6M
13.92%
1Y
29.56%
3Y*
17.76%
5Y*
7.31%
10Y*
9.34%

CGL-C.TO

1D
0.29%
1M
-7.80%
YTD
-0.61%
6M
-0.87%
1Y
25.43%
3Y*
30.79%
5Y*
20.15%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEE.TO vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index ETF
12.66%19.32%19.06%6.24%-12.79%0.06%12.32%14.32%-7.93%22.60%
CGL-C.TO
iShares Gold Bullion ETF
-0.61%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%6.86%4.31%

Correlation

The correlation between VEE.TO and CGL-C.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.21

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

0.13

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

0.05

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.02

Over the past year, VEE.TO and CGL-C.TO have become more correlated (0.31) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

VEE.TO vs. CGL-C.TO — Risk / Return Rank

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

VEE.TO
VEE.TO Risk / Return Rank: 5959
Overall Rank
VEE.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VEE.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
VEE.TO Omega Ratio Rank: 6262
Omega Ratio Rank
VEE.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
VEE.TO Martin Ratio Rank: 5959
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3131
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3535
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 2828
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2828
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.

VEE.TO vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) and iShares Gold Bullion ETF (CGL-C.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.


VEE.TOCGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.11

Calmar ratioReturn relative to maximum drawdown

2.56

1.22

+1.34

Martin ratioReturn relative to average drawdown

9.14

3.49

+5.65

VEE.TO vs. CGL-C.TO - Sharpe Ratio Comparison

The current VEE.TO Sharpe Ratio is 1.72, which is higher than the CGL-C.TO Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of VEE.TO and CGL-C.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

VEE.TO vs. CGL-C.TO - Drawdown Comparison

The maximum VEE.TO drawdown since its inception was -29.84%, roughly equal to the maximum CGL-C.TO drawdown of -30.01%. Use the drawdown chart below to compare losses from any high point for VEE.TO and CGL-C.TO.


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Drawdown Indicators


VEE.TOCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.84%

-30.01%

+0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-22.11%

+11.37%

Max Drawdown (3Y)

Largest decline over 3 years

-14.97%

-22.11%

+7.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.10%

-22.11%

-3.99%

Max Drawdown (10Y)

Largest decline over 10 years

-29.84%

-22.78%

-7.06%

Current Drawdown

Current decline from peak

-1.67%

-19.39%

+17.72%

Average Drawdown

Average peak-to-trough decline

-8.72%

-10.71%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

7.71%

-4.70%

Volatility

VEE.TO vs. CGL-C.TO - Volatility Comparison

The current volatility for Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) is 6.96%, while iShares Gold Bullion ETF (CGL-C.TO) has a volatility of 7.53%. This indicates that VEE.TO experiences smaller price fluctuations and is considered to be less risky than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEE.TOCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

7.53%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.66%

22.46%

-8.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

26.11%

-10.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

17.20%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

15.65%

+1.36%

VEE.TO vs. CGL-C.TO - Expense Ratio Comparison

VEE.TO has a 0.25% expense ratio, which is lower than CGL-C.TO's 0.55% expense ratio.


Dividends

VEE.TO vs. CGL-C.TO - Dividend Comparison

VEE.TO's dividend yield for the trailing twelve months is around 1.93%, while CGL-C.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index ETF
1.93%2.26%2.45%2.83%3.35%2.18%1.62%2.71%2.24%1.93%2.01%2.53%

Frequently Asked Questions


VEE.TO and CGL-C.TO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEE.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEE.TO is cheaper with a 0.25% expense ratio, compared with 0.55% for CGL-C.TO.

VEE.TO is categorized as Emerging Markets Equities, while CGL-C.TO is Gold. VEE.TO tracks FTSE Emerging Markets All Cap China A Inclusion Index, while CGL-C.TO tracks LBMA Gold Price (CAD). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.25% for VEE.TO and 0.55% for CGL-C.TO.

Portfolio Optimizer

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