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

Performance

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

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.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, VIU.TO achieves a 17.39% return, which is significantly higher than CGL-C.TO's -0.61% return. Over the past 10 years, VIU.TO has underperformed CGL-C.TO with an annualized return of 11.21%, while CGL-C.TO has yielded a comparatively higher 12.86% annualized return.


VIU.TO

1D
0.58%
1M
3.39%
YTD
17.39%
6M
19.18%
1Y
34.91%
3Y*
20.42%
5Y*
12.03%
10Y*
11.21%

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)

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


2026 (YTD)202520242023202220212020201920182017
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF
17.39%28.36%10.73%15.67%-10.63%9.76%7.57%15.31%-7.37%19.23%
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 VIU.TO and CGL-C.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.22

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

0.12

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

0.05

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2015

0.02

Over the past year, VIU.TO and CGL-C.TO have become more correlated (0.29) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

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

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

VIU.TO
VIU.TO Risk / Return Rank: 7171
Overall Rank
VIU.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VIU.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
VIU.TO Omega Ratio Rank: 7575
Omega Ratio Rank
VIU.TO Calmar Ratio Rank: 6464
Calmar Ratio Rank
VIU.TO Martin Ratio Rank: 7070
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.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.


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

+1.00

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.38

1.21

+0.17

Calmar ratioReturn relative to maximum drawdown

2.82

1.22

+1.60

Martin ratioReturn relative to average drawdown

11.26

3.49

+7.77

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

The current VIU.TO Sharpe Ratio is 2.03, which is higher than the CGL-C.TO Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of VIU.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

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

The maximum VIU.TO drawdown since its inception was -29.15%, 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 VIU.TO and CGL-C.TO.


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Drawdown Indicators


VIU.TOCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-29.15%

-30.01%

+0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-22.11%

+10.37%

Max Drawdown (3Y)

Largest decline over 3 years

-14.26%

-22.11%

+7.85%

Max Drawdown (5Y)

Largest decline over 5 years

-25.34%

-22.11%

-3.23%

Max Drawdown (10Y)

Largest decline over 10 years

-29.15%

-22.78%

-6.37%

Current Drawdown

Current decline from peak

0.00%

-19.39%

+19.39%

Average Drawdown

Average peak-to-trough decline

-5.32%

-10.71%

+5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

7.71%

-4.77%

Volatility

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

The current volatility for Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO) is 6.89%, while iShares Gold Bullion ETF (CGL-C.TO) has a volatility of 7.53%. This indicates that VIU.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


VIU.TOCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

7.53%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

22.46%

-8.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.29%

26.11%

-9.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

17.20%

-3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

15.65%

-0.46%

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

VIU.TO has a 0.23% expense ratio, which is lower than CGL-C.TO's 0.55% expense ratio.


Dividends

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

VIU.TO's dividend yield for the trailing twelve months is around 2.15%, 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%
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF
2.15%2.48%2.56%2.66%2.76%2.38%1.98%2.68%2.76%2.13%1.72%0.28%

Frequently Asked Questions


VIU.TO and CGL-C.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIU.TO is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIU.TO is cheaper with a 0.23% expense ratio, compared with 0.55% for CGL-C.TO.

VIU.TO is categorized as International Equity, while CGL-C.TO is Gold. VIU.TO tracks FTSE Developed All Cap ex North America Index, while CGL-C.TO tracks LBMA Gold Price (CAD). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.23% for VIU.TO and 0.55% for CGL-C.TO.

Portfolio Optimizer

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