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

Performance

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

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Global Base Metals Index ETF (XBM.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, XBM.TO achieves a 14.46% return, which is significantly higher than CGL-C.TO's -3.54% return. Over the past 10 years, XBM.TO has outperformed CGL-C.TO with an annualized return of 16.02%, while CGL-C.TO has yielded a comparatively lower 11.94% annualized return.


XBM.TO

1D
-1.29%
1M
-2.49%
6M
-3.82%
YTD
14.46%
1Y
59.33%
3Y*
18.63%
5Y*
15.78%
10Y*
16.02%
ALL TIME*
6.13%

CGL-C.TO

1D
0.21%
1M
0.74%
6M
-16.38%
YTD
-3.54%
1Y
23.59%
3Y*
29.48%
5Y*
19.65%
10Y*
11.94%
ALL TIME*
8.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$708.29KCA$726.97KCA$936.83K
CA$2.13MCA$1.90MCA$2.60M

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


2026 (YTD)202520242023202220212020201920182017
XBM.TO
iShares S&P/TSX Global Base Metals Index ETF
14.46%50.69%5.96%2.84%3.69%27.94%31.53%9.95%-22.42%32.48%
CGL-C.TO
iShares Gold Bullion ETF
-3.54%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%6.86%4.31%

Correlation

The correlation between XBM.TO and CGL-C.TO is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.34

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

0.21

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

0.08

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

0.06

Over the past year, XBM.TO and CGL-C.TO have become more correlated (0.56) than their long-term average of 0.06, meaning their price movements have been converging.

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Return for Risk

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

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

XBM.TO
XBM.TO Risk / Return Rank: 6363
Overall Rank
XBM.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XBM.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
XBM.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XBM.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
XBM.TO Martin Ratio Rank: 5858
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3333
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3939
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2727
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Global Base Metals Index ETF (XBM.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.


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

+0.65

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratioReturn relative to maximum drawdown

2.50

1.01

+1.49

Martin ratioReturn relative to average drawdown

6.85

2.27

+4.58

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

The current XBM.TO Sharpe Ratio is 1.53, which is higher than the CGL-C.TO Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of XBM.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

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

The maximum XBM.TO drawdown since its inception was -67.53%, which is greater than CGL-C.TO's maximum drawdown of -30.01%. Use the drawdown chart below to compare losses from any high point for XBM.TO and CGL-C.TO.


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Drawdown Indicators


XBM.TOCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-67.53%

-30.01%

-37.52%

Max Drawdown (1Y)

Largest decline over 1 year

-23.88%

-23.55%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-37.45%

-23.55%

-13.90%

Max Drawdown (5Y)

Largest decline over 5 years

-40.57%

-23.55%

-17.02%

Max Drawdown (10Y)

Largest decline over 10 years

-57.25%

-23.55%

-33.70%

Current Drawdown

Current decline from peak

-19.97%

-21.77%

+1.80%

Average Drawdown

Average peak-to-trough decline

-26.02%

-10.79%

-15.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.70%

10.40%

-1.70%

Volatility

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

iShares S&P/TSX Global Base Metals Index ETF (XBM.TO) has a higher volatility of 11.28% compared to iShares Gold Bullion ETF (CGL-C.TO) at 6.62%. This indicates that XBM.TO's price experiences larger fluctuations and is considered to be riskier 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


XBM.TOCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.28%

6.62%

+4.66%

Volatility (6M)

Calculated over the trailing 6-month period

33.42%

22.80%

+10.62%

Volatility (1Y)

Calculated over the trailing 1-year period

39.07%

26.96%

+12.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.79%

17.47%

+16.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.85%

15.64%

+17.21%

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

XBM.TO has a 0.60% expense ratio, which is higher than CGL-C.TO's 0.55% expense ratio.


Dividends

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

XBM.TO's dividend yield for the trailing twelve months is around 0.73%, 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%
XBM.TO
iShares S&P/TSX Global Base Metals Index ETF
0.73%0.86%1.25%2.09%4.83%3.05%1.81%3.73%3.38%1.65%2.41%5.75%

Frequently Asked Questions


XBM.TO and CGL-C.TO have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGL-C.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGL-C.TO is cheaper with a 0.55% expense ratio, compared with 0.60% for XBM.TO.

XBM.TO is categorized as Materials, while CGL-C.TO is Gold. XBM.TO tracks S&P/TSX Global Base Metals Index in CAD, while CGL-C.TO tracks LBMA Gold Price (CAD). Their fees differ too: 0.60% for XBM.TO and 0.55% for CGL-C.TO.

Portfolio Optimizer

Find the right allocation for XBM.TO and CGL-C.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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