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

Performance

XCG.TO vs. CGL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Canadian Growth Index ETF (XCG.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

The year-to-date returns for both investments are quite close, with XCG.TO having a 2.86% return and CGL.TO slightly higher at 2.98%. Over the past 10 years, XCG.TO has underperformed CGL.TO with an annualized return of 9.54%, while CGL.TO has yielded a comparatively higher 12.09% annualized return.


XCG.TO

1D
0.92%
1M
3.98%
YTD
2.86%
6M
-4.93%
1Y
5.89%
3Y*
13.77%
5Y*
8.36%
10Y*
9.54%

CGL.TO

1D
0.80%
1M
-1.89%
YTD
2.98%
6M
4.94%
1Y
29.90%
3Y*
29.26%
5Y*
17.02%
10Y*
12.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XCG.TO
iShares Canadian Growth Index ETF
2.86%9.37%21.40%17.43%-11.67%15.98%11.25%28.29%-6.14%7.03%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
2.98%60.12%25.67%11.26%-1.07%-4.58%23.41%16.58%-3.19%11.68%

Correlation

The correlation between XCG.TO and CGL.TO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.30

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

0.25

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

0.16

Correlation (All Time)
Calculated using the full available price history since May 29, 2009

0.23

The correlation between XCG.TO and CGL.TO shifts across timeframes, from 0.16 (10 years) to 0.41 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XCG.TO
XCG.TO Risk / Return Rank: 1414
Overall Rank
XCG.TO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XCG.TO Sortino Ratio Rank: 1313
Sortino Ratio Rank
XCG.TO Omega Ratio Rank: 1414
Omega Ratio Rank
XCG.TO Calmar Ratio Rank: 1414
Calmar Ratio Rank
XCG.TO Martin Ratio Rank: 1515
Martin Ratio Rank

CGL.TO
CGL.TO Risk / Return Rank: 3131
Overall Rank
CGL.TO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CGL.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
CGL.TO Omega Ratio Rank: 3434
Omega Ratio Rank
CGL.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
CGL.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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Growth Index ETF (XCG.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.


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

-0.82

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.07

1.22

-0.15

Calmar ratioReturn relative to maximum drawdown

0.39

1.55

-1.16

Martin ratioReturn relative to average drawdown

1.12

3.77

-2.65

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

The current XCG.TO Sharpe Ratio is 0.30, which is lower than the CGL.TO Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of XCG.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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Sharpe Ratios by Period


XCG.TOCGL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.12

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.93

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.74

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.48

-0.11

Drawdowns

XCG.TO vs. CGL.TO - Drawdown Comparison

The maximum XCG.TO drawdown since its inception was -52.64%, which is greater than CGL.TO's maximum drawdown of -44.53%. Use the drawdown chart below to compare losses from any high point for XCG.TO and CGL.TO.


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Drawdown Indicators


XCG.TOCGL.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.64%

-44.53%

-8.11%

Max Drawdown (1Y)

Largest decline over 1 year

-15.27%

-19.36%

+4.09%

Max Drawdown (3Y)

Largest decline over 3 years

-15.27%

-19.36%

+4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.61%

-22.18%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-32.14%

-23.72%

-8.42%

Current Drawdown

Current decline from peak

-6.45%

-17.55%

+11.10%

Average Drawdown

Average peak-to-trough decline

-10.87%

-18.16%

+7.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

7.95%

-2.69%

Volatility

XCG.TO vs. CGL.TO - Volatility Comparison

The current volatility for iShares Canadian Growth Index ETF (XCG.TO) is 5.11%, while iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) has a volatility of 5.60%. This indicates that XCG.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


XCG.TOCGL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

5.60%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

17.02%

23.18%

-6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

20.07%

26.88%

-6.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

18.33%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

16.41%

+0.07%

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

Both XCG.TO and CGL.TO have an expense ratio of 0.55%.


Dividends

XCG.TO vs. CGL.TO - Dividend Comparison

XCG.TO's dividend yield for the trailing twelve months is around 0.49%, 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%
XCG.TO
iShares Canadian Growth Index ETF
0.49%0.45%0.60%1.33%1.59%1.46%1.69%1.53%1.65%1.03%0.97%0.72%

Frequently Asked Questions


XCG.TO and CGL.TO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XCG.TO and CGL.TO have the same expense ratio: 0.55% per year.

XCG.TO is categorized as Canada Equities, while CGL.TO is Precious Metals. XCG.TO tracks Morningstar Canada GR CAD, while CGL.TO tracks Gold Bullion.

Portfolio Optimizer

Find the right allocation for XCG.TO and CGL.TO

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