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XGD.TO vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XGD.TO and BRK-B is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

XGD.TO vs. BRK-B

Last updated May 28, 2025

Compare and contrast key facts about iShares S&P/TSX Global Gold Index ETF (XGD.TO) and Berkshire Hathaway Inc. (BRK-B).

XGD.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl Gold GR CAD. It was launched on Mar 23, 2001.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XGD.TO or BRK-B.

Performance

XGD.TO vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P/TSX Global Gold Index ETF (XGD.TO) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XGD.TO:

1.52

BRK-B:

1.27

Sortino Ratio

XGD.TO:

2.08

BRK-B:

1.65

Omega Ratio

XGD.TO:

1.27

BRK-B:

1.24

Calmar Ratio

XGD.TO:

2.09

BRK-B:

2.61

Martin Ratio

XGD.TO:

6.15

BRK-B:

6.30

Ulcer Index

XGD.TO:

7.90%

BRK-B:

3.65%

Daily Std Dev

XGD.TO:

31.26%

BRK-B:

19.77%

Max Drawdown

XGD.TO:

-72.55%

BRK-B:

-53.86%

Current Drawdown

XGD.TO:

-4.36%

BRK-B:

-5.68%

Returns By Period

In the year-to-date period, XGD.TO achieves a 42.41% return, which is significantly higher than BRK-B's 12.33% return. Over the past 10 years, XGD.TO has underperformed BRK-B with an annualized return of 12.11%, while BRK-B has yielded a comparatively higher 13.54% annualized return.

XGD.TO

YTD

42.41%

1M

1.18%

6M

33.68%

1Y

47.41%

3Y*

18.11%

5Y*

9.38%

10Y*

12.11%

BRK-B

YTD

12.33%

1M

-4.11%

6M

6.39%

1Y

24.97%

3Y*

16.85%

5Y*

22.43%

10Y*

13.54%

*Annualized

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iShares S&P/TSX Global Gold Index ETF

Berkshire Hathaway Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XGD.TO vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XGD.TO
The Risk-Adjusted Performance Rank of XGD.TO is 9090
Overall Rank
The Sharpe Ratio Rank of XGD.TO is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of XGD.TO is 9090
Sortino Ratio Rank
The Omega Ratio Rank of XGD.TO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of XGD.TO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of XGD.TO is 8888
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8080
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XGD.TO vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Global Gold Index ETF (XGD.TO) and Berkshire Hathaway Inc. (BRK-B). 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.

The current XGD.TO Sharpe Ratio is 1.52, which is comparable to the BRK-B Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of XGD.TO and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

XGD.TO vs. BRK-B - Dividend Comparison

XGD.TO's dividend yield for the trailing twelve months is around 0.66%, while BRK-B has not paid dividends to shareholders.

TTM20242023202220212020201920182017201620152014
XGD.TO
iShares S&P/TSX Global Gold Index ETF		0.66%0.93%1.49%1.80%1.38%0.35%0.54%0.25%0.14%0.09%0.57%0.68%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XGD.TO vs. BRK-B - Drawdown Comparison

The maximum XGD.TO drawdown since its inception was -72.55%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for XGD.TO and BRK-B.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XGD.TO vs. BRK-B - Volatility Comparison

iShares S&P/TSX Global Gold Index ETF (XGD.TO) has a higher volatility of 12.39% compared to Berkshire Hathaway Inc. (BRK-B) at 6.57%. This indicates that XGD.TO's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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