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

XGD.TO vs. BRK-B

Last updated Apr 1, 2026

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.

Performance

XGD.TO vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$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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XGD.TO vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XGD.TO
iShares S&P/TSX Global Gold Index ETF		10.99%144.45%19.63%3.91%-3.10%-5.81%21.10%40.18%-4.10%0.96%
BRK-B
Berkshire Hathaway Inc.		-3.38%5.81%38.01%12.92%10.67%27.79%0.64%5.48%11.74%13.88%
Different Trading Currencies

XGD.TO is traded in CAD, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGD.TO achieves a 10.99% return, which is significantly higher than BRK-B's -3.38% return. Over the past 10 years, XGD.TO has outperformed BRK-B with an annualized return of 18.24%, while BRK-B has yielded a comparatively lower 13.55% annualized return.

XGD.TO

1D
6.65%
1M
-17.83%
YTD
10.99%
6M
23.93%
1Y
98.94%
3Y*
44.74%
5Y*
26.71%
10Y*
18.24%

BRK-B

1D
0.84%
1M
-3.23%
YTD
-3.38%
6M
-4.77%
1Y
-13.02%
3Y*
16.89%
5Y*
15.52%
10Y*
13.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares S&P/TSX Global Gold Index ETF

Berkshire Hathaway Inc.

Often compared with XGD.TO:
XGD.TO vs. CGL.TOXGD.TO vs. GLDXGD.TO vs. ZGD.TOXGD.TO vs. MNT.TOXGD.TO vs. ZGLD.SWXGD.TO vs. XEI.TOXGD.TO vs. ZGLD.TO
Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

XGD.TO vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XGD.TO
XGD.TO Risk / Return Rank: 9393
Overall Rank
XGD.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XGD.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
XGD.TO Omega Ratio Rank: 9191
Omega Ratio Rank
XGD.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
XGD.TO Martin Ratio Rank: 9393
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 2020
Overall Rank
BRK-B Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1717
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1717
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 2222
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 2424
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.

XGD.TO vs. BRK-B - Risk-Adjusted Trends 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.

XGD.TOBRK-BDifference

Sharpe ratio

Return per unit of total volatility

2.31

-0.71

+3.02

Sortino ratio

Return per unit of downside risk

2.54

-0.86

+3.40

Omega ratio

Gain probability vs. loss probability

1.38

0.89

+0.50

Calmar ratio

Return relative to maximum drawdown

3.51

-0.66

+4.17

Martin ratio

Return relative to average drawdown

12.81

-1.04

+13.85

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XGD.TO vs. BRK-B - Sharpe Ratio Comparison

The current XGD.TO Sharpe Ratio is 2.31, which is higher than the BRK-B Sharpe Ratio of -0.71. 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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Sharpe Ratios by Period

XGD.TOBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

-0.71

+3.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.97

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.74

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.80

-0.54

Correlation

The correlation between XGD.TO and BRK-B is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

XGD.TO vs. BRK-B - Dividend Comparison

XGD.TO's dividend yield for the trailing twelve months is around 0.56%, while BRK-B has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
XGD.TO
iShares S&P/TSX Global Gold Index ETF		0.56%0.62%0.93%1.49%1.80%1.38%0.35%0.54%0.25%0.14%0.09%0.57%
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 -22.96%. Use the drawdown chart below to compare losses from any high point for XGD.TO and BRK-B.

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Drawdown Indicators

XGD.TOBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-72.55%

-53.86%

-18.69%

Max Drawdown (1Y)

Largest decline over 1 year

-28.95%

-14.95%

-14.00%

Max Drawdown (5Y)

Largest decline over 5 years

-40.82%

-26.58%

-14.24%

Max Drawdown (10Y)

Largest decline over 10 years

-46.96%

-29.57%

-17.39%

Current Drawdown

Current decline from peak

-17.83%

-11.23%

-6.60%

Average Drawdown

Average peak-to-trough decline

-28.37%

-11.07%

-17.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.93%

8.69%

-0.76%

Volatility

XGD.TO vs. BRK-B - Volatility Comparison

iShares S&P/TSX Global Gold Index ETF (XGD.TO) has a higher volatility of 17.06% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. 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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Volatility by Period

XGD.TOBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.06%

4.33%

+12.73%

Volatility (6M)

Calculated over the trailing 6-month period

35.63%

11.85%

+23.78%

Volatility (1Y)

Calculated over the trailing 1-year period

43.08%

18.44%

+24.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.99%

16.12%

+15.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.59%

18.32%

+15.27%