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XGD.TO vs. CJP.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGD.TO vs. CJP.NEO - 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 iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XGD.TO achieves a -7.98% return, which is significantly lower than CJP.NEO's 20.36% return. Over the past 10 years, XGD.TO has underperformed CJP.NEO with an annualized return of 12.09%, while CJP.NEO has yielded a comparatively higher 16.43% annualized return.


XGD.TO

1D
0.24%
1M
-0.94%
6M
-25.75%
YTD
-7.98%
1Y
47.41%
3Y*
38.42%
5Y*
22.15%
10Y*
12.09%
ALL TIME*
5.17%

CJP.NEO

1D
0.88%
1M
2.18%
6M
15.65%
YTD
20.36%
1Y
43.34%
3Y*
28.63%
5Y*
23.84%
10Y*
16.43%
ALL TIME*
10.52%
*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$1.04MCA$644.80KCA$793.54K
CA$16.33MCA$17.63MCA$21.80M

XGD.TO vs. CJP.NEO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGD.TO
iShares S&P/TSX Global Gold Index ETF
-7.98%144.45%19.63%3.91%-3.13%-5.81%21.10%40.18%-4.10%0.96%
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
20.36%30.67%26.74%35.03%3.67%18.19%0.18%13.12%-17.35%21.33%

Correlation

The correlation between XGD.TO and CJP.NEO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.21

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

0.15

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

0.01

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2009

0.02

Over the past year, XGD.TO and CJP.NEO have become more correlated (0.36) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

XGD.TO vs. CJP.NEO — 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: 3939
Overall Rank
XGD.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XGD.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
XGD.TO Omega Ratio Rank: 4545
Omega Ratio Rank
XGD.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
XGD.TO Martin Ratio Rank: 3232
Martin Ratio Rank

CJP.NEO
CJP.NEO Risk / Return Rank: 9191
Overall Rank
CJP.NEO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CJP.NEO Sortino Ratio Rank: 8989
Sortino Ratio Rank
CJP.NEO Omega Ratio Rank: 9191
Omega Ratio Rank
CJP.NEO Calmar Ratio Rank: 9090
Calmar Ratio Rank
CJP.NEO Martin Ratio Rank: 9090
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. CJP.NEO - 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 iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO). 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.


XGD.TOCJP.NEODifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.20

1.42

-0.22

Calmar ratioReturn relative to maximum drawdown

1.32

3.98

-2.66

Martin ratioReturn relative to average drawdown

3.04

14.47

-11.43

XGD.TO vs. CJP.NEO - Sharpe Ratio Comparison

The current XGD.TO Sharpe Ratio is 1.04, which is lower than the CJP.NEO Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of XGD.TO and CJP.NEO, 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

XGD.TO vs. CJP.NEO - Drawdown Comparison

The maximum XGD.TO drawdown since its inception was -72.56%, which is greater than CJP.NEO's maximum drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for XGD.TO and CJP.NEO.


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Drawdown Indicators


XGD.TOCJP.NEODifference

Max Drawdown

Largest peak-to-trough decline

-72.56%

-38.36%

-34.20%

Max Drawdown (1Y)

Largest decline over 1 year

-36.01%

-10.99%

-25.02%

Max Drawdown (3Y)

Largest decline over 3 years

-36.01%

-20.86%

-15.15%

Max Drawdown (5Y)

Largest decline over 5 years

-40.82%

-20.86%

-19.96%

Max Drawdown (10Y)

Largest decline over 10 years

-46.96%

-37.75%

-9.21%

Current Drawdown

Current decline from peak

-31.87%

-1.97%

-29.90%

Average Drawdown

Average peak-to-trough decline

-32.04%

-11.09%

-20.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.65%

3.02%

+12.63%

Volatility

XGD.TO vs. CJP.NEO - Volatility Comparison

iShares S&P/TSX Global Gold Index ETF (XGD.TO) has a higher volatility of 10.85% compared to iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) at 4.78%. This indicates that XGD.TO's price experiences larger fluctuations and is considered to be riskier than CJP.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGD.TOCJP.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.85%

4.78%

+6.07%

Volatility (6M)

Calculated over the trailing 6-month period

37.17%

14.23%

+22.94%

Volatility (1Y)

Calculated over the trailing 1-year period

45.71%

18.70%

+27.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.41%

18.43%

+14.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.53%

19.28%

+14.25%

XGD.TO vs. CJP.NEO - Expense Ratio Comparison

XGD.TO has a 0.61% expense ratio, which is lower than CJP.NEO's 0.71% expense ratio.


Dividends

XGD.TO vs. CJP.NEO - Dividend Comparison

XGD.TO's dividend yield for the trailing twelve months is around 0.89%, less than CJP.NEO's 1.16% yield.


PositionTTM20252024202320222021202020192018201720162015
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
1.16%1.48%1.71%1.24%1.96%1.56%1.97%2.42%2.38%1.48%0.97%0.84%
XGD.TO
iShares S&P/TSX Global Gold Index ETF
0.89%0.62%0.93%1.49%1.77%1.38%0.35%0.54%0.25%0.14%0.10%0.57%

Frequently Asked Questions


XGD.TO and CJP.NEO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGD.TO is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGD.TO is cheaper with a 0.61% expense ratio, compared with 0.71% for CJP.NEO.

XGD.TO is categorized as Gold, while CJP.NEO is Japan Equities. XGD.TO tracks S&P/TSX Global Gold Index, while CJP.NEO tracks FTSE RAFI Japan Canadian Dollar Hedged Index. Their fees differ too: 0.61% for XGD.TO and 0.71% for CJP.NEO.

Portfolio Optimizer

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