XGD.TO vs. EGIF.TO

Last updated Jun 4, 2026

XGD.TO (iShares S&P/TSX Global Gold Index ETF) and EGIF.TO (Exemplar Growth and Income Fund) are both exchange-traded funds - XGD.TO is a Precious Metals fund tracking the Morningstar Gbl Gold GR CAD, while EGIF.TO is a fund fund. Over the past 5 years, XGD.TO returned 22.30%/yr vs 7.63%/yr for EGIF.TO. At a 0.09 correlation, their price movements are largely independent.

Performance

XGD.TO vs. EGIF.TO - 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 Exemplar Growth and Income Fund (EGIF.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XGD.TO achieves a 3.35% return, which is significantly lower than EGIF.TO's 14.47% return.

XGD.TO

• 1D: -2.80%
• 1M: 1.62%
• YTD: 3.35%
• 6M: 8.72%
• 1Y: 67.78%
• 3Y*: 43.11%
• 5Y*: 22.30%
• 10Y*: 14.79%

EGIF.TO

• 1D: 0.00%
• 1M: 2.61%
• YTD: 14.47%
• 6M: 14.78%
• 1Y: 31.15%
• 3Y*: 15.42%
• 5Y*: 7.63%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XGD.TO vs. EGIF.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XGD.TO iShares S&P/TSX Global Gold Index ETF	3.35%	144.45%	19.63%	3.91%	-3.10%	-5.81%	21.10%	40.18%	0.82%
EGIF.TO Exemplar Growth and Income Fund	14.47%	15.83%	14.66%	-1.77%	-8.22%	17.42%	7.67%	6.94%	0.69%

Correlation

The correlation between XGD.TO and EGIF.TO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (All Time) Calculated using the full available price history since Jul 24, 2018	0.09

XGD.TO vs. EGIF.TO - Sectors Allocation Comparison

Sectors	XGD.TO	EGIF.TO
Basic Materials	100.0%	15.9%
Communication Services	-	3.0%
Consumer Cyclical	-	5.4%
Consumer Defensive	-	4.1%
Energy	-	12.6%
Financial Services	-	14.8%
Healthcare	-	8.4%
Industrials	-	13.4%
Real Estate	-	7.8%
Technology	-	9.3%
Utilities	-	5.2%

Return for Risk

XGD.TO vs. EGIF.TO — 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: 42
XGD.TO Sharpe Ratio Rank: 45
XGD.TO Sortino Ratio Rank: 37
XGD.TO Omega Ratio Rank: 43
XGD.TO Calmar Ratio Rank: 47
XGD.TO Martin Ratio Rank: 39

EGIF.TO

EGIF.TO Risk / Return Rank: 95
EGIF.TO Sharpe Ratio Rank: 81
EGIF.TO Sortino Ratio Rank: 99
EGIF.TO Omega Ratio Rank: 100
EGIF.TO Calmar Ratio Rank: 99
EGIF.TO Martin Ratio Rank: 99

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. EGIF.TO - 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 Exemplar Growth and Income Fund (EGIF.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.

	XGD.TO	EGIF.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.59	2.62	-1.03
Sortino ratio: Return per unit of downside risk	1.97	18.11	-16.14
Omega ratio: Gain probability vs. loss probability	1.28	11.96	-10.68
Calmar ratio: Return relative to maximum drawdown	2.35	23.92	-21.56
Martin ratio: Return relative to average drawdown	6.22	91.14	-84.92
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. EGIF.TO - Sharpe Ratio Comparison

The current XGD.TO Sharpe Ratio is 1.59, which is lower than the EGIF.TO Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of XGD.TO and EGIF.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.

Sharpe Ratios by Period

	XGD.TO	EGIF.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	2.62	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.94	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.99	-0.74

Drawdowns

XGD.TO vs. EGIF.TO - Drawdown Comparison

The maximum XGD.TO drawdown since its inception was -72.55%, which is greater than EGIF.TO's maximum drawdown of -15.10%. Use the drawdown chart below to compare losses from any high point for XGD.TO and EGIF.TO.

Drawdown Indicators

	XGD.TO	EGIF.TO	Difference
Max Drawdown Largest peak-to-trough decline	-72.55%	-15.10%	-57.45%
Max Drawdown (1Y) Largest decline over 1 year	-28.95%	-1.31%	-27.64%
Max Drawdown (3Y) Largest decline over 3 years	-28.95%	-4.00%	-24.95%
Max Drawdown (5Y) Largest decline over 5 years	-40.82%	-15.10%	-25.72%
Max Drawdown (10Y) Largest decline over 10 years	-46.96%	—	—
Current Drawdown Current decline from peak	-23.49%	0.00%	-23.49%
Average Drawdown Average peak-to-trough decline	-28.30%	-3.44%	-24.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.93%	0.34%	+10.59%

Volatility

XGD.TO vs. EGIF.TO - Volatility Comparison

iShares S&P/TSX Global Gold Index ETF (XGD.TO) has a higher volatility of 14.43% compared to Exemplar Growth and Income Fund (EGIF.TO) at 1.45%. This indicates that XGD.TO's price experiences larger fluctuations and is considered to be riskier than EGIF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XGD.TO	EGIF.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.43%	1.45%	+12.98%
Volatility (6M) Calculated over the trailing 6-month period	34.40%	7.64%	+26.76%
Volatility (1Y) Calculated over the trailing 1-year period	42.86%	11.96%	+30.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.64%	8.13%	+24.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.38%	8.40%	+24.98%

Dividends

XGD.TO vs. EGIF.TO - Dividend Comparison

XGD.TO's dividend yield for the trailing twelve months is around 0.60%, less than EGIF.TO's 2.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EGIF.TO Exemplar Growth and Income Fund	2.90%	3.27%	3.66%	4.27%	4.57%	2.66%	2.86%	2.89%	0.75%	0.00%	0.00%	0.00%
XGD.TO iShares S&P/TSX Global Gold Index ETF	0.60%	0.62%	0.93%	1.49%	1.80%	1.38%	0.35%	0.54%	0.25%	0.14%	0.09%	0.57%

Frequently Asked Questions

Can I hold both XGD.TO and EGIF.TO in my portfolio?

XGD.TO and EGIF.TO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.