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XGD.TO vs. GLCC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGD.TO vs. GLCC.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 Global X Gold Producer Equity Covered Call ETF (GLCC.TO). 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 -3.25% return, which is significantly higher than GLCC.TO's -6.77% return. Both investments have delivered pretty close results over the past 10 years, with XGD.TO having a 13.37% annualized return and GLCC.TO not far behind at 13.14%.


XGD.TO

1D
-3.91%
1M
-6.09%
YTD
-3.25%
6M
-7.99%
1Y
55.56%
3Y*
43.50%
5Y*
23.14%
10Y*
13.37%

GLCC.TO

1D
-3.96%
1M
-6.23%
YTD
-6.77%
6M
-10.89%
1Y
46.25%
3Y*
41.21%
5Y*
22.01%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XGD.TO
iShares S&P/TSX Global Gold Index ETF
-3.25%144.45%19.63%3.91%-3.13%-5.81%21.10%40.18%-4.10%0.96%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
-6.77%137.43%20.18%6.19%-1.80%-9.38%15.00%38.71%-0.38%7.32%

Correlation

The correlation between XGD.TO and GLCC.TO is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.98

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

0.98

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

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2011

0.94

The correlation between XGD.TO and GLCC.TO has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.

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Return for Risk

XGD.TO vs. GLCC.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: 3434
Overall Rank
XGD.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XGD.TO Sortino Ratio Rank: 3232
Sortino Ratio Rank
XGD.TO Omega Ratio Rank: 3636
Omega Ratio Rank
XGD.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
XGD.TO Martin Ratio Rank: 3232
Martin Ratio Rank

GLCC.TO
GLCC.TO Risk / Return Rank: 3030
Overall Rank
GLCC.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 3232
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 2929
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. GLCC.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 Global X Gold Producer Equity Covered Call ETF (GLCC.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.

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.TOGLCC.TODifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratioReturn relative to maximum drawdown

1.69

1.41

+0.28

Martin ratioReturn relative to average drawdown

4.43

3.78

+0.65

XGD.TO vs. GLCC.TO - Sharpe Ratio Comparison

The current XGD.TO Sharpe Ratio is 1.24, which is comparable to the GLCC.TO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of XGD.TO and GLCC.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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Drawdowns

XGD.TO vs. GLCC.TO - Drawdown Comparison

The maximum XGD.TO drawdown since its inception was -72.56%, smaller than the maximum GLCC.TO drawdown of -81.37%. Use the drawdown chart below to compare losses from any high point for XGD.TO and GLCC.TO.


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Drawdown Indicators


XGD.TOGLCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-72.56%

-81.37%

+8.81%

Max Drawdown (1Y)

Largest decline over 1 year

-33.06%

-33.03%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-33.06%

-33.03%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-40.82%

-37.60%

-3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-46.96%

-44.83%

-2.13%

Current Drawdown

Current decline from peak

-28.37%

-28.29%

-0.08%

Average Drawdown

Average peak-to-trough decline

-31.91%

-53.09%

+21.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.59%

12.28%

+0.31%

Volatility

XGD.TO vs. GLCC.TO - Volatility Comparison

iShares S&P/TSX Global Gold Index ETF (XGD.TO) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO) have volatilities of 16.16% and 15.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGD.TOGLCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.16%

15.89%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

36.86%

36.66%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

45.08%

43.99%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.12%

32.49%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.55%

32.24%

+1.31%

XGD.TO vs. GLCC.TO - Expense Ratio Comparison

XGD.TO has a 0.61% expense ratio, which is lower than GLCC.TO's 0.79% expense ratio.


Dividends

XGD.TO vs. GLCC.TO - Dividend Comparison

XGD.TO's dividend yield for the trailing twelve months is around 0.64%, less than GLCC.TO's 9.28% yield.


PositionTTM20252024202320222021202020192018201720162015
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
9.28%6.01%10.30%11.16%10.08%6.31%6.47%4.58%5.62%7.08%8.75%2.32%
XGD.TO
iShares S&P/TSX Global Gold Index ETF
0.64%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


With a correlation of 0.99, XGD.TO and GLCC.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.79% for GLCC.TO.

XGD.TO is categorized as Gold, while GLCC.TO is Derivative Income. They also come from different issuers: iShares and Global X. Their fees differ too: 0.61% for XGD.TO and 0.79% for GLCC.TO.

Portfolio Optimizer

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