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

Performance

XIT.TO vs. XGD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Capped Information Technology Index ETF (XIT.TO) and iShares S&P/TSX Global Gold Index ETF (XGD.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, XIT.TO achieves a -13.73% return, which is significantly lower than XGD.TO's -7.98% return. Over the past 10 years, XIT.TO has outperformed XGD.TO with an annualized return of 16.43%, while XGD.TO has yielded a comparatively lower 12.09% annualized return.


XIT.TO

1D
-0.10%
1M
-5.92%
6M
-5.28%
YTD
-13.73%
1Y
-6.86%
3Y*
12.98%
5Y*
2.87%
10Y*
16.43%
ALL TIME*
11.98%

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%
*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$16.33MCA$17.63MCA$21.80M
CA$932.35KCA$850.30KCA$1.09M

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


2026 (YTD)202520242023202220212020201920182017
XIT.TO
iShares S&P/TSX Capped Information Technology Index ETF
-13.73%15.48%30.02%55.56%-35.85%10.74%45.91%60.84%11.71%17.09%
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%

Correlation

The correlation between XIT.TO and XGD.TO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.15

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

0.13

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

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2006

0.09

The correlation between XIT.TO and XGD.TO shifts across timeframes, from 0.09 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XIT.TO vs. XGD.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XIT.TO
XIT.TO Risk / Return Rank: 1010
Overall Rank
XIT.TO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XIT.TO Sortino Ratio Rank: 1010
Sortino Ratio Rank
XIT.TO Omega Ratio Rank: 1010
Omega Ratio Rank
XIT.TO Calmar Ratio Rank: 99
Calmar Ratio Rank
XIT.TO Martin Ratio Rank: 1010
Martin Ratio Rank

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
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.

XIT.TO vs. XGD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Information Technology Index ETF (XIT.TO) and iShares S&P/TSX Global Gold Index ETF (XGD.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.


XIT.TOXGD.TODifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

0.99

1.20

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.22

1.32

-1.54

Martin ratioReturn relative to average drawdown

-0.40

3.04

-3.44

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

The current XIT.TO Sharpe Ratio is -0.22, which is lower than the XGD.TO Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of XIT.TO and XGD.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

XIT.TO vs. XGD.TO - Drawdown Comparison

The maximum XIT.TO drawdown since its inception was -56.92%, smaller than the maximum XGD.TO drawdown of -72.56%. Use the drawdown chart below to compare losses from any high point for XIT.TO and XGD.TO.


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Drawdown Indicators


XIT.TOXGD.TODifference

Max Drawdown

Largest peak-to-trough decline

-56.92%

-72.56%

+15.64%

Max Drawdown (1Y)

Largest decline over 1 year

-31.93%

-36.01%

+4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-31.93%

-36.01%

+4.08%

Max Drawdown (5Y)

Largest decline over 5 years

-54.15%

-40.82%

-13.33%

Max Drawdown (10Y)

Largest decline over 10 years

-54.15%

-46.96%

-7.19%

Current Drawdown

Current decline from peak

-22.99%

-31.87%

+8.88%

Average Drawdown

Average peak-to-trough decline

-17.01%

-32.04%

+15.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.17%

15.65%

+1.52%

Volatility

XIT.TO vs. XGD.TO - Volatility Comparison

The current volatility for iShares S&P/TSX Capped Information Technology Index ETF (XIT.TO) is 5.47%, while iShares S&P/TSX Global Gold Index ETF (XGD.TO) has a volatility of 10.85%. This indicates that XIT.TO experiences smaller price fluctuations and is considered to be less risky than XGD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIT.TOXGD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

10.85%

-5.38%

Volatility (6M)

Calculated over the trailing 6-month period

24.09%

37.17%

-13.08%

Volatility (1Y)

Calculated over the trailing 1-year period

31.75%

45.71%

-13.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.47%

33.41%

-3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.59%

33.53%

-4.94%

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

XIT.TO has a 0.60% expense ratio, which is lower than XGD.TO's 0.61% expense ratio.


Dividends

XIT.TO vs. XGD.TO - Dividend Comparison

XIT.TO has not paid dividends to shareholders, while XGD.TO's dividend yield for the trailing twelve months is around 0.89%.


PositionTTM20252024202320222021202020192018201720162015
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%
XIT.TO
iShares S&P/TSX Capped Information Technology Index ETF
0.00%0.00%0.00%0.00%0.00%0.03%0.00%0.34%0.00%0.15%0.18%0.10%

Frequently Asked Questions


XIT.TO and XGD.TO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIT.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIT.TO is cheaper with a 0.60% expense ratio, compared with 0.61% for XGD.TO.

XIT.TO is categorized as Technology Equities, while XGD.TO is Gold. XIT.TO tracks S&P/TSX Capped Information Technology Index, while XGD.TO tracks S&P/TSX Global Gold Index. Their fees differ too: 0.60% for XIT.TO and 0.61% for XGD.TO.

Portfolio Optimizer

Find the right allocation for XIT.TO and XGD.TO

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