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XIU.TO vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIU.TO vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX 60 Index ETF (XIU.TO) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XIU.TO achieves a 11.35% return, which is significantly higher than GLD's -0.49% return. Both investments have delivered pretty close results over the past 10 years, with XIU.TO having a 13.04% annualized return and GLD not far ahead at 13.12%.


XIU.TO

1D
0.62%
1M
4.44%
YTD
11.35%
6M
12.04%
1Y
32.96%
3Y*
22.94%
5Y*
14.53%
10Y*
13.04%

GLD

1D
0.24%
1M
-5.69%
YTD
-0.49%
6M
-0.85%
1Y
25.59%
3Y*
30.82%
5Y*
20.51%
10Y*
13.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIU.TO vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XIU.TO
iShares S&P/TSX 60 Index ETF
11.35%28.89%20.73%11.85%-6.35%28.06%5.27%21.81%-7.82%9.58%
GLD
SPDR Gold Shares
-0.49%56.20%37.38%10.01%5.52%-4.20%21.85%13.00%6.30%5.17%

Correlation

The correlation between XIU.TO and GLD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.29

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

0.23

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.13

Over the past year, XIU.TO and GLD have become more correlated (0.37) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

XIU.TO vs. GLD — Risk / Return Rank

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

XIU.TO
XIU.TO Risk / Return Rank: 8989
Overall Rank
XIU.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8989
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9292
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2626
Overall Rank
GLD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLD Omega Ratio Rank: 3030
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD 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.

XIU.TO vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX 60 Index ETF (XIU.TO) and SPDR Gold Shares (GLD). 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.


XIU.TOGLDDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.26

Omega ratioGain probability vs. loss probability

1.49

1.20

+0.29

Calmar ratioReturn relative to maximum drawdown

4.26

1.20

+3.06

Martin ratioReturn relative to average drawdown

19.57

3.41

+16.17

XIU.TO vs. GLD - Sharpe Ratio Comparison

The current XIU.TO Sharpe Ratio is 2.71, which is higher than the GLD Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of XIU.TO and GLD, 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

XIU.TO vs. GLD - Drawdown Comparison

The maximum XIU.TO drawdown since its inception was -46.98%, which is greater than GLD's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for XIU.TO and GLD.


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Drawdown Indicators


XIU.TOGLDDifference

Max Drawdown

Largest peak-to-trough decline

-46.98%

-33.66%

-13.32%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-22.24%

+14.59%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-22.24%

+9.88%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-22.24%

+5.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.46%

-22.86%

-12.60%

Current Drawdown

Current decline from peak

-0.19%

-19.65%

+19.46%

Average Drawdown

Average peak-to-trough decline

-6.85%

-10.77%

+3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

7.83%

-6.17%

Volatility

XIU.TO vs. GLD - Volatility Comparison

The current volatility for iShares S&P/TSX 60 Index ETF (XIU.TO) is 4.06%, while SPDR Gold Shares (GLD) has a volatility of 7.89%. This indicates that XIU.TO experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIU.TOGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

7.89%

-3.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

24.01%

-14.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

27.34%

-15.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.83%

19.13%

-6.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

17.28%

-2.26%

XIU.TO vs. GLD - Expense Ratio Comparison

XIU.TO has a 0.18% expense ratio, which is lower than GLD's 0.40% expense ratio.


Dividends

XIU.TO vs. GLD - Dividend Comparison

XIU.TO's dividend yield for the trailing twelve months is around 2.18%, while GLD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XIU.TO
iShares S&P/TSX 60 Index ETF
2.18%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Frequently Asked Questions


XIU.TO and GLD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIU.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIU.TO is cheaper with a 0.18% expense ratio, compared with 0.40% for GLD.

XIU.TO is categorized as Canada Equities, while GLD is Gold. XIU.TO tracks S&P/TSX 60 Index, while GLD tracks LBMA Gold Price PM. They also come from different issuers: iShares and State Street. Their fees differ too: 0.18% for XIU.TO and 0.40% for GLD.

Portfolio Optimizer

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