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XLK vs. CGL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLK vs. CGL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Technology Select Sector SPDR ETF (XLK) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XLK achieves a 28.52% return, which is significantly higher than CGL.TO's -5.12% return. Over the past 10 years, XLK has outperformed CGL.TO with an annualized return of 25.19%, while CGL.TO has yielded a comparatively lower 10.05% annualized return.


XLK

1D
0.87%
1M
2.95%
YTD
28.52%
6M
28.96%
1Y
55.42%
3Y*
30.28%
5Y*
22.02%
10Y*
25.19%

CGL.TO

1D
0.07%
1M
-11.35%
YTD
-5.12%
6M
-4.61%
1Y
16.70%
3Y*
25.29%
5Y*
12.44%
10Y*
10.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLK vs. CGL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLK
State Street Technology Select Sector SPDR ETF
28.52%24.61%21.63%56.02%-27.73%34.74%43.62%49.86%-1.68%34.26%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
-5.12%67.73%15.88%13.97%-6.96%-4.54%26.41%21.59%-10.70%19.79%

Correlation

The correlation between XLK and CGL.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.12

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

0.08

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

0.05

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2010

0.03

The correlation between XLK and CGL.TO shifts across timeframes, from 0.03 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XLK vs. CGL.TO — Risk / Return Rank

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

XLK
XLK Risk / Return Rank: 7676
Overall Rank
XLK Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 7676
Sortino Ratio Rank
XLK Omega Ratio Rank: 7878
Omega Ratio Rank
XLK Calmar Ratio Rank: 7575
Calmar Ratio Rank
XLK Martin Ratio Rank: 6868
Martin Ratio Rank

CGL.TO
CGL.TO Risk / Return Rank: 2424
Overall Rank
CGL.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CGL.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
CGL.TO Omega Ratio Rank: 2727
Omega Ratio Rank
CGL.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
CGL.TO Martin Ratio Rank: 2222
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.

XLK vs. CGL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Technology Select Sector SPDR ETF (XLK) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.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.


XLKCGL.TODifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+1.89

Omega ratioGain probability vs. loss probability

1.39

1.14

+0.25

Calmar ratioReturn relative to maximum drawdown

3.36

0.70

+2.66

Martin ratioReturn relative to average drawdown

10.85

2.00

+8.85

XLK vs. CGL.TO - Sharpe Ratio Comparison

The current XLK Sharpe Ratio is 2.37, which is higher than the CGL.TO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of XLK and CGL.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

XLK vs. CGL.TO - Drawdown Comparison

The maximum XLK drawdown since its inception was -82.05%, which is greater than CGL.TO's maximum drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for XLK and CGL.TO.


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Drawdown Indicators


XLKCGL.TODifference

Max Drawdown

Largest peak-to-trough decline

-82.05%

-62.05%

-20.00%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

-27.17%

+11.25%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-27.17%

+1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-33.56%

-27.17%

-6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-27.17%

-6.39%

Current Drawdown

Current decline from peak

-6.77%

-24.91%

+18.14%

Average Drawdown

Average peak-to-trough decline

-34.93%

-32.74%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

9.43%

-4.51%

Volatility

XLK vs. CGL.TO - Volatility Comparison

State Street Technology Select Sector SPDR ETF (XLK) has a higher volatility of 10.86% compared to iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) at 7.69%. This indicates that XLK's price experiences larger fluctuations and is considered to be riskier than CGL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLKCGL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.86%

7.69%

+3.17%

Volatility (6M)

Calculated over the trailing 6-month period

18.92%

24.50%

-5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

22.55%

28.25%

-5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.18%

19.70%

+5.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.64%

17.92%

+6.72%

XLK vs. CGL.TO - Expense Ratio Comparison

XLK has a 0.08% expense ratio, which is lower than CGL.TO's 0.55% expense ratio.


Dividends

XLK vs. CGL.TO - Dividend Comparison

XLK's dividend yield for the trailing twelve months is around 0.41%, while CGL.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
State Street Technology Select Sector SPDR ETF
0.41%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Frequently Asked Questions


XLK and CGL.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLK is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLK is cheaper with a 0.08% expense ratio, compared with 0.55% for CGL.TO.

XLK is categorized as Technology Equities, while CGL.TO is Gold. XLK tracks S&P Technology Select Sector Daily Capped 35/20 Index, while CGL.TO tracks Gold Bullion. They also come from different issuers: State Street and iShares. Their fees differ too: 0.08% for XLK and 0.55% for CGL.TO.

Portfolio Optimizer

Find the right allocation for XLK and CGL.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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