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XST.TO vs. CGL-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XST.TO vs. CGL-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) and iShares Gold Bullion ETF (CGL-C.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, XST.TO achieves a 5.83% return, which is significantly higher than CGL-C.TO's -3.54% return. Over the past 10 years, XST.TO has outperformed CGL-C.TO with an annualized return of 18.64%, while CGL-C.TO has yielded a comparatively lower 11.94% annualized return.


XST.TO

1D
0.84%
1M
-2.90%
6M
4.50%
YTD
5.83%
1Y
10.33%
3Y*
46.09%
5Y*
30.02%
10Y*
18.64%
ALL TIME*
20.68%

CGL-C.TO

1D
0.21%
1M
0.74%
6M
-16.38%
YTD
-3.54%
1Y
23.59%
3Y*
29.48%
5Y*
19.65%
10Y*
11.94%
ALL TIME*
8.16%
*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$708.29KCA$726.97KCA$936.83K
CA$965.61KCA$1.09MCA$1.21M

XST.TO vs. CGL-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
5.83%16.38%140.92%7.25%9.63%21.31%4.28%12.92%2.53%7.95%
CGL-C.TO
iShares Gold Bullion ETF
-3.54%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%6.86%4.31%

Correlation

The correlation between XST.TO and CGL-C.TO is -0.03, 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

-0.03

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

-0.03

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

-0.04

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

-0.06

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Return for Risk

XST.TO vs. CGL-C.TO — Risk / Return Rank

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

XST.TO
XST.TO Risk / Return Rank: 2727
Overall Rank
XST.TO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XST.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
XST.TO Omega Ratio Rank: 2626
Omega Ratio Rank
XST.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
XST.TO Martin Ratio Rank: 2727
Martin Ratio Rank

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3333
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3939
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2727
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.

XST.TO vs. CGL-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) and iShares Gold Bullion ETF (CGL-C.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.


XST.TOCGL-C.TODifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.12

1.18

-0.06

Calmar ratioReturn relative to maximum drawdown

0.99

1.01

-0.02

Martin ratioReturn relative to average drawdown

2.27

2.27

-0.01

XST.TO vs. CGL-C.TO - Sharpe Ratio Comparison

The current XST.TO Sharpe Ratio is 0.61, which is lower than the CGL-C.TO Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of XST.TO and CGL-C.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

XST.TO vs. CGL-C.TO - Drawdown Comparison

The maximum XST.TO drawdown since its inception was -25.42%, smaller than the maximum CGL-C.TO drawdown of -30.01%. Use the drawdown chart below to compare losses from any high point for XST.TO and CGL-C.TO.


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Drawdown Indicators


XST.TOCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-30.01%

+4.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-23.55%

+13.03%

Max Drawdown (3Y)

Largest decline over 3 years

-10.86%

-23.55%

+12.69%

Max Drawdown (5Y)

Largest decline over 5 years

-10.86%

-23.55%

+12.69%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

-23.55%

-1.87%

Current Drawdown

Current decline from peak

-2.91%

-21.77%

+18.86%

Average Drawdown

Average peak-to-trough decline

-3.65%

-10.79%

+7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

10.40%

-5.83%

Volatility

XST.TO vs. CGL-C.TO - Volatility Comparison

The current volatility for iShares S&P/TSX Capped Consumer Staples Index ETF (XST.TO) is 4.45%, while iShares Gold Bullion ETF (CGL-C.TO) has a volatility of 6.62%. This indicates that XST.TO experiences smaller price fluctuations and is considered to be less risky than CGL-C.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XST.TOCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

6.62%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.73%

22.80%

-9.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.15%

26.96%

-9.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.25%

17.47%

+29.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.46%

15.64%

+19.82%

XST.TO vs. CGL-C.TO - Expense Ratio Comparison

XST.TO has a 0.61% expense ratio, which is higher than CGL-C.TO's 0.55% expense ratio.


Dividends

XST.TO vs. CGL-C.TO - Dividend Comparison

XST.TO's dividend yield for the trailing twelve months is around 0.67%, while CGL-C.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
0.67%0.68%0.87%1.57%1.48%1.37%1.48%1.46%1.62%1.80%1.03%1.24%

Frequently Asked Questions


XST.TO and CGL-C.TO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGL-C.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGL-C.TO is cheaper with a 0.55% expense ratio, compared with 0.61% for XST.TO.

XST.TO is categorized as Consumer Staples Equities, while CGL-C.TO is Gold. XST.TO tracks Morningstar Gbl GR CAD, while CGL-C.TO tracks LBMA Gold Price (CAD). Their fees differ too: 0.61% for XST.TO and 0.55% for CGL-C.TO.

Portfolio Optimizer

Find the right allocation for XST.TO and CGL-C.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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