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

Performance

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

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Equal Weight Banks Index ETF (ZEB.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, ZEB.TO achieves a 32.66% return, which is significantly higher than CGL-C.TO's -3.54% return. Over the past 10 years, ZEB.TO has outperformed CGL-C.TO with an annualized return of 16.89%, while CGL-C.TO has yielded a comparatively lower 11.94% annualized return.


ZEB.TO

1D
0.65%
1M
1.99%
6M
31.28%
YTD
32.66%
1Y
66.60%
3Y*
35.61%
5Y*
21.11%
10Y*
16.89%
ALL TIME*
14.33%

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$126.80MCA$156.35MCA$135.34M

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


2026 (YTD)202520242023202220212020201920182017
ZEB.TO
BMO Equal Weight Banks Index ETF
32.66%43.43%24.58%10.87%-10.38%39.38%3.52%16.06%-8.85%14.26%
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 ZEB.TO and CGL-C.TO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.09

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

-0.03

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

-0.13

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

-0.15

The correlation between ZEB.TO and CGL-C.TO shifts across timeframes, from -0.15 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

ZEB.TO
ZEB.TO Risk / Return Rank: 9898
Overall Rank
ZEB.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ZEB.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
ZEB.TO Omega Ratio Rank: 9898
Omega Ratio Rank
ZEB.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
ZEB.TO Martin Ratio Rank: 9797
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.

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

This table presents a comparison of risk-adjusted performance metrics for BMO Equal Weight Banks Index ETF (ZEB.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.


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

+4.02

Sortino ratioReturn per unit of downside risk

+5.09

Omega ratioGain probability vs. loss probability

1.86

1.18

+0.68

Calmar ratioReturn relative to maximum drawdown

7.93

1.01

+6.93

Martin ratioReturn relative to average drawdown

33.19

2.27

+30.92

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

The current ZEB.TO Sharpe Ratio is 4.90, which is higher than the CGL-C.TO Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of ZEB.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

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

The maximum ZEB.TO drawdown since its inception was -39.69%, which is greater than CGL-C.TO's maximum drawdown of -30.01%. Use the drawdown chart below to compare losses from any high point for ZEB.TO and CGL-C.TO.


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Drawdown Indicators


ZEB.TOCGL-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.69%

-30.01%

-9.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-23.55%

+15.11%

Max Drawdown (3Y)

Largest decline over 3 years

-14.80%

-23.55%

+8.75%

Max Drawdown (5Y)

Largest decline over 5 years

-25.97%

-23.55%

-2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-39.69%

-23.55%

-16.14%

Current Drawdown

Current decline from peak

-3.12%

-21.77%

+18.65%

Average Drawdown

Average peak-to-trough decline

-5.61%

-10.79%

+5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

10.40%

-8.39%

Volatility

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

The current volatility for BMO Equal Weight Banks Index ETF (ZEB.TO) is 5.06%, while iShares Gold Bullion ETF (CGL-C.TO) has a volatility of 6.62%. This indicates that ZEB.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


ZEB.TOCGL-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

6.62%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

11.83%

22.80%

-10.97%

Volatility (1Y)

Calculated over the trailing 1-year period

13.66%

26.96%

-13.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.64%

17.47%

-3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

15.64%

+1.29%

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

ZEB.TO has a 0.25% expense ratio, which is lower than CGL-C.TO's 0.55% expense ratio.


Dividends

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

ZEB.TO's dividend yield for the trailing twelve months is around 2.29%, 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%
ZEB.TO
BMO Equal Weight Banks Index ETF
2.29%2.95%3.98%4.75%4.29%3.13%4.15%3.65%3.64%3.02%3.19%3.70%

Frequently Asked Questions


ZEB.TO and CGL-C.TO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZEB.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZEB.TO is cheaper with a 0.25% expense ratio, compared with 0.55% for CGL-C.TO.

ZEB.TO is categorized as Financials Equities, while CGL-C.TO is Gold. ZEB.TO tracks Solactive Equal Weight Canada Banks Index, while CGL-C.TO tracks LBMA Gold Price (CAD). They also come from different issuers: BMO and iShares. Their fees differ too: 0.25% for ZEB.TO and 0.55% for CGL-C.TO.

Portfolio Optimizer

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