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ZGD.TO vs. SVR-C.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZGD.TO vs. SVR-C.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Equal Weight Global Gold Index ETF (ZGD.TO) and iShares Silver Bullion ETF (Non-Hedged) (SVR-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, ZGD.TO achieves a -0.17% return, which is significantly higher than SVR-C.TO's -3.47% return. Over the past 10 years, ZGD.TO has outperformed SVR-C.TO with an annualized return of 16.15%, while SVR-C.TO has yielded a comparatively lower 14.84% annualized return.


ZGD.TO

1D
3.38%
1M
-15.42%
YTD
-0.17%
6M
-8.75%
1Y
52.12%
3Y*
49.58%
5Y*
26.15%
10Y*
16.15%

SVR-C.TO

1D
1.42%
1M
-17.08%
YTD
-3.47%
6M
10.25%
1Y
89.11%
3Y*
43.04%
5Y*
22.05%
10Y*
14.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZGD.TO vs. SVR-C.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZGD.TO
BMO Equal Weight Global Gold Index ETF
-0.17%143.74%37.44%10.13%-2.33%-12.59%26.58%53.60%-12.09%-0.71%
SVR-C.TO
iShares Silver Bullion ETF (Non-Hedged)
-3.47%132.91%30.61%-2.65%9.69%-13.03%43.88%9.28%-2.35%-2.30%

Correlation

The correlation between ZGD.TO and SVR-C.TO is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.60

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

0.54

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

0.50

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2012

0.47

Over the past year, ZGD.TO and SVR-C.TO have become more correlated (0.71) than their long-term average of 0.47, meaning their price movements have been converging.

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Return for Risk

ZGD.TO vs. SVR-C.TO — Risk / Return Rank

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

ZGD.TO
ZGD.TO Risk / Return Rank: 3535
Overall Rank
ZGD.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ZGD.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
ZGD.TO Omega Ratio Rank: 3838
Omega Ratio Rank
ZGD.TO Calmar Ratio Rank: 3737
Calmar Ratio Rank
ZGD.TO Martin Ratio Rank: 3333
Martin Ratio Rank

SVR-C.TO
SVR-C.TO Risk / Return Rank: 4545
Overall Rank
SVR-C.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SVR-C.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
SVR-C.TO Omega Ratio Rank: 5656
Omega Ratio Rank
SVR-C.TO Calmar Ratio Rank: 4646
Calmar Ratio Rank
SVR-C.TO Martin Ratio Rank: 3333
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.

ZGD.TO vs. SVR-C.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Equal Weight Global Gold Index ETF (ZGD.TO) and iShares Silver Bullion ETF (Non-Hedged) (SVR-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.


ZGD.TOSVR-C.TODifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.22

1.30

-0.08

Calmar ratioReturn relative to maximum drawdown

1.61

2.03

-0.42

Martin ratioReturn relative to average drawdown

4.41

4.36

+0.05

ZGD.TO vs. SVR-C.TO - Sharpe Ratio Comparison

The current ZGD.TO Sharpe Ratio is 1.14, which is comparable to the SVR-C.TO Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of ZGD.TO and SVR-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

ZGD.TO vs. SVR-C.TO - Drawdown Comparison

The maximum ZGD.TO drawdown since its inception was -60.59%, which is greater than SVR-C.TO's maximum drawdown of -53.26%. Use the drawdown chart below to compare losses from any high point for ZGD.TO and SVR-C.TO.


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Drawdown Indicators


ZGD.TOSVR-C.TODifference

Max Drawdown

Largest peak-to-trough decline

-60.59%

-53.26%

-7.33%

Max Drawdown (1Y)

Largest decline over 1 year

-33.55%

-43.91%

+10.36%

Max Drawdown (3Y)

Largest decline over 3 years

-33.55%

-43.91%

+10.36%

Max Drawdown (5Y)

Largest decline over 5 years

-42.75%

-43.91%

+1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-51.83%

-43.91%

-7.92%

Current Drawdown

Current decline from peak

-27.42%

-40.29%

+12.87%

Average Drawdown

Average peak-to-trough decline

-28.83%

-28.89%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.24%

20.45%

-8.21%

Volatility

ZGD.TO vs. SVR-C.TO - Volatility Comparison

BMO Equal Weight Global Gold Index ETF (ZGD.TO) has a higher volatility of 17.50% compared to iShares Silver Bullion ETF (Non-Hedged) (SVR-C.TO) at 15.49%. This indicates that ZGD.TO's price experiences larger fluctuations and is considered to be riskier than SVR-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


ZGD.TOSVR-C.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.50%

15.49%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

39.20%

56.18%

-16.98%

Volatility (1Y)

Calculated over the trailing 1-year period

47.33%

57.55%

-10.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.92%

35.53%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.61%

31.58%

+6.03%

ZGD.TO vs. SVR-C.TO - Expense Ratio Comparison

ZGD.TO has a 0.60% expense ratio, which is lower than SVR-C.TO's 0.66% expense ratio.


Dividends

ZGD.TO vs. SVR-C.TO - Dividend Comparison

ZGD.TO's dividend yield for the trailing twelve months is around 0.22%, while SVR-C.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SVR-C.TO
iShares Silver Bullion ETF (Non-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%
ZGD.TO
BMO Equal Weight Global Gold Index ETF
0.22%0.22%0.56%0.72%0.73%0.36%0.15%1.14%0.00%0.00%0.06%0.09%

Frequently Asked Questions


ZGD.TO and SVR-C.TO have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ZGD.TO is cheaper with a 0.60% expense ratio, compared with 0.66% for SVR-C.TO.

ZGD.TO is categorized as Gold, while SVR-C.TO is Silver. ZGD.TO tracks Solactive Equal Weight Global Gold Index, while SVR-C.TO tracks LBMA Silver Price. They also come from different issuers: BMO and iShares. Their fees differ too: 0.60% for ZGD.TO and 0.66% for SVR-C.TO.

Portfolio Optimizer

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