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ZGLD.TO vs. VALT-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZGLD.TO vs. VALT-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Gold Bullion ETF (CAD Units) (ZGLD.TO) and CI Gold Bullion ETF (US$ Series) (VALT-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ZGLD.TO achieves a -3.72% return, which is significantly lower than VALT-U.TO's -2.68% return.


ZGLD.TO

1D
-0.02%
1M
-5.66%
6M
-11.55%
YTD
-3.72%
1Y
24.56%
3Y*
5Y*
10Y*

VALT-U.TO

1D
1.69%
1M
-5.37%
6M
-10.32%
YTD
-2.68%
1Y
26.04%
3Y*
30.79%
5Y*
20.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZGLD.TO vs. VALT-U.TO - Yearly Performance Comparison


2026 (YTD)20252024
ZGLD.TO
BMO Gold Bullion ETF (CAD Units)
-3.72%55.82%29.42%
VALT-U.TO
CI Gold Bullion ETF (US$ Series)
-2.68%57.87%28.88%

Correlation

The correlation between ZGLD.TO and VALT-U.TO is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2024

0.68

The correlation between ZGLD.TO and VALT-U.TO shifts across timeframes, from 0.68 (all time) to 0.85 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ZGLD.TO vs. VALT-U.TO — Risk / Return Rank

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

ZGLD.TO
ZGLD.TO Risk / Return Rank: 2929
Overall Rank
ZGLD.TO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ZGLD.TO Sortino Ratio Rank: 2828
Sortino Ratio Rank
ZGLD.TO Omega Ratio Rank: 3434
Omega Ratio Rank
ZGLD.TO Calmar Ratio Rank: 2727
Calmar Ratio Rank
ZGLD.TO Martin Ratio Rank: 2525
Martin Ratio Rank

VALT-U.TO
VALT-U.TO Risk / Return Rank: 2121
Overall Rank
VALT-U.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VALT-U.TO Sortino Ratio Rank: 2121
Sortino Ratio Rank
VALT-U.TO Omega Ratio Rank: 3030
Omega Ratio Rank
VALT-U.TO Calmar Ratio Rank: 1717
Calmar Ratio Rank
VALT-U.TO Martin Ratio Rank: 1717
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.

ZGLD.TO vs. VALT-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Gold Bullion ETF (CAD Units) (ZGLD.TO) and CI Gold Bullion ETF (US$ Series) (VALT-U.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.


ZGLD.TOVALT-U.TODifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratioReturn relative to maximum drawdown

1.10

0.72

+0.38

Martin ratioReturn relative to average drawdown

2.54

1.69

+0.85

ZGLD.TO vs. VALT-U.TO - Sharpe Ratio Comparison

The current ZGLD.TO Sharpe Ratio is 0.92, which is higher than the VALT-U.TO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ZGLD.TO and VALT-U.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

ZGLD.TO vs. VALT-U.TO - Drawdown Comparison

The maximum ZGLD.TO drawdown since its inception was -22.38%, smaller than the maximum VALT-U.TO drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for ZGLD.TO and VALT-U.TO.


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Drawdown Indicators


ZGLD.TOVALT-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.38%

-36.22%

+13.84%

Max Drawdown (1Y)

Largest decline over 1 year

-22.38%

-36.22%

+13.84%

Max Drawdown (3Y)

Largest decline over 3 years

-36.22%

Max Drawdown (5Y)

Largest decline over 5 years

-36.22%

Current Drawdown

Current decline from peak

-21.92%

-35.13%

+13.21%

Average Drawdown

Average peak-to-trough decline

-4.17%

-5.79%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.68%

15.28%

-5.60%

Volatility

ZGLD.TO vs. VALT-U.TO - Volatility Comparison

BMO Gold Bullion ETF (CAD Units) (ZGLD.TO) and CI Gold Bullion ETF (US$ Series) (VALT-U.TO) have volatilities of 7.10% and 7.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZGLD.TOVALT-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

7.03%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

22.93%

38.73%

-15.80%

Volatility (1Y)

Calculated over the trailing 1-year period

26.76%

41.29%

-14.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.09%

23.09%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.09%

22.46%

-1.37%

Dividends

ZGLD.TO vs. VALT-U.TO - Dividend Comparison

Neither ZGLD.TO nor VALT-U.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZGLD.TO and VALT-U.TO have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: BMO and CI.

Portfolio Optimizer

Find the right allocation for ZGLD.TO and VALT-U.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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