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Issuer
Global X
Inception Date
Jun 11, 2007
Leveraged
-2x
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

CFOD.TO Performance Chart

BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF (CFOD.TO) is down 34.3% since the beginning of the year. CFOD.TO is currently trading at CA$11 per share. Investors who bought CA$1,000 worth of CFOD.TO shares 5 years ago would now be looking at an investment worth CA$175.


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S&P 500 Index

Returns By Period

BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF (CFOD.TO) has returned -34.29% so far this year and -55.77% over the past 12 months. Over the last ten years, CFOD.TO has returned -29.60% per year, falling short of the S&P 500 Index benchmark, which averaged 14.61% annually.


BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF

1D
-1.41%
1M
-16.18%
YTD
-34.29%
6M
-33.59%
1Y
-55.77%
3Y*
-41.80%
5Y*
-29.47%
10Y*
-29.60%

Benchmark (S&P 500 Index)

1D
0.93%
1M
1.99%
YTD
13.67%
6M
12.89%
1Y
25.52%
3Y*
21.80%
5Y*
14.76%
10Y*
14.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CFOD.TO Monthly Returns History

Based on dividend-adjusted daily data since Jun 12, 2007, CFOD.TO's average daily return is -0.09%, while the average monthly return is -2.08%.

Historically, 33% of months were positive and 67% were negative. The best month was Oct 2008 with a return of +24.5%, while the worst month was Mar 2009 at -30.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 10 months.

On a daily basis, CFOD.TO closed higher 43% of trading days. The best single day was Mar 12, 2020 with a return of +24.1%, while the worst single day was Mar 13, 2020 at -27.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.64%-5.21%5.50%-18.41%-7.29%-16.18%-34.29%
2025-5.11%1.01%7.00%-4.98%-11.15%-6.64%-2.96%-7.94%-7.96%-1.92%-8.38%-8.88%-45.59%
20241.12%-3.43%-6.17%6.80%-5.74%4.54%-13.03%-5.12%-10.14%-1.00%-12.84%3.64%-36.06%
2023-13.66%2.37%12.37%-5.42%11.09%-7.12%-6.26%9.77%4.62%11.05%-17.10%-12.98%-16.40%
2022-8.07%1.28%-0.00%13.11%-4.49%20.55%-7.31%3.85%5.23%-6.41%-11.30%13.03%15.26%
2021-0.80%-13.18%-12.28%-6.21%-8.17%-1.69%-1.56%-4.75%2.00%-9.79%2.89%-10.72%-49.30%

Benchmark Metrics

BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF has an annualized alpha of -8.20%, beta of -1.29, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since June 12, 2007.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -137.82%), but participation in market rallies was also limited (-114.21%) - a profile typical of counter-cyclical assets.
  • Beta of -1.29 may look defensive, but with R2 of 0.42 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.42 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-8.20%
Beta
-1.29
0.42
Upside Capture
-114.21%
Downside Capture
-137.82%

Return for Risk

Risk / Return Rank

CFOD.TO ranks 0 for risk / return — in the bottom 0% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CFOD.TO Risk / Return Rank: 00
Overall Rank
CFOD.TO Sharpe Ratio Rank: 00
Sharpe Ratio Rank
CFOD.TO Sortino Ratio Rank: 00
Sortino Ratio Rank
CFOD.TO Omega Ratio Rank: 00
Omega Ratio Rank
CFOD.TO Calmar Ratio Rank: 00
Calmar Ratio Rank
CFOD.TO Martin Ratio Rank: 00
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF (CFOD.TO) and compare them to S&P 500 Index.

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.


CFOD.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-4.25

Sortino ratioReturn per unit of downside risk

-6.62

Omega ratioGain probability vs. loss probability

0.59

1.35

-0.75

Calmar ratioReturn relative to maximum drawdown

-1.00

2.79

-3.80

Martin ratioReturn relative to average drawdown

-1.80

10.35

-12.16

Dividends

Dividend History


BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF was 99.88%, occurring on Jun 30, 2026. The portfolio has not yet recovered.

The current BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF drawdown is 99.88%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-99.88%Jun 2026
17y 4mo
17y 4moFeb 2009 - now
Financial crisis2007–2009
-34.44%Sep 2008
2mo 16d1mo 20d
4mo 6dJul 2008 - Nov 2008
Financial crisis2007–2009
-32.81%Jan 2009
1mo 16d1mo 12d
2mo 28dNov 2008 - Feb 2009
Financial crisis2007–2009
-29.78%May 2008
1mo 15d2mo 13d
3mo 28dMar 2008 - Jul 2008
Financial crisis2007–2009
-18.15%Feb 2008
10d1mo 4d
1mo 14dJan 2008 - Mar 2008

Drawdown Indicators


CFOD.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-48.87%

-51.01%

Max Drawdown (1Y)

Largest decline over 1 year

-55.77%

-9.17%

-46.60%

Max Drawdown (3Y)

Largest decline over 3 years

-84.12%

-19.59%

-64.53%

Max Drawdown (5Y)

Largest decline over 5 years

-84.12%

-23.14%

-60.98%

Max Drawdown (10Y)

Largest decline over 10 years

-97.06%

-27.97%

-69.09%

Current Drawdown

Current decline from peak

-99.88%

0.00%

-99.88%

Average Drawdown

Average peak-to-trough decline

-86.99%

-9.64%

-77.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.94%

2.47%

+28.47%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with CFOD.TO

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