- Issuer
- Global X
- Inception Date
- Nov 19, 2009
- Category
- Tactical Allocation
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
Share Price Chart
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Performance
HAC.TO Performance Chart
Global X Seasonal Rotation ETF (HAC.TO) is up 10.6% since the beginning of the year. HAC.TO is currently trading at CA$36 per share. Investors who bought CA$1,000 worth of HAC.TO shares 5 years ago would now be looking at an investment worth CA$1,482.
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Returns By Period
Global X Seasonal Rotation ETF (HAC.TO) has returned 10.60% so far this year and 18.36% over the past 12 months. Over the last ten years, HAC.TO has returned 7.93% per year, falling short of the S&P 500 Index benchmark, which averaged 14.32% annually.
Global X Seasonal Rotation ETF
- 1D
- 0.28%
- 1M
- 1.23%
- 6M
- 5.06%
- YTD
- 10.60%
- 1Y
- 18.36%
- 3Y*
- 13.25%
- 5Y*
- 8.19%
- 10Y*
- 7.93%
Benchmark (S&P 500 Index)
- 1D
- -0.31%
- 1M
- 0.87%
- 6M
- 10.62%
- YTD
- 13.50%
- 1Y
- 24.35%
- 3Y*
- 21.67%
- 5Y*
- 14.33%
- 10Y*
- 14.32%
HAC.TO Monthly Returns History
Based on dividend-adjusted daily data since Apr 20, 2010, HAC.TO's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Mar 2020 at -15.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, HAC.TO closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +6.4%, while the worst single day was Mar 12, 2020 at -8.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.83% | 5.22% | -3.76% | 3.41% | -0.06% | 1.27% | 0.50% | 10.60% | |||||
| 2025 | 2.72% | -1.17% | -1.41% | -3.27% | 1.51% | 1.19% | 0.85% | 1.16% | 2.36% | 1.44% | 0.49% | 0.85% | 6.77% |
| 2024 | -0.07% | 3.01% | 3.16% | -1.36% | 1.45% | 0.40% | 1.59% | 0.72% | 0.42% | -1.35% | 5.00% | -4.01% | 8.98% |
| 2023 | 6.62% | -3.47% | -0.83% | 1.55% | -1.18% | 0.56% | 0.39% | -0.31% | 0.04% | 1.62% | 6.28% | 4.40% | 16.28% |
| 2022 | -1.58% | 0.31% | 3.04% | -5.52% | -0.20% | -3.05% | 1.57% | -1.26% | -1.16% | 2.59% | 4.92% | -4.19% | -4.92% |
| 2021 | -2.23% | 5.14% | 5.12% | 3.62% | -0.04% | 2.54% | 1.66% | 0.80% | -1.82% | 1.98% | -0.04% | 2.77% | 20.95% |
Benchmark Metrics
Global X Seasonal Rotation ETF has an annualized alpha of 3.46%, beta of 0.37, and R2 of 0.37 versus S&P 500 Index. Calculated based on daily prices since April 20, 2010.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (44.54%) than losses (37.38%) - typical of diversified or defensive assets.
- Beta of 0.37 may look defensive, but with R2 of 0.37 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 0.37 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
- 3.46%
- Beta
- 0.37
- R²
- 0.37
- Upside Capture
- 44.54%
- Downside Capture
- 37.38%
Return for Risk
Risk / Return Rank
HAC.TO ranks 65 for risk / return — better than 65% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Global X Seasonal Rotation ETF (HAC.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.
| HAC.TO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.67 | +0.20 |
| Martin ratioReturn relative to average drawdown | 9.83 | 9.87 | -0.04 |
Dividends
Dividend History
Global X Seasonal Rotation ETF provided a 0.78% dividend yield over the last twelve months, with an annual payout of CA$0.28 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | CA$0.28 | CA$0.28 | CA$0.00 | CA$0.32 | CA$0.09 | CA$0.00 | CA$0.00 | CA$0.02 | CA$1.35 |
Dividend yield | 0.78% | 0.86% | 0.00% | 1.12% | 0.37% | 0.00% | 0.00% | 0.10% | 7.12% |
Monthly Dividends
The table displays the monthly dividend distributions for Global X Seasonal Rotation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | |||||
| 2025 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.28 | CA$0.28 |
| 2024 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 |
| 2023 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.32 | CA$0.32 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.09 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 | CA$0.00 |
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 Global X Seasonal Rotation 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 Global X Seasonal Rotation ETF was 32.62%, occurring on Mar 23, 2020. Recovery took 243 trading sessions.
The current Global X Seasonal Rotation ETF drawdown is 0.50%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-32.62%Mar 2020 | 1mo 2d | 11mo 23d | 1y 20dFeb 2020 - Mar 2021 | COVID crash2020 |
-13.12%Apr 2025 | 3mo 27d | 6mo 1d | 9mo 28dDec 2024 - Oct 2025 | 2025 selloff2025 |
-13.02%Dec 2018 | 1mo 16d | 1mo 12d | 2mo 28dNov 2018 - Feb 2019 | Rate-hike selloffLate 2018 |
-12.12%Feb 2016 | 1mo 26d | 2mo 2d | 3mo 28dDec 2015 - Apr 2016 | — |
-10.69%Sep 2022 | 6mo 3d | 1y 1mo | 1y 7moMar 2022 - Nov 2023 | Bear market2022 |
Drawdown Indicators
| HAC.TO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.62% | -48.87% | +16.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.43% | -9.17% | +2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -13.12% | -19.59% | +6.47% |
Max Drawdown (5Y)Largest decline over 5 years | -13.12% | -23.14% | +10.02% |
Max Drawdown (10Y)Largest decline over 10 years | -32.62% | -27.97% | -4.65% |
Current DrawdownCurrent decline from peak | -0.50% | -0.82% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -9.63% | +6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.47% | -0.60% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with HAC.TO
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