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Issuer
Global X
Inception Date
Jul 20, 2010
Region
Global ()
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
Canada
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

HAZ.TO Performance Chart

Global X Active Global Dividend ETF (HAZ.TO) is up 12.1% since the beginning of the year. HAZ.TO is currently trading at CA$45 per share. Investors who bought CA$1,000 worth of HAZ.TO shares 5 years ago would now be looking at an investment worth CA$1,909.


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S&P 500 Index

Returns By Period

Global X Active Global Dividend ETF (HAZ.TO) has returned 12.12% so far this year and 20.83% over the past 12 months. Over the last ten years, HAZ.TO has returned 11.47% per year, falling short of the S&P 500 Index benchmark, which averaged 14.66% annually.


Global X Active Global Dividend ETF

1D
-0.15%
1M
2.74%
YTD
12.12%
6M
11.57%
1Y
20.83%
3Y*
17.90%
5Y*
13.80%
10Y*
11.47%

Benchmark (S&P 500 Index)

1D
-0.38%
1M
3.36%
YTD
12.09%
6M
12.23%
1Y
28.22%
3Y*
21.70%
5Y*
15.18%
10Y*
14.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAZ.TO Monthly Returns History

Based on dividend-adjusted daily data since Jul 21, 2010, HAZ.TO's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.

Historically, 66% of months were positive and 34% were negative. The best month was Jan 2015 with a return of +7.5%, while the worst month was Feb 2020 at -8.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, HAZ.TO closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +7.0%, while the worst single day was Mar 12, 2020 at -8.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.02%3.98%-2.80%4.16%2.83%1.52%12.12%
20255.08%-1.04%-3.46%-3.57%4.16%0.54%0.83%1.28%4.63%0.36%2.20%-3.27%7.49%
20243.88%4.24%1.50%-0.77%2.65%3.28%2.31%1.79%-0.46%0.98%3.37%0.22%25.38%
20231.87%0.44%2.30%3.84%-2.04%2.91%0.93%0.85%-2.88%1.68%5.13%1.58%17.61%
2022-5.29%-4.76%3.50%-3.04%-0.18%-6.10%4.98%-2.06%-3.52%6.48%5.15%-3.28%-8.86%
2021-1.15%1.16%2.74%1.61%-0.36%3.96%3.41%2.23%-3.03%4.02%4.73%5.45%27.34%

Benchmark Metrics

Global X Active Global Dividend ETF has an annualized alpha of 4.52%, beta of 0.49, and R2 of 0.35 versus S&P 500 Index. Calculated based on daily prices since July 21, 2010.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (68.92%) than losses (67.92%) - typical of diversified or defensive assets.
  • Beta of 0.49 may look defensive, but with R2 of 0.35 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 0.35 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
4.52%
Beta
0.49
0.35
Upside Capture
68.92%
Downside Capture
67.92%

Return for Risk

Risk / Return Rank

HAZ.TO ranks 71 for risk / return — better than 71% 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.


HAZ.TO Risk / Return Rank: 7171
Overall Rank
HAZ.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HAZ.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
HAZ.TO Omega Ratio Rank: 6464
Omega Ratio Rank
HAZ.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
HAZ.TO Martin Ratio Rank: 7575
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 Global X Active Global Dividend ETF (HAZ.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.


HAZ.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.35

1.39

-0.03

Calmar ratioReturn relative to maximum drawdown

3.82

3.09

+0.73

Martin ratioReturn relative to average drawdown

13.27

11.48

+1.79

Dividends

Dividend History

Global X Active Global Dividend ETF provided a 1.30% dividend yield over the last twelve months, with an annual payout of CA$0.59 per share.


1.00%1.50%2.00%2.50%3.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.80CA$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
DividendCA$0.59CA$0.60CA$0.37CA$0.55CA$0.91CA$0.52CA$0.47CA$0.52CA$0.47CA$0.48CA$0.48CA$0.50

Dividend yield

1.30%1.48%0.96%1.78%3.40%1.71%1.93%2.27%2.31%2.20%2.40%2.51%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Active Global Dividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.00CA$0.09
2025CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.20CA$0.60
2024CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.08CA$0.37
2023CA$0.00CA$0.00CA$0.18CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.12CA$0.55
2022CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.28CA$0.00CA$0.00CA$0.29CA$0.91
2021CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.17CA$0.52

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 Active Global Dividend 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 Active Global Dividend ETF was 25.55%, occurring on Mar 23, 2020. Recovery took 207 trading sessions.

The current Global X Active Global Dividend ETF drawdown is 0.15%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-25.55%Mar 2020
1mo 2d10mo 2d
11mo 4dFeb 2020 - Jan 2021
Bear market2022
-18.07%Jun 2022
5mo 17d1y 2mo
1y 8moDec 2021 - Aug 2023
2011 correction2011
-14.94%Aug 2011
2mo 9d5mo
7mo 9dMay 2011 - Jan 2012
2025 selloff2025
-14.09%Apr 2025
2mo 4d4mo 16d
6mo 20dFeb 2025 - Aug 2025
Rate-hike selloffLate 2018
-12.74%Dec 2018
11mo 5d2mo 21d
1y 1moJan 2018 - Mar 2019

Drawdown Indicators


HAZ.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.55%

-48.87%

+23.32%

Max Drawdown (1Y)

Largest decline over 1 year

-5.48%

-9.17%

+3.69%

Max Drawdown (3Y)

Largest decline over 3 years

-14.09%

-19.59%

+5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-18.07%

-23.14%

+5.07%

Max Drawdown (10Y)

Largest decline over 10 years

-25.55%

-27.97%

+2.42%

Current Drawdown

Current decline from peak

-0.15%

-0.38%

+0.23%

Average Drawdown

Average peak-to-trough decline

-3.24%

-9.66%

+6.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

2.46%

-0.89%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HAZ.TO

Add Global X Active Global Dividend ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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