Sortino ratio is not yet available for HEQL.TO. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Global X Enhanced All-Equity Asset Allocation ETF CAD's Sortino Ratio with other ETFs in the Leveraged Equities category across multiple time periods, showing how HEQL.TO's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| HCAL.TO | Hamilton Enhanced Canadian Bank ETF | 7.38 | |||
| CFOU.TO | BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF | 5.27 | |||
| SOXU.TO | MegaLong (3X) US Semiconductors Daily Leveraged Alternative ETF | 3.99 | |||
| USSL.TO | Global X Enhanced S&P 500 Index ETF | 3.63 | |||
| CNDU.TO | BetaPro S&P/TSX 60 2x Daily Bull ETF | 3.34 | |||
| QQQL.TO | Global X Enhanced Nasdaq-100 Index ETF | 3.00 | |||
| QQU.TO | BetaPro NASDAQ-100 2x Daily Bull ETF | 2.10 | |||
| TQQQ.TO | BetaPro 3x Nasdaq-100 Daily Leveraged Bull Alternative ETF | 2.04 | |||
| AMHE.TO | Harvest Amazon Enhanced High Income Shares ETF - Class A Units | 0.68 | |||
| METE.TO | Harvest Meta Enhanced High Income Shares ETF - Class A Units | — | |||
| HEQL.TO | Global X Enhanced All-Equity Asset Allocation ETF CAD | — |
Historical Sortino Ratio
The chart shows HEQL.TO's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when HEQL.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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