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Global X Equal Weight Canadian Banks Index Corpora...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
37964Q108
Issuer
Global X
Inception Date
Jan 22, 2019
Leveraged
1x (No leverage)
Index Tracked
Solactive Equal Weight Canada Banks Index
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Global X Equal Weight Canadian Banks Index Corporate Class ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

HEWB.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Global X Equal Weight Canadian Banks Index Corporate Class ETF (HEWB.TO) has returned 1.56% so far this year and 51.66% over the past 12 months.


Global X Equal Weight Canadian Banks Index Corporate Class ETF

1D
2.00%
1M
-3.99%
YTD
1.56%
6M
14.40%
1Y
51.66%
3Y*
25.50%
5Y*
16.75%
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 4, 2019, HEWB.TO's average daily return is +0.06%, while the average monthly return is +1.33%. At this rate, your investment would double in approximately 4.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +19.3%, while the worst month was Mar 2020 at -19.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HEWB.TO closed higher 50% of trading days. The best single day was Mar 13, 2020 with a return of +14.8%, while the worst single day was Mar 12, 2020 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.57%6.39%-3.99%1.56%
20252.24%-2.07%-4.04%1.85%8.92%3.82%2.40%6.75%5.30%2.83%3.87%5.45%43.48%
2024-1.06%0.97%5.84%-4.16%2.22%-2.91%6.79%4.12%6.00%0.92%5.34%-1.17%24.54%
20239.01%-0.85%-5.70%2.34%-5.19%4.03%3.77%-6.14%-1.95%-6.05%8.41%10.93%11.00%
20226.12%-0.36%-2.29%-6.20%2.86%-10.36%3.28%-3.08%-1.46%3.65%4.43%-6.15%-10.46%
20210.18%8.37%6.21%3.27%6.22%0.11%-0.46%1.94%-0.62%5.70%-1.71%4.92%39.19%

Benchmark Metrics

Global X Equal Weight Canadian Banks Index Corporate Class ETF has an annualized alpha of 7.05%, beta of 0.64, and R² of 0.35 versus S&P 500 Index. Calculated based on daily prices since March 05, 2019.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.63%) than losses (71.98%) — typical of diversified or defensive assets.
  • Beta of 0.64 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
7.05%
Beta
0.64
0.35
Upside Capture
87.63%
Downside Capture
71.98%

Expense Ratio

HEWB.TO has an expense ratio of 0.28%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HEWB.TO ranks 98 for risk / return — in the top 98% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


HEWB.TO Risk / Return Rank: 9898
Overall Rank
HEWB.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HEWB.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
HEWB.TO Omega Ratio Rank: 9898
Omega Ratio Rank
HEWB.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
HEWB.TO Martin Ratio Rank: 9898
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 Equal Weight Canadian Banks Index Corporate Class ETF (HEWB.TO) and compare them to a chosen benchmark (S&P 500 Index).


HEWB.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.79

0.69

+3.10

Sortino ratio

Return per unit of downside risk

4.89

1.06

+3.83

Omega ratio

Gain probability vs. loss probability

1.73

1.17

+0.56

Calmar ratio

Return relative to maximum drawdown

5.83

1.14

+4.69

Martin ratio

Return relative to average drawdown

24.33

4.22

+20.11

Explore HEWB.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Global X Equal Weight Canadian Banks Index Corporate Class 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 Global X Equal Weight Canadian Banks Index Corporate Class 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 Equal Weight Canadian Banks Index Corporate Class ETF was 39.43%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.

The current Global X Equal Weight Canadian Banks Index Corporate Class ETF drawdown is 6.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.43%Feb 12, 202028Mar 23, 2020171Nov 25, 2020199
-25.89%Feb 9, 2022431Oct 27, 2023211Aug 29, 2024642
-13.19%Jan 31, 202547Apr 8, 202526May 15, 202573
-8.97%Feb 27, 202616Mar 20, 2026
-7.01%May 2, 201977Aug 21, 201923Sep 24, 2019100

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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