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Global X Gold ETF (HUG.TO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
37964E105
Issuer
Global X
Inception Date
Jun 24, 2009
Category
Gold, Commodities
Leveraged
1x (No leverage)
Index Tracked
Solactive Gold Front Month MD Rolling Futures Index ER
Domicile
Canada
Distribution Policy
Accumulating
Asset Class
Commodity

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 Gold 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

HUG.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 Gold ETF (HUG.TO) has returned 7.30% so far this year and 43.53% over the past 12 months. Over the last ten years, HUG.TO has returned 11.28% per year, falling short of the S&P 500 Index benchmark, which averaged 12.91% annually.


Global X Gold ETF

1D
3.60%
1M
-11.44%
YTD
7.30%
6M
18.79%
1Y
43.53%
3Y*
29.54%
5Y*
19.17%
10Y*
11.28%

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 May 24, 1979, HUG.TO's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, your investment would double in approximately 8.1 years.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2009 with a return of +12.9%, while the worst month was Jun 2013 at -11.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.

On a daily basis, HUG.TO closed higher 44% of trading days. The best single day was Mar 24, 2020 with a return of +6.5%, while the worst single day was Jan 30, 2026 at -10.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.16%9.00%-11.44%7.30%
20256.48%1.38%9.37%4.78%-0.52%0.20%-0.76%5.17%10.83%3.27%6.06%1.07%57.93%
2024-1.65%0.31%8.40%3.19%1.27%-0.27%4.98%1.93%4.91%4.29%-3.60%-1.31%24.13%
20235.84%-5.33%7.66%0.69%-1.25%-3.10%3.14%-1.65%-4.06%7.12%1.57%1.30%11.48%
2022-1.80%5.84%1.86%-1.89%-3.72%-1.80%-2.92%-1.96%-3.64%-1.70%7.53%3.08%-1.87%
2021-2.71%-6.62%-0.90%3.30%7.47%-7.39%3.48%-1.45%-3.14%1.52%-0.68%2.74%-5.30%

Benchmark Metrics

Global X Gold ETF has an annualized alpha of 9.41%, beta of -0.06, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 26, 2009.

  • This ETF captured 11.83% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -41.15%) — a profile typical of hedging or uncorrelated assets.
  • Beta of -0.06 may look defensive, but with R² of 0.00 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 0.00 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
9.41%
Beta
-0.06
0.00
Upside Capture
11.83%
Downside Capture
-41.15%

Expense Ratio

HUG.TO has an expense ratio of 0.54%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HUG.TO ranks 78 for risk / return — better than 78% 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.


HUG.TO Risk / Return Rank: 7878
Overall Rank
HUG.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HUG.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
HUG.TO Omega Ratio Rank: 7676
Omega Ratio Rank
HUG.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
HUG.TO Martin Ratio Rank: 7777
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 Gold ETF (HUG.TO) and compare them to a chosen benchmark (S&P 500 Index).


HUG.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.69

+0.89

Sortino ratio

Return per unit of downside risk

2.02

1.06

+0.96

Omega ratio

Gain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratio

Return relative to maximum drawdown

2.36

1.14

+1.22

Martin ratio

Return relative to average drawdown

8.51

4.22

+4.29

Explore HUG.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 Gold 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 Gold 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 Gold ETF was 47.99%, occurring on Dec 17, 2015. Recovery took 2169 trading sessions.

The current Global X Gold ETF drawdown is 13.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.99%Aug 23, 20111086Dec 17, 20152169Aug 12, 20243255
-19.27%Jan 30, 202639Mar 26, 2026
-14.06%Dec 4, 200943Feb 5, 201065May 11, 2010108
-10.23%Oct 21, 20257Oct 29, 202538Dec 22, 202545
-8.33%Oct 31, 202412Nov 15, 202451Jan 30, 202563

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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