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Global X US Large Cap Index Corporate Class ETF (H...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
37963W106
Issuer
Global X
Inception Date
Feb 5, 2020
Leveraged
1x (No leverage)
Index Tracked
Solactive US Large Cap Index (CA NTR)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

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 US Large Cap 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

HULC.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 US Large Cap Index Corporate Class ETF (HULC.TO) has returned -3.02% so far this year and 14.06% over the past 12 months.


Global X US Large Cap Index Corporate Class ETF

1D
2.87%
1M
-3.04%
YTD
-3.02%
6M
-1.94%
1Y
14.06%
3Y*
19.72%
5Y*
30.63%
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 Feb 7, 2020, HULC.TO's average daily return is +0.08%, while the average monthly return is +1.67%. At this rate, your investment would double in approximately 3.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jul 2021 with a return of +107.4%, while the worst month was Feb 2020 at -77.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HULC.TO closed higher 48% of trading days. The best single day was Jul 6, 2021 with a return of +98.9%, while the worst single day was Feb 28, 2020 at -76.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.51%-0.49%-3.04%-3.02%
20254.07%-1.88%-6.18%-4.86%6.17%4.40%3.87%0.98%5.15%3.41%-0.52%-1.70%12.69%
20243.39%6.47%2.90%-2.20%2.31%5.06%2.02%-0.49%2.43%3.05%6.66%-0.12%35.93%
20234.60%0.76%2.19%1.48%1.14%3.83%3.14%0.94%-4.31%-0.16%6.75%2.10%24.43%
2022-5.24%-4.09%2.99%-6.72%-2.14%-6.48%8.52%-1.21%-3.65%5.44%0.99%-3.01%-14.75%
20210.04%2.47%2.56%2.90%-1.69%5.82%107.39%3.74%-4.39%3.69%3.19%2.45%153.78%

Benchmark Metrics

Global X US Large Cap Index Corporate Class ETF has an annualized alpha of 10.48%, beta of 0.73, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since February 13, 2020.

  • This ETF participated in 179.82% of S&P 500 Index downside but only 158.98% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.06 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
10.48%
Beta
0.73
0.06
Upside Capture
158.98%
Downside Capture
179.82%

Expense Ratio

HULC.TO has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

HULC.TO ranks 41 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


HULC.TO Risk / Return Rank: 4141
Overall Rank
HULC.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
HULC.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
HULC.TO Omega Ratio Rank: 4242
Omega Ratio Rank
HULC.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
HULC.TO Martin Ratio Rank: 4545
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 US Large Cap Index Corporate Class ETF (HULC.TO) and compare them to a chosen benchmark (S&P 500 Index).


HULC.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.69

+0.04

Sortino ratio

Return per unit of downside risk

1.11

1.06

+0.05

Omega ratio

Gain probability vs. loss probability

1.17

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.21

1.14

+0.07

Martin ratio

Return relative to average drawdown

4.51

4.22

+0.29

Explore HULC.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 US Large Cap 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 US Large Cap 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 US Large Cap Index Corporate Class ETF was 81.67%, occurring on Mar 23, 2020. Recovery took 1175 trading sessions.

The current Global X US Large Cap Index Corporate Class ETF drawdown is 6.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.67%Feb 14, 202026Mar 23, 20201175Nov 26, 20241201
-19.46%Jan 31, 202547Apr 8, 202575Jul 25, 2025122
-8.73%Jan 12, 202654Mar 27, 2026
-4.56%Nov 28, 202514Dec 17, 202514Jan 9, 202628
-4.49%Nov 4, 202513Nov 20, 20255Nov 27, 202518

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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