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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in Global X S&P/TSX Capped Composite 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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Different Benchmark Currency
HXCN.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 S&P/TSX Capped Composite Index Corporate Class ETF (HXCN.TO) has returned 3.78% so far this year and 34.61% over the past 12 months.
Global X S&P/TSX Capped Composite Index Corporate Class ETF
- 1D
- 2.63%
- 1M
- -4.42%
- YTD
- 3.78%
- 6M
- 10.33%
- 1Y
- 34.61%
- 3Y*
- 21.02%
- 5Y*
- 14.69%
- 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%
Monthly Returns
Based on dividend-adjusted daily data since Feb 6, 2020, HXCN.TO's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, your investment would double in approximately 5.0 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +11.3%, while the worst month was Mar 2020 at -17.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, HXCN.TO closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +12.3%, while the worst single day was Mar 12, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.71% | 7.81% | -4.42% | 3.78% | |||||||||
| 2025 | 3.19% | -0.21% | -1.77% | -0.12% | 5.93% | 2.66% | 1.88% | 4.78% | 5.22% | 1.04% | 3.96% | 1.21% | 31.20% |
| 2024 | 0.36% | 1.88% | 4.06% | -1.10% | 2.04% | -0.89% | 5.36% | 1.07% | 3.16% | 1.15% | 6.11% | -3.10% | 21.60% |
| 2023 | 7.69% | -2.58% | -0.29% | 2.97% | -4.84% | 3.07% | 2.82% | -1.51% | -3.19% | -3.10% | 7.70% | 3.59% | 11.98% |
| 2022 | -0.75% | 0.13% | 4.62% | -4.14% | -1.10% | -8.58% | 4.57% | -1.17% | -4.15% | 5.32% | 5.25% | -5.05% | -6.07% |
| 2021 | -0.00% | 4.76% | 3.57% | 2.14% | 3.59% | 2.37% | 0.64% | 1.70% | -2.16% | 4.92% | 0.29% | 1.14% | 25.23% |
Benchmark Metrics
Global X S&P/TSX Capped Composite Index Corporate Class ETF has an annualized alpha of 6.24%, beta of 0.70, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since February 07, 2020.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.55%) than losses (68.63%) — typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 6.24% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.70 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 6.24%
- Beta
- 0.70
- R²
- 0.51
- Upside Capture
- 85.55%
- Downside Capture
- 68.63%
Expense Ratio
HXCN.TO has an expense ratio of 0.05%, which is considered low.
Return for Risk
Risk / Return Rank
HXCN.TO ranks 93 for risk / return — in the top 93% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Global X S&P/TSX Capped Composite Index Corporate Class ETF (HXCN.TO) and compare them to a chosen benchmark (S&P 500 Index).
| HXCN.TO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.23 | 0.69 | +1.54 |
Sortino ratioReturn per unit of downside risk | 2.85 | 1.06 | +1.79 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.17 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 3.11 | 1.14 | +1.96 |
Martin ratioReturn relative to average drawdown | 14.48 | 4.22 | +10.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore HXCN.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
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 S&P/TSX Capped Composite 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 S&P/TSX Capped Composite Index Corporate Class ETF was 37.09%, occurring on Mar 23, 2020. Recovery took 178 trading sessions.
The current Global X S&P/TSX Capped Composite Index Corporate Class ETF drawdown is 4.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.09% | Feb 21, 2020 | 22 | Mar 23, 2020 | 178 | Dec 4, 2020 | 200 |
| -16.27% | Mar 31, 2022 | 134 | Oct 12, 2022 | 303 | Dec 27, 2023 | 437 |
| -12.49% | Jan 31, 2025 | 47 | Apr 8, 2025 | 24 | May 13, 2025 | 71 |
| -8.81% | Mar 3, 2026 | 14 | Mar 20, 2026 | — | — | — |
| -5.92% | Nov 15, 2021 | 13 | Dec 1, 2021 | 67 | Mar 10, 2022 | 80 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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