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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in Global X Intl Developed Markets Equity 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
HXDM.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 Intl Developed Markets Equity Index Corporate Class ETF (HXDM.TO) has returned 2.29% so far this year and 17.67% over the past 12 months.
Global X Intl Developed Markets Equity Index Corporate Class ETF
- 1D
- 3.24%
- 1M
- -6.15%
- YTD
- 2.29%
- 6M
- 5.18%
- 1Y
- 17.67%
- 3Y*
- 14.27%
- 5Y*
- 9.58%
- 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 Sep 27, 2017, HXDM.TO's average daily return is +0.04%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +11.6%, while the worst month was Mar 2020 at -9.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, HXDM.TO closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.3%, while the worst single day was Mar 12, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.17% | 4.63% | -6.15% | 2.29% | |||||||||
| 2025 | 6.02% | 2.24% | -0.51% | -0.77% | 4.26% | 1.69% | -0.67% | 3.59% | 3.34% | 1.92% | 0.74% | 0.15% | 24.06% |
| 2024 | 1.06% | 3.84% | 3.10% | -1.87% | 3.93% | -1.54% | 3.45% | 0.80% | 1.02% | -2.33% | 0.53% | -1.15% | 11.07% |
| 2023 | 7.13% | -0.71% | 2.22% | 2.97% | -3.87% | 1.94% | 2.25% | -1.59% | -3.36% | -0.89% | 5.84% | 2.86% | 15.09% |
| 2022 | -3.66% | -3.08% | -1.24% | -4.29% | 0.56% | -7.13% | 4.35% | -3.54% | -4.53% | 4.34% | 11.61% | -1.10% | -8.78% |
| 2021 | -0.35% | 1.83% | 1.42% | 0.34% | 1.90% | 0.85% | 1.57% | 2.60% | -2.93% | 0.79% | -1.41% | 3.27% | 10.16% |
Benchmark Metrics
Global X Intl Developed Markets Equity Index Corporate Class ETF has an annualized alpha of 0.87%, beta of 0.61, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since September 28, 2017.
- This ETF participated in 64.98% of S&P 500 Index downside but only 58.81% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.61 may look defensive, but with R² of 0.47 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 0.47 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
- 0.87%
- Beta
- 0.61
- R²
- 0.47
- Upside Capture
- 58.81%
- Downside Capture
- 64.98%
Expense Ratio
HXDM.TO has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
HXDM.TO ranks 55 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Global X Intl Developed Markets Equity Index Corporate Class ETF (HXDM.TO) and compare them to a chosen benchmark (S&P 500 Index).
| HXDM.TO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.69 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.06 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.14 | +0.33 |
Martin ratioReturn relative to average drawdown | 5.58 | 4.22 | +1.36 |
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 HXDM.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 Intl Developed Markets Equity 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 Intl Developed Markets Equity Index Corporate Class ETF was 28.43%, occurring on Mar 16, 2020. Recovery took 168 trading sessions.
The current Global X Intl Developed Markets Equity Index Corporate Class ETF drawdown is 6.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.43% | Feb 10, 2020 | 24 | Mar 16, 2020 | 168 | Nov 20, 2020 | 192 |
| -23.87% | Sep 8, 2021 | 264 | Sep 27, 2022 | 146 | Apr 27, 2023 | 410 |
| -14.65% | Mar 20, 2025 | 14 | Apr 8, 2025 | 27 | May 16, 2025 | 41 |
| -14.59% | Jan 16, 2018 | 229 | Dec 24, 2018 | 201 | Nov 1, 2019 | 430 |
| -11.4% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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