PortfoliosLab logo
Global X S&P 500 Index Corporate Class ETF (HXS.TO...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP

37964P100

Issuer

Global X

Inception Date

Nov 30, 2010

Leveraged

1x

Index Tracked

S&P 500 Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

HXS.TO has an expense ratio of 0.10%, which is considered low.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

Global X S&P 500 Index Corporate Class ETF (HXS.TO) returned -3.20% year-to-date (YTD) and 13.95% over the past 12 months. Over the past 10 years, HXS.TO delivered an annualized return of 13.45%, outperforming the S&P 500 benchmark at 10.84%.


HXS.TO

YTD

-3.20%

1M

6.14%

6M

-2.91%

1Y

13.95%

3Y*

16.59%

5Y*

15.50%

10Y*

13.45%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of HXS.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.84%-1.87%-5.99%-4.95%6.31%-3.20%
20243.10%6.16%3.15%-2.55%3.75%4.05%2.09%-0.03%2.40%2.00%6.50%0.12%34.98%
20234.61%-0.07%2.59%1.79%0.69%4.00%2.60%0.85%-4.28%-0.08%6.74%2.07%23.22%
2022-4.79%-3.17%2.44%-6.40%-1.40%-6.94%8.92%-1.65%-4.53%6.54%4.17%-5.19%-12.72%
2021-0.62%2.35%3.21%2.69%-1.14%5.11%2.89%4.29%-4.24%4.24%2.51%3.48%27.30%
20202.07%-7.00%-8.15%11.54%3.63%0.45%4.21%4.37%-1.85%-2.54%8.04%1.75%15.78%
20194.28%3.26%3.40%4.36%-5.48%3.43%2.59%-0.96%1.41%1.33%4.95%0.19%24.69%
20183.30%0.86%-2.41%0.06%3.18%2.34%2.26%3.42%-0.38%-5.17%2.84%-6.67%3.03%
2017-1.41%6.14%0.34%3.60%0.20%-3.37%-1.81%0.35%1.79%5.90%3.08%-1.48%13.60%
2016-4.00%-3.39%2.31%-3.06%6.44%-1.37%4.74%0.44%0.19%0.42%4.06%1.69%8.17%
20156.05%4.04%-0.19%-4.09%4.53%-1.61%6.86%-5.39%-1.41%6.54%2.30%1.91%20.25%
20141.25%3.99%0.52%-0.25%1.38%0.35%0.87%3.40%1.87%2.85%5.05%0.52%23.93%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HXS.TO is 64, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of HXS.TO is 6464
Overall Rank
The Sharpe Ratio Rank of HXS.TO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of HXS.TO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of HXS.TO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of HXS.TO is 6868
Calmar Ratio Rank
The Martin Ratio Rank of HXS.TO is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global X S&P 500 Index Corporate Class ETF (HXS.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Global X S&P 500 Index Corporate Class ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.72
  • 5-Year: 1.00
  • 10-Year: 0.80
  • All Time: 0.95

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Global X S&P 500 Index Corporate Class ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History


Global X S&P 500 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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X S&P 500 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 500 Index Corporate Class ETF was 27.42%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Global X S&P 500 Index Corporate Class ETF drawdown is 6.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.42%Feb 20, 202023Mar 23, 202094Aug 6, 2020117
-22.63%Dec 30, 2021117Jun 16, 2022280Jul 28, 2023397
-20.1%May 2, 2011108Oct 4, 201193Feb 16, 2012201
-18.98%Jan 24, 202552Apr 8, 2025
-15.7%Sep 5, 201878Dec 24, 201859Mar 21, 2019137
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...