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Global X Europe 50 Index Corporate Class ETF (HXX....
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
CA37964C1095
CUSIP
37964C109
Issuer
Global X
Inception Date
Dec 6, 2016
Region
Developed Europe (Broad)
Leveraged
1x (No leverage)
Index Tracked
Solactive Europe 50 Rolling Future Index (Total Return)
Domicile
Canada
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 Europe 50 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

HXX.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 Europe 50 Index Corporate Class ETF (HXX.TO) has returned -2.56% so far this year and 13.23% over the past 12 months.


Global X Europe 50 Index Corporate Class ETF

1D
3.65%
1M
-7.63%
YTD
-2.56%
6M
0.36%
1Y
13.23%
3Y*
14.99%
5Y*
11.63%
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 Dec 12, 2016, HXX.TO's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, your investment would double in approximately 6.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +17.9%, while the worst month was Mar 2020 at -12.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, HXX.TO closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 12, 2020 at -10.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.47%2.94%-7.63%-2.56%
20259.34%3.27%-0.09%-0.63%4.81%1.58%-1.17%2.44%5.34%1.12%0.55%1.30%31.10%
20241.62%6.46%4.02%-2.48%3.26%-2.98%2.12%1.17%1.93%-3.09%-2.43%1.52%11.15%
202310.58%1.85%3.28%3.48%-5.00%4.47%1.74%-1.60%-6.47%0.15%8.74%2.24%24.55%
2022-4.00%-7.84%-2.37%-5.23%3.17%-9.38%4.51%-4.23%-4.74%9.74%15.35%-2.27%-9.72%
2021-3.43%4.02%3.45%1.54%3.33%-0.34%1.63%2.78%-4.73%3.02%-3.23%5.77%14.01%

Benchmark Metrics

Global X Europe 50 Index Corporate Class ETF has an annualized alpha of 3.64%, beta of 0.71, and R² of 0.39 versus S&P 500 Index. Calculated based on daily prices since December 13, 2016.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (84.21%) than losses (81.44%) — typical of diversified or defensive assets.
  • R² of 0.39 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
3.64%
Beta
0.71
0.39
Upside Capture
84.21%
Downside Capture
81.44%

Expense Ratio

HXX.TO has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

HXX.TO ranks 34 for risk / return — below 34% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


HXX.TO Risk / Return Rank: 3434
Overall Rank
HXX.TO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
HXX.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
HXX.TO Omega Ratio Rank: 3232
Omega Ratio Rank
HXX.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
HXX.TO Martin Ratio Rank: 3434
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 Europe 50 Index Corporate Class ETF (HXX.TO) and compare them to a chosen benchmark (S&P 500 Index).


HXX.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.69

0.00

Sortino ratio

Return per unit of downside risk

1.06

1.06

0.00

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratio

Return relative to maximum drawdown

0.89

1.14

-0.25

Martin ratio

Return relative to average drawdown

3.19

4.22

-1.03

Explore HXX.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 Europe 50 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 Europe 50 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 Europe 50 Index Corporate Class ETF was 33.23%, occurring on Mar 16, 2020. Recovery took 170 trading sessions.

The current Global X Europe 50 Index Corporate Class ETF drawdown is 8.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.23%Feb 10, 202025Mar 16, 2020170Nov 17, 2020195
-28.91%Sep 8, 2021265Sep 27, 202287Feb 1, 2023352
-18.02%Jan 24, 2018232Dec 24, 2018214Nov 1, 2019446
-16.5%Mar 19, 202515Apr 8, 202528May 20, 202543
-13.34%Feb 27, 202616Mar 20, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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