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Issuer
Global X
Inception Date
Feb 7, 2022
Leveraged
1x (No leverage)
Index Tracked
Global X Hydrogen UCITS ETF
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Global X Hydrogen UCITS ETF

Performance

HYGN.L Performance Chart

Global X Hydrogen UCITS ETF (HYGN.L) is up 38.9% since the beginning of the year. HYGN.L is currently trading at $10 per share.


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S&P 500 Index

Returns By Period

Global X Hydrogen UCITS ETF (HYGN.L) has returned 38.93% so far this year and 87.84% over the past 12 months.


Global X Hydrogen UCITS ETF

1D
-4.17%
1M
-25.05%
6M
14.11%
YTD
38.93%
1Y
87.84%
3Y*
-0.82%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGN.L Monthly Returns History

Based on dividend-adjusted daily data since Feb 7, 2022, HYGN.L's average daily return is +0.02%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 46% of months were positive and 54% were negative. The best month was Apr 2026 with a return of +63.7%, while the worst month was Jun 2026 at -28.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, HYGN.L closed higher 46% of trading days. The best single day was Nov 19, 2024 with a return of +18.7%, while the worst single day was Nov 10, 2023 at -13.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202620.54%3.79%-7.08%63.74%22.28%-28.49%-16.53%38.93%
2025-5.19%-8.97%-8.65%-1.05%11.70%23.10%12.77%6.52%19.97%31.54%-11.12%-14.47%54.56%
2024-19.03%-5.66%1.82%-7.68%32.30%-22.22%1.13%-10.41%4.15%-14.14%21.35%-7.84%-33.06%
202324.68%-8.45%-9.34%-14.98%-8.83%7.77%12.89%-18.11%-14.97%-19.33%11.57%6.67%-34.76%
202221.64%4.35%-19.33%-6.27%-15.86%19.19%6.94%-22.06%-6.73%9.39%-10.70%-26.91%

Benchmark Metrics

Global X Hydrogen UCITS ETF has an annualized alpha of -7.93%, beta of 0.99, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since February 07, 2022.

  • This ETF participated in 206.15% of S&P 500 Index downside but only 175.75% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.11 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
-7.93%
Beta
0.99
0.11
Upside Capture
175.75%
Downside Capture
206.15%

Expense Ratio

HYGN.L has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HYGN.L ranks 53 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.


HYGN.L Risk / Return Rank: 5353
Overall Rank
HYGN.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYGN.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYGN.L Omega Ratio Rank: 5050
Omega Ratio Rank
HYGN.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYGN.L Martin Ratio Rank: 4242
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 Hydrogen UCITS ETF (HYGN.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HYGN.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.26

1.31

-0.05

Calmar ratioReturn relative to maximum drawdown

2.11

2.35

-0.24

Martin ratioReturn relative to average drawdown

5.61

10.19

-4.58

Dividends

Dividend History


Global X Hydrogen UCITS 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 Hydrogen UCITS 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 Hydrogen UCITS ETF was 83.04%, occurring on Apr 9, 2025. The portfolio has not yet recovered.

The current Global X Hydrogen UCITS ETF drawdown is 48.37%.


Drawdown

Fall

Recovery

Underwater

Related event

-83.04%Apr 2025
3y 4d
4y 3moApr 2022 - now
2025 selloff2025
-11.00%Mar 2022
5d8d
13dMar 2022 - Mar 2022
Bear market2022
-9.87%Feb 2022
6d5d
11dFeb 2022 - Feb 2022
Bear market2022
-9.62%Mar 2022
3d4d
7dMar 2022 - Mar 2022
Bear market2022
-3.96%Mar 2022
4d7d
11dMar 2022 - Apr 2022
Bear market2022

Drawdown Indicators


HYGN.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-83.04%

-56.78%

-26.26%

Max Drawdown (1Y)

Largest decline over 1 year

-43.35%

-9.10%

-34.25%

Max Drawdown (3Y)

Largest decline over 3 years

-69.01%

-18.90%

-50.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-48.37%

-0.49%

-47.88%

Average Drawdown

Average peak-to-trough decline

-54.99%

-10.70%

-44.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.36%

2.09%

+14.27%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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