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BGC.TO vs. HEWB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGC.TO vs. HEWB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Bristol Gate Concentrated Canadian Equity ETF (BGC.TO) and Global X Equal Weight Canadian Banks Index Corporate Class ETF (HEWB.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BGC.TO achieves a 2.35% return, which is significantly lower than HEWB.TO's 36.46% return.


BGC.TO

1D
0.10%
1M
3.29%
6M
2.16%
YTD
2.35%
1Y
6.21%
3Y*
10.26%
5Y*
8.03%
10Y*

HEWB.TO

1D
1.33%
1M
8.80%
6M
35.08%
YTD
36.46%
1Y
74.62%
3Y*
37.59%
5Y*
21.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGC.TO vs. HEWB.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BGC.TO
Bristol Gate Concentrated Canadian Equity ETF
2.35%8.06%13.80%17.67%-5.52%18.08%0.70%12.84%
HEWB.TO
Global X Equal Weight Canadian Banks Index Corporate Class ETF
36.46%43.48%24.54%11.00%-10.46%39.19%4.74%3.56%

Correlation

The correlation between BGC.TO and HEWB.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2019

0.32

The correlation between BGC.TO and HEWB.TO shifts across timeframes, from 0.15 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BGC.TO vs. HEWB.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGC.TO
BGC.TO Risk / Return Rank: 1818
Overall Rank
BGC.TO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BGC.TO Sortino Ratio Rank: 1818
Sortino Ratio Rank
BGC.TO Omega Ratio Rank: 1717
Omega Ratio Rank
BGC.TO Calmar Ratio Rank: 1919
Calmar Ratio Rank
BGC.TO Martin Ratio Rank: 2020
Martin Ratio Rank

HEWB.TO
HEWB.TO Risk / Return Rank: 9898
Overall Rank
HEWB.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
HEWB.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
HEWB.TO Omega Ratio Rank: 9898
Omega Ratio Rank
HEWB.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
HEWB.TO Martin Ratio Rank: 9797
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.

BGC.TO vs. HEWB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bristol Gate Concentrated Canadian Equity ETF (BGC.TO) and Global X Equal Weight Canadian Banks Index Corporate Class ETF (HEWB.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


BGC.TOHEWB.TODifference
Sharpe ratioReturn per unit of total volatility

-5.04

Sortino ratioReturn per unit of downside risk

-6.36

Omega ratioGain probability vs. loss probability

1.10

1.99

-0.89

Calmar ratioReturn relative to maximum drawdown

0.70

8.37

-7.66

Martin ratioReturn relative to average drawdown

1.87

37.96

-36.09

BGC.TO vs. HEWB.TO - Sharpe Ratio Comparison

The current BGC.TO Sharpe Ratio is 0.50, which is lower than the HEWB.TO Sharpe Ratio of 5.54. The chart below compares the historical Sharpe Ratios of BGC.TO and HEWB.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BGC.TO vs. HEWB.TO - Drawdown Comparison

The maximum BGC.TO drawdown since its inception was -36.73%, smaller than the maximum HEWB.TO drawdown of -39.43%. Use the drawdown chart below to compare losses from any high point for BGC.TO and HEWB.TO.


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Drawdown Indicators


BGC.TOHEWB.TODifference

Max Drawdown

Largest peak-to-trough decline

-36.73%

-39.43%

+2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.62%

-8.97%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-14.09%

-14.84%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-14.14%

-25.89%

+11.75%

Current Drawdown

Current decline from peak

-0.52%

0.00%

-0.52%

Average Drawdown

Average peak-to-trough decline

-4.12%

-7.16%

+3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

1.97%

+1.26%

Volatility

BGC.TO vs. HEWB.TO - Volatility Comparison

The current volatility for Bristol Gate Concentrated Canadian Equity ETF (BGC.TO) is 2.91%, while Global X Equal Weight Canadian Banks Index Corporate Class ETF (HEWB.TO) has a volatility of 4.30%. This indicates that BGC.TO experiences smaller price fluctuations and is considered to be less risky than HEWB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGC.TOHEWB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

4.30%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

11.90%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

13.54%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

14.12%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.97%

19.24%

-3.27%

Dividends

BGC.TO vs. HEWB.TO - Dividend Comparison

Neither BGC.TO nor HEWB.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BGC.TO and HEWB.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Bristol Gate and Global X.

Portfolio Optimizer

Find the right allocation for BGC.TO and HEWB.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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