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CBIL.TO vs. HXQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBIL.TO vs. HXQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X 0-3 Month T-Bill ETF (CBIL.TO) and Global X Nasdaq-100 Index Corporate Class ETF (HXQ.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, CBIL.TO achieves a 1.23% return, which is significantly lower than HXQ.TO's 14.56% return.


CBIL.TO

1D
0.02%
1M
0.17%
6M
1.08%
YTD
1.23%
1Y
2.28%
3Y*
3.51%
5Y*
10Y*
ALL TIME*
3.56%

HXQ.TO

1D
0.69%
1M
-5.98%
6M
12.81%
YTD
14.56%
1Y
26.47%
3Y*
24.20%
5Y*
16.73%
10Y*
21.14%
ALL TIME*
21.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$7.57MCA$6.88MCA$7.20M
CA$2.97MCA$3.02MCA$3.91M

CBIL.TO vs. HXQ.TO - Yearly Performance Comparison


2026 (YTD)202520242023
CBIL.TO
Global X 0-3 Month T-Bill ETF
1.23%2.68%4.47%3.36%
HXQ.TO
Global X Nasdaq-100 Index Corporate Class ETF
14.56%15.05%35.98%28.07%

Correlation

The correlation between CBIL.TO and HXQ.TO is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.08

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2023

0.04

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Return for Risk

CBIL.TO vs. HXQ.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CBIL.TO
CBIL.TO Risk / Return Rank: 9999
Overall Rank
CBIL.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CBIL.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CBIL.TO Omega Ratio Rank: 9999
Omega Ratio Rank
CBIL.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CBIL.TO Martin Ratio Rank: 100100
Martin Ratio Rank

HXQ.TO
HXQ.TO Risk / Return Rank: 4949
Overall Rank
HXQ.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HXQ.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
HXQ.TO Omega Ratio Rank: 4949
Omega Ratio Rank
HXQ.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
HXQ.TO Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CBIL.TO vs. HXQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X 0-3 Month T-Bill ETF (CBIL.TO) and Global X Nasdaq-100 Index Corporate Class ETF (HXQ.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.


CBIL.TOHXQ.TODifference
Sharpe ratioReturn per unit of total volatility

+7.62

Sortino ratioReturn per unit of downside risk

+18.67

Omega ratioGain probability vs. loss probability

5.15

1.23

+3.92

Calmar ratioReturn relative to maximum drawdown

57.64

1.90

+55.74

Martin ratioReturn relative to average drawdown

308.61

5.49

+303.12

CBIL.TO vs. HXQ.TO - Sharpe Ratio Comparison

The current CBIL.TO Sharpe Ratio is 8.86, which is higher than the HXQ.TO Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of CBIL.TO and HXQ.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

CBIL.TO vs. HXQ.TO - Drawdown Comparison

The maximum CBIL.TO drawdown since its inception was -0.06%, smaller than the maximum HXQ.TO drawdown of -31.60%. Use the drawdown chart below to compare losses from any high point for CBIL.TO and HXQ.TO.


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Drawdown Indicators


CBIL.TOHXQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.06%

-31.60%

+31.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-12.43%

+12.39%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-22.58%

+22.52%

Max Drawdown (5Y)

Largest decline over 5 years

-31.60%

Max Drawdown (10Y)

Largest decline over 10 years

-31.60%

Current Drawdown

Current decline from peak

0.00%

-7.80%

+7.80%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.72%

+5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

4.30%

-4.29%

Volatility

CBIL.TO vs. HXQ.TO - Volatility Comparison

The current volatility for Global X 0-3 Month T-Bill ETF (CBIL.TO) is 0.07%, while Global X Nasdaq-100 Index Corporate Class ETF (HXQ.TO) has a volatility of 6.71%. This indicates that CBIL.TO experiences smaller price fluctuations and is considered to be less risky than HXQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBIL.TOHXQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

6.71%

-6.64%

Volatility (6M)

Calculated over the trailing 6-month period

0.18%

15.67%

-15.49%

Volatility (1Y)

Calculated over the trailing 1-year period

0.26%

18.98%

-18.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.31%

21.29%

-20.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.31%

21.07%

-20.76%

CBIL.TO vs. HXQ.TO - Expense Ratio Comparison

CBIL.TO has a 0.10% expense ratio, which is lower than HXQ.TO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CBIL.TO vs. HXQ.TO - Dividend Comparison

CBIL.TO's dividend yield for the trailing twelve months is around 2.25%, while HXQ.TO has not paid dividends to shareholders.


PositionTTM202520242023
CBIL.TO
Global X 0-3 Month T-Bill ETF
2.25%2.58%4.38%3.39%
HXQ.TO
Global X Nasdaq-100 Index Corporate Class ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


CBIL.TO and HXQ.TO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBIL.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBIL.TO is cheaper with a 0.10% expense ratio, compared with 0.25% for HXQ.TO.

CBIL.TO is categorized as Canadian Government Bonds, while HXQ.TO is Nasdaq-100. Their fees differ too: 0.10% for CBIL.TO and 0.25% for HXQ.TO.

Portfolio Optimizer

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