PortfoliosLab logoPortfoliosLab logo
COLO vs. HAP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COLO vs. HAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Colombia ETF (COLO) and VanEck Natural Resources ETF (HAP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

COLO vs. HAP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COLO
Global X MSCI Colombia ETF
11.00%68.88%4.68%24.92%-21.32%-11.50%-14.60%30.42%-19.88%11.88%
HAP
VanEck Natural Resources ETF
20.50%34.91%-4.08%2.46%7.84%25.04%6.30%18.60%-10.68%17.12%

Returns By Period

In the year-to-date period, COLO achieves a 11.00% return, which is significantly lower than HAP's 20.50% return. Over the past 10 years, COLO has underperformed HAP with an annualized return of 5.52%, while HAP has yielded a comparatively higher 12.75% annualized return.


COLO

1D
1.70%
1M
1.64%
YTD
11.00%
6M
26.51%
1Y
55.42%
3Y*
36.07%
5Y*
13.77%
10Y*
5.52%

HAP

1D
2.33%
1M
-2.27%
YTD
20.50%
6M
29.86%
1Y
48.82%
3Y*
16.84%
5Y*
12.99%
10Y*
12.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


COLO vs. HAP - Expense Ratio Comparison

COLO has a 0.62% expense ratio, which is higher than HAP's 0.42% expense ratio.


Return for Risk

COLO vs. HAP — Risk / Return Rank

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

COLO
COLO Risk / Return Rank: 9393
Overall Rank
COLO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
COLO Sortino Ratio Rank: 9494
Sortino Ratio Rank
COLO Omega Ratio Rank: 9393
Omega Ratio Rank
COLO Calmar Ratio Rank: 9393
Calmar Ratio Rank
COLO Martin Ratio Rank: 9090
Martin Ratio Rank

HAP
HAP Risk / Return Rank: 9696
Overall Rank
HAP Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HAP Sortino Ratio Rank: 9696
Sortino Ratio Rank
HAP Omega Ratio Rank: 9696
Omega Ratio Rank
HAP Calmar Ratio Rank: 9494
Calmar Ratio Rank
HAP 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.

COLO vs. HAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Colombia ETF (COLO) and VanEck Natural Resources ETF (HAP). 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.


COLOHAPDifference

Sharpe ratio

Return per unit of total volatility

2.45

2.59

-0.14

Sortino ratio

Return per unit of downside risk

3.01

3.21

-0.21

Omega ratio

Gain probability vs. loss probability

1.43

1.51

-0.08

Calmar ratio

Return relative to maximum drawdown

3.55

3.60

-0.05

Martin ratio

Return relative to average drawdown

11.73

18.89

-7.16

COLO vs. HAP - Sharpe Ratio Comparison

The current COLO Sharpe Ratio is 2.45, which is comparable to the HAP Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of COLO and HAP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


COLOHAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

2.59

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.71

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.65

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.26

-0.05

Correlation

The correlation between COLO and HAP is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

COLO vs. HAP - Dividend Comparison

COLO's dividend yield for the trailing twelve months is around 6.77%, more than HAP's 1.88% yield.


TTM20252024202320222021202020192018201720162015
COLO
Global X MSCI Colombia ETF
6.77%7.51%6.08%6.99%12.55%2.32%3.23%3.04%3.03%1.83%1.48%1.58%
HAP
VanEck Natural Resources ETF
1.88%2.27%2.65%3.27%3.28%2.16%2.45%2.80%2.85%2.02%1.99%3.00%

Drawdowns

COLO vs. HAP - Drawdown Comparison

The maximum COLO drawdown since its inception was -78.91%, which is greater than HAP's maximum drawdown of -50.73%. Use the drawdown chart below to compare losses from any high point for COLO and HAP.


Loading graphics...

Drawdown Indicators


COLOHAPDifference

Max Drawdown

Largest peak-to-trough decline

-78.91%

-50.73%

-28.18%

Max Drawdown (1Y)

Largest decline over 1 year

-16.37%

-13.64%

-2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-43.86%

-25.66%

-18.20%

Max Drawdown (10Y)

Largest decline over 10 years

-62.75%

-44.07%

-18.68%

Current Drawdown

Current decline from peak

-24.65%

-2.61%

-22.04%

Average Drawdown

Average peak-to-trough decline

-40.47%

-12.13%

-28.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

2.60%

+2.36%

Volatility

COLO vs. HAP - Volatility Comparison

Global X MSCI Colombia ETF (COLO) has a higher volatility of 6.77% compared to VanEck Natural Resources ETF (HAP) at 6.40%. This indicates that COLO's price experiences larger fluctuations and is considered to be riskier than HAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


COLOHAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

6.40%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

16.84%

12.48%

+4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

22.82%

18.94%

+3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

18.30%

+4.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.34%

19.81%

+5.53%