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COW.TO vs. HULC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COW.TO vs. HULC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Global Agriculture Index ETF (COW.TO) and Global X US Large Cap Index Corporate Class ETF (HULC.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, COW.TO achieves a 15.84% return, which is significantly higher than HULC.TO's 12.50% return.


COW.TO

1D
0.40%
1M
-2.01%
YTD
15.84%
6M
13.53%
1Y
9.79%
3Y*
8.62%
5Y*
4.24%
10Y*
8.59%

HULC.TO

1D
-0.15%
1M
7.49%
YTD
12.50%
6M
10.64%
1Y
29.64%
3Y*
24.34%
5Y*
34.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COW.TO vs. HULC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
COW.TO
iShares Global Agriculture Index ETF
15.84%-0.67%5.62%-8.61%12.64%19.02%30.76%
HULC.TO
Global X US Large Cap Index Corporate Class ETF
12.50%12.69%35.93%24.43%-14.75%153.78%26.06%

Correlation

The correlation between COW.TO and HULC.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.30

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

0.36

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

0.36

The correlation between COW.TO and HULC.TO shifts across timeframes, from 0.20 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

COW.TO vs. HULC.TO - Sectors Allocation Comparison


Sectors
COW.TO
HULC.TO

Consumer Defensive

42.3%
4.8%

Industrials

28.0%
8.5%

Basic Materials

27.4%
1.8%

Consumer Cyclical

1.7%
10.0%

Financial Services

0.5%
11.5%

Communication Services

-

11.6%

Energy

-

3.6%

Healthcare

-

8.8%

Real Estate

-

1.8%

Technology

-

35.3%

Utilities

-

2.3%

Consumer Defensive

COW.TO
42.3%
HULC.TO
4.8%

Industrials

COW.TO
28.0%
HULC.TO
8.5%

Basic Materials

COW.TO
27.4%
HULC.TO
1.8%

Consumer Cyclical

COW.TO
1.7%
HULC.TO
10.0%

Financial Services

COW.TO
0.5%
HULC.TO
11.5%

Communication Services

COW.TO

-

HULC.TO
11.6%

Energy

COW.TO

-

HULC.TO
3.6%

Healthcare

COW.TO

-

HULC.TO
8.8%

Real Estate

COW.TO

-

HULC.TO
1.8%

Technology

COW.TO

-

HULC.TO
35.3%

Utilities

COW.TO

-

HULC.TO
2.3%

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Return for Risk

COW.TO vs. HULC.TO — Risk / Return Rank

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

COW.TO
COW.TO Risk / Return Rank: 1919
Overall Rank
COW.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
COW.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
COW.TO Omega Ratio Rank: 1818
Omega Ratio Rank
COW.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
COW.TO Martin Ratio Rank: 1818
Martin Ratio Rank

HULC.TO
HULC.TO Risk / Return Rank: 7171
Overall Rank
HULC.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HULC.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
HULC.TO Omega Ratio Rank: 7575
Omega Ratio Rank
HULC.TO Calmar Ratio Rank: 6969
Calmar Ratio Rank
HULC.TO Martin Ratio Rank: 6767
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.

COW.TO vs. HULC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Agriculture Index ETF (COW.TO) and Global X US Large Cap Index Corporate Class ETF (HULC.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.


COW.TOHULC.TODifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.23

Omega ratioGain probability vs. loss probability

1.12

1.44

-0.33

Calmar ratioReturn relative to maximum drawdown

0.94

3.41

-2.48

Martin ratioReturn relative to average drawdown

1.94

12.23

-10.29

COW.TO vs. HULC.TO - Sharpe Ratio Comparison

The current COW.TO Sharpe Ratio is 0.63, which is lower than the HULC.TO Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of COW.TO and HULC.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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Sharpe Ratios by Period


COW.TOHULC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

2.38

-1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.73

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.75

-0.39

Drawdowns

COW.TO vs. HULC.TO - Drawdown Comparison

The maximum COW.TO drawdown since its inception was -55.00%, which is greater than HULC.TO's maximum drawdown of -23.94%. Use the drawdown chart below to compare losses from any high point for COW.TO and HULC.TO.


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Drawdown Indicators


COW.TOHULC.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.00%

-23.94%

-31.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-8.73%

-1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-14.51%

-19.46%

+4.95%

Max Drawdown (5Y)

Largest decline over 5 years

-29.82%

-23.94%

-5.88%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

Current Drawdown

Current decline from peak

-7.17%

-0.15%

-7.02%

Average Drawdown

Average peak-to-trough decline

-13.94%

-4.68%

-9.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

2.43%

+2.63%

Volatility

COW.TO vs. HULC.TO - Volatility Comparison

iShares Global Agriculture Index ETF (COW.TO) has a higher volatility of 3.85% compared to Global X US Large Cap Index Corporate Class ETF (HULC.TO) at 3.01%. This indicates that COW.TO's price experiences larger fluctuations and is considered to be riskier than HULC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COW.TOHULC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

3.01%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

9.25%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.68%

12.53%

+3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.87%

46.99%

-28.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

43.82%

-24.52%

COW.TO vs. HULC.TO - Expense Ratio Comparison

COW.TO has a 0.72% expense ratio, which is higher than HULC.TO's 0.08% expense ratio.


Dividends

COW.TO vs. HULC.TO - Dividend Comparison

COW.TO's dividend yield for the trailing twelve months is around 2.07%, while HULC.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
COW.TO
iShares Global Agriculture Index ETF
2.07%2.40%1.43%1.62%2.03%0.69%1.02%1.02%1.07%0.58%1.10%1.78%
HULC.TO
Global X US Large Cap Index Corporate Class ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


COW.TO and HULC.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HULC.TO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HULC.TO is cheaper with a 0.08% expense ratio, compared with 0.72% for COW.TO.

COW.TO tracks Manulife Investment Management Global Agriculture Index, while HULC.TO tracks Solactive US Large Cap Index (CA NTR). They also come from different issuers: iShares and Global X. Their fees differ too: 0.72% for COW.TO and 0.08% for HULC.TO.

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