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CPCC.TO vs. HXS.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPCC.TO vs. HXS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Copper Producer Equity Covered Call ETF (CPCC.TO) and Global X S&P 500 Index Corporate Class ETF (HXS.TO). The values are adjusted to include any dividend payments, if applicable.

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CPCC.TO vs. HXS.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CPCC.TO achieves a 0.71% return, which is significantly higher than HXS.TO's -2.71% return.


CPCC.TO

1D
6.72%
1M
-17.90%
YTD
0.71%
6M
1Y
3Y*
5Y*
10Y*

HXS.TO

1D
0.59%
1M
-2.97%
YTD
-2.71%
6M
-2.12%
1Y
14.06%
3Y*
19.09%
5Y*
13.74%
10Y*
14.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPCC.TO vs. HXS.TO - Expense Ratio Comparison

CPCC.TO has a 0.65% expense ratio, which is higher than HXS.TO's 0.10% expense ratio.


Return for Risk

CPCC.TO vs. HXS.TO — Risk / Return Rank

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

CPCC.TO

HXS.TO
HXS.TO Risk / Return Rank: 4040
Overall Rank
HXS.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HXS.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
HXS.TO Omega Ratio Rank: 4444
Omega Ratio Rank
HXS.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
HXS.TO 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.

CPCC.TO vs. HXS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Copper Producer Equity Covered Call ETF (CPCC.TO) and Global X S&P 500 Index Corporate Class ETF (HXS.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CPCC.TO vs. HXS.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CPCC.TOHXS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.96

-0.12

Correlation

The correlation between CPCC.TO and HXS.TO is 0.46, 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

CPCC.TO vs. HXS.TO - Dividend Comparison

CPCC.TO's dividend yield for the trailing twelve months is around 1.94%, while HXS.TO has not paid dividends to shareholders.


Drawdowns

CPCC.TO vs. HXS.TO - Drawdown Comparison

The maximum CPCC.TO drawdown since its inception was -27.12%, roughly equal to the maximum HXS.TO drawdown of -27.42%. Use the drawdown chart below to compare losses from any high point for CPCC.TO and HXS.TO.


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Drawdown Indicators


CPCC.TOHXS.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.12%

-27.42%

+0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

Max Drawdown (10Y)

Largest decline over 10 years

-27.42%

Current Drawdown

Current decline from peak

-18.06%

-5.67%

-12.39%

Average Drawdown

Average peak-to-trough decline

-5.88%

-3.57%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

Volatility

CPCC.TO vs. HXS.TO - Volatility Comparison


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Volatility by Period


CPCC.TOHXS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

Volatility (1Y)

Calculated over the trailing 1-year period

43.22%

18.59%

+24.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.22%

15.14%

+28.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.22%

16.52%

+26.70%