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CRQ.NEO vs. HAL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRQ.NEO vs. HAL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Canadian Fundamental Index ETF (CRQ.NEO) and Global X Active Canadian Dividend ETF (HAL.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CRQ.NEO

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

HAL.TO

1D
0.80%
1M
3.68%
YTD
18.22%
6M
20.88%
1Y
43.94%
3Y*
21.73%
5Y*
15.10%
10Y*
11.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CRQ.NEO vs. HAL.TO — Risk / Return Rank

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

CRQ.NEO

HAL.TO
HAL.TO Risk / Return Rank: 9797
Overall Rank
HAL.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HAL.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
HAL.TO Omega Ratio Rank: 9797
Omega Ratio Rank
HAL.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
HAL.TO Martin Ratio Rank: 9696
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.

CRQ.NEO vs. HAL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Fundamental Index ETF (CRQ.NEO) and Global X Active Canadian Dividend ETF (HAL.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.

CRQ.NEO vs. HAL.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRQ.NEOHAL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

Drawdowns

CRQ.NEO vs. HAL.TO - Drawdown Comparison


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Drawdown Indicators


CRQ.NEOHAL.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.15%

Max Drawdown (3Y)

Largest decline over 3 years

-12.44%

Max Drawdown (5Y)

Largest decline over 5 years

-16.43%

Max Drawdown (10Y)

Largest decline over 10 years

-39.70%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

Volatility

CRQ.NEO vs. HAL.TO - Volatility Comparison


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Volatility by Period


CRQ.NEOHAL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

Volatility (1Y)

Calculated over the trailing 1-year period

9.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

CRQ.NEO vs. HAL.TO - Expense Ratio Comparison

CRQ.NEO has a 0.72% expense ratio, which is higher than HAL.TO's 0.67% expense ratio.


Dividends

CRQ.NEO vs. HAL.TO - Dividend Comparison

CRQ.NEO has not paid dividends to shareholders, while HAL.TO's dividend yield for the trailing twelve months is around 1.95%.


PositionTTM20252024202320222021202020192018201720162015
CRQ.NEO
iShares Canadian Fundamental Index 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%
HAL.TO
Global X Active Canadian Dividend ETF
1.95%2.37%2.79%3.60%4.84%2.99%3.56%2.96%3.43%3.17%2.84%3.19%

Frequently Asked Questions


On fees, HAL.TO is cheaper at 0.67% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HAL.TO is cheaper with a 0.67% expense ratio, compared with 0.72% for CRQ.NEO.

They also come from different issuers: iShares and Global X. Their fees differ too: 0.72% for CRQ.NEO and 0.67% for HAL.TO.

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