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CWIN.TO vs. HBIL-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWIN.TO vs. HBIL-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CWIN.TO is traded in CAD, while HBIL-U.TO is traded in USD. To make them comparable, the HBIL-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CWIN.TO achieves a 22.37% return, which is significantly higher than HBIL-U.TO's 3.86% return.


CWIN.TO

1D
0.56%
1M
2.36%
6M
17.78%
YTD
22.37%
1Y
41.24%
3Y*
5Y*
10Y*

HBIL-U.TO

1D
-0.10%
1M
0.03%
6M
2.17%
YTD
3.86%
1Y
6.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWIN.TO vs. HBIL-U.TO - Yearly Performance Comparison


Correlation

The correlation between CWIN.TO and HBIL-U.TO is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2025

0.05

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Return for Risk

CWIN.TO vs. HBIL-U.TO — Risk / Return Rank

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

CWIN.TO
CWIN.TO Risk / Return Rank: 9595
Overall Rank
CWIN.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CWIN.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CWIN.TO Omega Ratio Rank: 9595
Omega Ratio Rank
CWIN.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CWIN.TO Martin Ratio Rank: 9595
Martin Ratio Rank

HBIL-U.TO
HBIL-U.TO Risk / Return Rank: 8686
Overall Rank
HBIL-U.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
HBIL-U.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
HBIL-U.TO Omega Ratio Rank: 9191
Omega Ratio Rank
HBIL-U.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
HBIL-U.TO Martin Ratio Rank: 8787
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.

CWIN.TO vs. HBIL-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.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.


CWIN.TOHBIL-U.TODifference
Sharpe ratioReturn per unit of total volatility

+1.94

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.63

1.25

+0.38

Calmar ratioReturn relative to maximum drawdown

5.79

1.62

+4.17

Martin ratioReturn relative to average drawdown

21.44

4.12

+17.32

CWIN.TO vs. HBIL-U.TO - Sharpe Ratio Comparison

The current CWIN.TO Sharpe Ratio is 3.32, which is higher than the HBIL-U.TO Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of CWIN.TO and HBIL-U.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

CWIN.TO vs. HBIL-U.TO - Drawdown Comparison

The maximum CWIN.TO drawdown since its inception was -10.87%, which is greater than HBIL-U.TO's maximum drawdown of -6.68%. Use the drawdown chart below to compare losses from any high point for CWIN.TO and HBIL-U.TO.


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Drawdown Indicators


CWIN.TOHBIL-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.87%

-6.68%

-4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-4.01%

-3.14%

Current Drawdown

Current decline from peak

0.00%

-2.20%

+2.20%

Average Drawdown

Average peak-to-trough decline

-1.34%

-2.26%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.57%

+0.36%

Volatility

CWIN.TO vs. HBIL-U.TO - Volatility Comparison

HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) has a higher volatility of 2.64% compared to Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO) at 1.82%. This indicates that CWIN.TO's price experiences larger fluctuations and is considered to be riskier than HBIL-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWIN.TOHBIL-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

1.82%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

3.60%

+6.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.47%

4.68%

+7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.72%

5.85%

+7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.72%

5.85%

+7.87%

Dividends

CWIN.TO vs. HBIL-U.TO - Dividend Comparison

CWIN.TO's dividend yield for the trailing twelve months is around 3.07%, less than HBIL-U.TO's 6.75% yield.


Frequently Asked Questions


CWIN.TO and HBIL-U.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CWIN.TO is categorized as Dividend, while HBIL-U.TO is Government Bonds.

Portfolio Optimizer

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