CWIN.TO vs. HEQL.TO
Compare and contrast key facts about HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) and Global X Enhanced All-Equity Asset Allocation ETF CAD (HEQL.TO).
CWIN.TO and HEQL.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CWIN.TO is a passively managed fund by Hamilton that tracks the performance of the Solactive Canada Dividend Elite Champions Index. It was launched on Jan 27, 2025. HEQL.TO is an actively managed fund by Global X. It was launched on Oct 10, 2023.
Performance
CWIN.TO vs. HEQL.TO - Performance Comparison
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CWIN.TO vs. HEQL.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CWIN.TO HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units | 7.09% | 25.14% |
HEQL.TO Global X Enhanced All-Equity Asset Allocation ETF CAD | 0.05% | 18.26% |
Returns By Period
In the year-to-date period, CWIN.TO achieves a 7.09% return, which is significantly higher than HEQL.TO's 0.05% return.
CWIN.TO
- 1D
- 0.05%
- 1M
- -5.88%
- YTD
- 7.09%
- 6M
- 12.26%
- 1Y
- 30.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HEQL.TO
- 1D
- 3.03%
- 1M
- -5.59%
- YTD
- 0.05%
- 6M
- 3.41%
- 1Y
- 23.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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CWIN.TO vs. HEQL.TO - Expense Ratio Comparison
CWIN.TO has a 0.65% expense ratio, which is lower than HEQL.TO's 1.46% expense ratio.
Return for Risk
CWIN.TO vs. HEQL.TO — Risk / Return Rank
CWIN.TO
HEQL.TO
CWIN.TO vs. HEQL.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 Global X Enhanced All-Equity Asset Allocation ETF CAD (HEQL.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.
| CWIN.TO | HEQL.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 1.24 | +0.88 |
Sortino ratioReturn per unit of downside risk | 2.80 | 1.82 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.26 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.98 | 0.89 | +2.09 |
Martin ratioReturn relative to average drawdown | 14.03 | 3.82 | +10.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CWIN.TO | HEQL.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.24 | +0.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.02 | 1.70 | +0.31 |
Correlation
The correlation between CWIN.TO and HEQL.TO is 0.44, 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
CWIN.TO vs. HEQL.TO - Dividend Comparison
CWIN.TO's dividend yield for the trailing twelve months is around 3.04%, more than HEQL.TO's 1.67% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CWIN.TO HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units | 3.04% | 3.21% | 0.00% | 0.00% |
HEQL.TO Global X Enhanced All-Equity Asset Allocation ETF CAD | 1.67% | 1.82% | 1.75% | 0.55% |
Drawdowns
CWIN.TO vs. HEQL.TO - Drawdown Comparison
The maximum CWIN.TO drawdown since its inception was -10.87%, smaller than the maximum HEQL.TO drawdown of -19.86%. Use the drawdown chart below to compare losses from any high point for CWIN.TO and HEQL.TO.
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Drawdown Indicators
| CWIN.TO | HEQL.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.87% | -19.86% | +8.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -15.14% | +4.27% |
Current DrawdownCurrent decline from peak | -6.01% | -6.79% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -1.40% | -1.91% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 4.63% | -2.32% |
Volatility
CWIN.TO vs. HEQL.TO - Volatility Comparison
The current volatility for HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) is 4.75%, while Global X Enhanced All-Equity Asset Allocation ETF CAD (HEQL.TO) has a volatility of 7.68%. This indicates that CWIN.TO experiences smaller price fluctuations and is considered to be less risky than HEQL.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.TO | HEQL.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 7.68% | -2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 12.31% | -2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 21.32% | -6.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 18.57% | -4.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.17% | 18.57% | -4.40% |