PortfoliosLab logoPortfoliosLab logo
EBNK.TO vs. HXF.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EBNK.TO vs. HXF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.TO) and Global X S&P/TSX Capped Financials Index Corporate Class ETF (HXF.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EBNK.TO vs. HXF.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
EBNK.TO
Evolve European Banks Enhanced Yield ETF Hedged CAD
-0.96%60.13%28.78%20.83%-4.75%
HXF.TO
Global X S&P/TSX Capped Financials Index Corporate Class ETF
-1.45%35.34%30.20%12.45%-12.44%

Returns By Period

In the year-to-date period, EBNK.TO achieves a -0.96% return, which is significantly higher than HXF.TO's -1.45% return.


EBNK.TO

1D
2.78%
1M
-2.09%
YTD
-0.96%
6M
9.63%
1Y
31.35%
3Y*
33.92%
5Y*
10Y*

HXF.TO

1D
3.68%
1M
-1.96%
YTD
-1.45%
6M
9.07%
1Y
36.39%
3Y*
24.60%
5Y*
16.15%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EBNK.TO vs. HXF.TO - Expense Ratio Comparison

EBNK.TO has a 0.60% expense ratio, which is higher than HXF.TO's 0.25% expense ratio.


Return for Risk

EBNK.TO vs. HXF.TO — Risk / Return Rank

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

EBNK.TO
EBNK.TO Risk / Return Rank: 6363
Overall Rank
EBNK.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EBNK.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
EBNK.TO Omega Ratio Rank: 6161
Omega Ratio Rank
EBNK.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
EBNK.TO Martin Ratio Rank: 6868
Martin Ratio Rank

HXF.TO
HXF.TO Risk / Return Rank: 9494
Overall Rank
HXF.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
HXF.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
HXF.TO Omega Ratio Rank: 9696
Omega Ratio Rank
HXF.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
HXF.TO Martin Ratio Rank: 9393
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.

EBNK.TO vs. HXF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.TO) and Global X S&P/TSX Capped Financials Index Corporate Class ETF (HXF.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.


EBNK.TOHXF.TODifference

Sharpe ratio

Return per unit of total volatility

1.08

2.44

-1.36

Sortino ratio

Return per unit of downside risk

1.66

3.28

-1.62

Omega ratio

Gain probability vs. loss probability

1.23

1.53

-0.30

Calmar ratio

Return relative to maximum drawdown

1.80

3.59

-1.79

Martin ratio

Return relative to average drawdown

7.34

14.97

-7.62

EBNK.TO vs. HXF.TO - Sharpe Ratio Comparison

The current EBNK.TO Sharpe Ratio is 1.08, which is lower than the HXF.TO Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of EBNK.TO and HXF.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EBNK.TOHXF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

2.44

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.76

+0.07

Correlation

The correlation between EBNK.TO and HXF.TO is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EBNK.TO vs. HXF.TO - Dividend Comparison

EBNK.TO's dividend yield for the trailing twelve months is around 11.47%, while HXF.TO has not paid dividends to shareholders.


TTM2025202420232022
EBNK.TO
Evolve European Banks Enhanced Yield ETF Hedged CAD
11.47%11.05%12.56%7.32%7.52%
HXF.TO
Global X S&P/TSX Capped Financials Index Corporate Class ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

EBNK.TO vs. HXF.TO - Drawdown Comparison

The maximum EBNK.TO drawdown since its inception was -31.02%, smaller than the maximum HXF.TO drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for EBNK.TO and HXF.TO.


Loading graphics...

Drawdown Indicators


EBNK.TOHXF.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.02%

-39.77%

+8.75%

Max Drawdown (1Y)

Largest decline over 1 year

-17.39%

-10.13%

-7.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

Max Drawdown (10Y)

Largest decline over 10 years

-39.77%

Current Drawdown

Current decline from peak

-7.81%

-3.93%

-3.88%

Average Drawdown

Average peak-to-trough decline

-7.56%

-5.14%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

2.43%

+1.83%

Volatility

EBNK.TO vs. HXF.TO - Volatility Comparison

Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.TO) has a higher volatility of 9.79% compared to Global X S&P/TSX Capped Financials Index Corporate Class ETF (HXF.TO) at 6.92%. This indicates that EBNK.TO's price experiences larger fluctuations and is considered to be riskier than HXF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EBNK.TOHXF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.79%

6.92%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

15.29%

10.22%

+5.07%

Volatility (1Y)

Calculated over the trailing 1-year period

29.15%

14.98%

+14.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.06%

14.26%

+12.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

16.90%

+10.16%