ESG.TO vs. HIU.TO
Compare and contrast key facts about Invesco S&P 500 ESG Index ETF (ESG.TO) and BetaPro S&P 500 Daily Inverse ETF (HIU.TO).
ESG.TO and HIU.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESG.TO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight ESG Leaders Select Index. It was launched on Mar 5, 2020. HIU.TO is a passively managed fund by Global X that tracks the performance of the S&P 500 Index. It was launched on Feb 3, 2010. Both ESG.TO and HIU.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESG.TO vs. HIU.TO - Performance Comparison
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ESG.TO vs. HIU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESG.TO Invesco S&P 500 ESG Index ETF | -3.46% | 10.99% | 33.33% | 25.19% | -14.05% | 32.71% | 19.30% |
HIU.TO BetaPro S&P 500 Daily Inverse ETF | 8.11% | -13.79% | -14.77% | -15.60% | 19.13% | -24.53% | -28.79% |
Returns By Period
In the year-to-date period, ESG.TO achieves a -3.46% return, which is significantly lower than HIU.TO's 8.11% return.
ESG.TO
- 1D
- 3.05%
- 1M
- -3.23%
- YTD
- -3.46%
- 6M
- -2.19%
- 1Y
- 14.25%
- 3Y*
- 18.23%
- 5Y*
- 14.03%
- 10Y*
- —
HIU.TO
- 1D
- 0.39%
- 1M
- 8.33%
- YTD
- 8.11%
- 6M
- 5.99%
- 1Y
- -11.39%
- 3Y*
- -10.68%
- 5Y*
- -8.37%
- 10Y*
- -12.48%
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ESG.TO vs. HIU.TO - Expense Ratio Comparison
ESG.TO has a 0.20% expense ratio, which is lower than HIU.TO's 1.75% expense ratio.
Return for Risk
ESG.TO vs. HIU.TO — Risk / Return Rank
ESG.TO
HIU.TO
ESG.TO vs. HIU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 ESG Index ETF (ESG.TO) and BetaPro S&P 500 Daily Inverse ETF (HIU.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.
| ESG.TO | HIU.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | -0.66 | +1.44 |
Sortino ratioReturn per unit of downside risk | 1.19 | -0.83 | +2.02 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.88 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | -0.36 | +1.45 |
Martin ratioReturn relative to average drawdown | 3.97 | -0.44 | +4.42 |
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
| ESG.TO | HIU.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | -0.66 | +1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | -0.50 | +1.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | -0.75 | +1.72 |
Correlation
The correlation between ESG.TO and HIU.TO is -0.72. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
ESG.TO vs. HIU.TO - Dividend Comparison
ESG.TO's dividend yield for the trailing twelve months is around 0.87%, while HIU.TO has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESG.TO Invesco S&P 500 ESG Index ETF | 0.87% | 0.85% | 0.92% | 1.11% | 1.38% | 1.11% | 0.95% |
HIU.TO BetaPro S&P 500 Daily Inverse ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ESG.TO vs. HIU.TO - Drawdown Comparison
The maximum ESG.TO drawdown since its inception was -22.31%, smaller than the maximum HIU.TO drawdown of -91.37%. Use the drawdown chart below to compare losses from any high point for ESG.TO and HIU.TO.
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Drawdown Indicators
| ESG.TO | HIU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.31% | -91.37% | +69.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.02% | -28.20% | +15.18% |
Max Drawdown (5Y)Largest decline over 5 years | -22.31% | -43.31% | +21.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -76.72% | — |
Current DrawdownCurrent decline from peak | -6.93% | -90.49% | +83.56% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -66.08% | +61.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 22.81% | -19.24% |
Volatility
ESG.TO vs. HIU.TO - Volatility Comparison
Invesco S&P 500 ESG Index ETF (ESG.TO) has a higher volatility of 5.29% compared to BetaPro S&P 500 Daily Inverse ETF (HIU.TO) at 4.27%. This indicates that ESG.TO's price experiences larger fluctuations and is considered to be riskier than HIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESG.TO | HIU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.27% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 9.26% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 18.22% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 16.92% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 18.11% | -1.66% |