ETHI.TO vs. FINN.NEO
ETHI.TO (Global X Global Sustainability Leaders Index ETF) and FINN.NEO (Fidelity Global Innovators ETF) are both Global Equities funds. Both are actively managed. Over the past 3 years, ETHI.TO returned 13.04%/yr vs 43.00%/yr for FINN.NEO. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
ETHI.TO vs. FINN.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, ETHI.TO achieves a 8.35% return, which is significantly lower than FINN.NEO's 40.98% return.
ETHI.TO
- 1D
- 0.11%
- 1M
- 2.07%
- 6M
- 8.18%
- YTD
- 8.35%
- 1Y
- 14.76%
- 3Y*
- 13.04%
- 5Y*
- 6.68%
- 10Y*
- —
FINN.NEO
- 1D
- 0.74%
- 1M
- -0.97%
- 6M
- 33.95%
- YTD
- 40.98%
- 1Y
- 58.67%
- 3Y*
- 43.00%
- 5Y*
- —
- 10Y*
- —
ETHI.TO vs. FINN.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ETHI.TO Global X Global Sustainability Leaders Index ETF | 8.35% | 8.90% | 15.46% | 14.23% |
FINN.NEO Fidelity Global Innovators ETF | 40.98% | 20.61% | 58.65% | 21.40% |
Correlation
The correlation between ETHI.TO and FINN.NEO is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 19, 2023 | 0.57 |
The correlation between ETHI.TO and FINN.NEO has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.
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Return for Risk
ETHI.TO vs. FINN.NEO — Risk / Return Rank
ETHI.TO
FINN.NEO
ETHI.TO vs. FINN.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Global Sustainability Leaders Index ETF (ETHI.TO) and Fidelity Global Innovators ETF (FINN.NEO). 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.
| ETHI.TO | FINN.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.42 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 4.94 | -3.66 |
| Martin ratioReturn relative to average drawdown | 4.64 | 15.51 | -10.87 |
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Drawdowns
ETHI.TO vs. FINN.NEO - Drawdown Comparison
The maximum ETHI.TO drawdown since its inception was -32.78%, which is greater than FINN.NEO's maximum drawdown of -25.66%. Use the drawdown chart below to compare losses from any high point for ETHI.TO and FINN.NEO.
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Drawdown Indicators
| ETHI.TO | FINN.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.78% | -25.66% | -7.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.59% | -11.94% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -19.07% | -25.66% | +6.59% |
Max Drawdown (5Y)Largest decline over 5 years | -31.97% | — | — |
Current DrawdownCurrent decline from peak | -0.35% | -2.91% | +2.56% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -3.97% | -2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.79% | -0.60% |
Volatility
ETHI.TO vs. FINN.NEO - Volatility Comparison
The current volatility for Global X Global Sustainability Leaders Index ETF (ETHI.TO) is 3.72%, while Fidelity Global Innovators ETF (FINN.NEO) has a volatility of 6.08%. This indicates that ETHI.TO experiences smaller price fluctuations and is considered to be less risky than FINN.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETHI.TO | FINN.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 6.08% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 11.35% | 20.03% | -8.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 24.62% | -10.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 22.37% | -5.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.96% | 22.37% | -2.41% |
Dividends
ETHI.TO vs. FINN.NEO - Dividend Comparison
ETHI.TO's dividend yield for the trailing twelve months is around 0.80%, while FINN.NEO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ETHI.TO Global X Global Sustainability Leaders Index ETF | 0.80% | 0.99% | 0.82% | 1.06% | 1.09% | 1.22% | 0.84% | 0.64% |
FINN.NEO Fidelity Global Innovators ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ETHI.TO and FINN.NEO have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Global X and Fidelity.
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