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GLDU.TO vs. HOU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDU.TO vs. HOU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro Gold Bullion 2x Daily Bull ETF (GLDU.TO) and BetaPro Crude Oil Leveraged Daily Bull ETF (HOU.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLDU.TO achieves a -23.34% return, which is significantly lower than HOU.TO's 110.15% return. Over the past 10 years, GLDU.TO has outperformed HOU.TO with an annualized return of 11.31%, while HOU.TO has yielded a comparatively lower -28.65% annualized return.


GLDU.TO

1D
1.70%
1M
-11.54%
6M
-31.74%
YTD
-23.34%
1Y
18.67%
3Y*
36.75%
5Y*
20.24%
10Y*
11.31%

HOU.TO

1D
7.53%
1M
15.26%
6M
97.11%
YTD
110.15%
1Y
63.82%
3Y*
13.67%
5Y*
9.40%
10Y*
-28.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDU.TO vs. HOU.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLDU.TO
BetaPro Gold Bullion 2x Daily Bull ETF
-23.34%128.66%42.19%13.27%-9.80%-14.02%35.05%29.13%-10.69%19.42%
HOU.TO
BetaPro Crude Oil Leveraged Daily Bull ETF
110.15%-29.90%9.54%-26.61%21.66%115.44%-98.65%45.25%-45.81%-5.96%

Correlation

The correlation between GLDU.TO and HOU.TO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2008

0.16

The correlation between GLDU.TO and HOU.TO shifts across timeframes, from -0.13 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GLDU.TO vs. HOU.TO — Risk / Return Rank

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

GLDU.TO
GLDU.TO Risk / Return Rank: 1717
Overall Rank
GLDU.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
GLDU.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
GLDU.TO Omega Ratio Rank: 2121
Omega Ratio Rank
GLDU.TO Calmar Ratio Rank: 1515
Calmar Ratio Rank
GLDU.TO Martin Ratio Rank: 1414
Martin Ratio Rank

HOU.TO
HOU.TO Risk / Return Rank: 3131
Overall Rank
HOU.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
HOU.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
HOU.TO Omega Ratio Rank: 3535
Omega Ratio Rank
HOU.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
HOU.TO Martin Ratio Rank: 2626
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.

GLDU.TO vs. HOU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro Gold Bullion 2x Daily Bull ETF (GLDU.TO) and BetaPro Crude Oil Leveraged Daily Bull ETF (HOU.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.


GLDU.TOHOU.TODifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.11

1.19

-0.08

Calmar ratioReturn relative to maximum drawdown

0.37

1.17

-0.80

Martin ratioReturn relative to average drawdown

0.81

2.68

-1.88

GLDU.TO vs. HOU.TO - Sharpe Ratio Comparison

The current GLDU.TO Sharpe Ratio is 0.34, which is lower than the HOU.TO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of GLDU.TO and HOU.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

GLDU.TO vs. HOU.TO - Drawdown Comparison

The maximum GLDU.TO drawdown since its inception was -77.99%, smaller than the maximum HOU.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for GLDU.TO and HOU.TO.


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Drawdown Indicators


GLDU.TOHOU.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.99%

-100.00%

+22.01%

Max Drawdown (1Y)

Largest decline over 1 year

-50.96%

-54.70%

+3.74%

Max Drawdown (3Y)

Largest decline over 3 years

-50.96%

-57.99%

+7.03%

Max Drawdown (5Y)

Largest decline over 5 years

-50.96%

-76.60%

+25.64%

Max Drawdown (10Y)

Largest decline over 10 years

-50.96%

-99.64%

+48.68%

Current Drawdown

Current decline from peak

-50.13%

-100.00%

+49.87%

Average Drawdown

Average peak-to-trough decline

-48.82%

-95.65%

+46.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.24%

23.86%

-0.62%

Volatility

GLDU.TO vs. HOU.TO - Volatility Comparison

The current volatility for BetaPro Gold Bullion 2x Daily Bull ETF (GLDU.TO) is 13.37%, while BetaPro Crude Oil Leveraged Daily Bull ETF (HOU.TO) has a volatility of 27.04%. This indicates that GLDU.TO experiences smaller price fluctuations and is considered to be less risky than HOU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDU.TOHOU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.37%

27.04%

-13.67%

Volatility (6M)

Calculated over the trailing 6-month period

48.73%

79.43%

-30.70%

Volatility (1Y)

Calculated over the trailing 1-year period

55.41%

87.19%

-31.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.18%

75.38%

-38.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.87%

79.48%

-46.61%

Dividends

GLDU.TO vs. HOU.TO - Dividend Comparison

Neither GLDU.TO nor HOU.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLDU.TO and HOU.TO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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