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

Performance

GLDU.TO vs. HXS.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 Global X S&P 500 Index Corporate Class ETF (HXS.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
GLDU.TO
BetaPro Gold Bullion 2x Daily Bull ETF
9.50%128.66%42.19%13.27%-9.80%-14.02%35.05%29.13%-10.69%19.42%
HXS.TO
Global X S&P 500 Index Corporate Class ETF
-3.28%11.93%34.98%23.22%-12.72%27.30%15.78%24.69%3.03%13.60%

Returns By Period

In the year-to-date period, GLDU.TO achieves a 9.50% return, which is significantly higher than HXS.TO's -3.28% return. Over the past 10 years, GLDU.TO has outperformed HXS.TO with an annualized return of 17.13%, while HXS.TO has yielded a comparatively lower 14.34% annualized return.


GLDU.TO

1D
7.51%
1M
-22.65%
YTD
9.50%
6M
30.74%
1Y
82.43%
3Y*
52.61%
5Y*
31.17%
10Y*
17.13%

HXS.TO

1D
2.76%
1M
-3.20%
YTD
-3.28%
6M
-2.17%
1Y
13.01%
3Y*
18.86%
5Y*
13.61%
10Y*
14.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLDU.TO vs. HXS.TO - Expense Ratio Comparison

GLDU.TO has a 1.15% expense ratio, which is higher than HXS.TO's 0.10% expense ratio.


Return for Risk

GLDU.TO vs. HXS.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: 7676
Overall Rank
GLDU.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GLDU.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
GLDU.TO Omega Ratio Rank: 7373
Omega Ratio Rank
GLDU.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
GLDU.TO Martin Ratio Rank: 7373
Martin Ratio Rank

HXS.TO
HXS.TO Risk / Return Rank: 4545
Overall Rank
HXS.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HXS.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
HXS.TO Omega Ratio Rank: 4545
Omega Ratio Rank
HXS.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
HXS.TO Martin Ratio Rank: 4848
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. HXS.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 Global X S&P 500 Index Corporate Class ETF (HXS.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.


GLDU.TOHXS.TODifference

Sharpe ratio

Return per unit of total volatility

1.50

0.70

+0.80

Sortino ratio

Return per unit of downside risk

1.91

1.07

+0.85

Omega ratio

Gain probability vs. loss probability

1.28

1.17

+0.11

Calmar ratio

Return relative to maximum drawdown

2.29

1.16

+1.14

Martin ratio

Return relative to average drawdown

7.72

4.32

+3.40

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

The current GLDU.TO Sharpe Ratio is 1.50, which is higher than the HXS.TO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of GLDU.TO and HXS.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.


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Sharpe Ratios by Period


GLDU.TOHXS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.70

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.90

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.87

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.96

-0.73

Correlation

The correlation between GLDU.TO and HXS.TO is -0.12. 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

GLDU.TO vs. HXS.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

GLDU.TO vs. HXS.TO - Drawdown Comparison

The maximum GLDU.TO drawdown since its inception was -77.99%, which is greater than HXS.TO's maximum drawdown of -27.42%. Use the drawdown chart below to compare losses from any high point for GLDU.TO and HXS.TO.


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Drawdown Indicators


GLDU.TOHXS.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.99%

-27.42%

-50.57%

Max Drawdown (1Y)

Largest decline over 1 year

-38.13%

-12.44%

-25.69%

Max Drawdown (5Y)

Largest decline over 5 years

-41.18%

-22.63%

-18.55%

Max Drawdown (10Y)

Largest decline over 10 years

-49.01%

-27.42%

-21.59%

Current Drawdown

Current decline from peak

-28.76%

-6.22%

-22.54%

Average Drawdown

Average peak-to-trough decline

-49.03%

-3.57%

-45.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.33%

3.33%

+8.00%

Volatility

GLDU.TO vs. HXS.TO - Volatility Comparison

BetaPro Gold Bullion 2x Daily Bull ETF (GLDU.TO) has a higher volatility of 21.95% compared to Global X S&P 500 Index Corporate Class ETF (HXS.TO) at 5.16%. This indicates that GLDU.TO's price experiences larger fluctuations and is considered to be riskier than HXS.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.TOHXS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.95%

5.16%

+16.79%

Volatility (6M)

Calculated over the trailing 6-month period

48.49%

9.53%

+38.96%

Volatility (1Y)

Calculated over the trailing 1-year period

55.12%

18.62%

+36.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.85%

15.14%

+20.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.39%

16.53%

+15.86%