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GXDW vs. HFMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXDW vs. HFMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dorsey Wright Thematic ETF (GXDW) and Unlimited HFMF Managed Futures ETF (HFMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXDW achieves a 23.43% return, which is significantly higher than HFMF's 7.02% return.


GXDW

1D
-1.42%
1M
4.46%
YTD
23.43%
6M
17.77%
1Y
19.75%
3Y*
6.30%
5Y*
-8.13%
10Y*

HFMF

1D
-0.60%
1M
-3.41%
YTD
7.02%
6M
8.29%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXDW vs. HFMF - Yearly Performance Comparison


Correlation

The correlation between GXDW and HFMF is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.39

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Return for Risk

GXDW vs. HFMF — Risk / Return Rank

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

GXDW
GXDW Risk / Return Rank: 2121
Overall Rank
GXDW Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GXDW Sortino Ratio Rank: 2323
Sortino Ratio Rank
GXDW Omega Ratio Rank: 2323
Omega Ratio Rank
GXDW Calmar Ratio Rank: 2020
Calmar Ratio Rank
GXDW Martin Ratio Rank: 1818
Martin Ratio Rank

HFMF
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.

GXDW vs. HFMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dorsey Wright Thematic ETF (GXDW) and Unlimited HFMF Managed Futures ETF (HFMF). 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.


GXDWHFMFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

0.80

Martin ratioReturn relative to average drawdown

1.91

GXDW vs. HFMF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GXDWHFMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.94

-0.83

Drawdowns

GXDW vs. HFMF - Drawdown Comparison

The maximum GXDW drawdown since its inception was -67.81%, which is greater than HFMF's maximum drawdown of -10.44%. Use the drawdown chart below to compare losses from any high point for GXDW and HFMF.


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Drawdown Indicators


GXDWHFMFDifference

Max Drawdown

Largest peak-to-trough decline

-67.81%

-10.44%

-57.37%

Max Drawdown (1Y)

Largest decline over 1 year

-24.65%

Max Drawdown (3Y)

Largest decline over 3 years

-31.89%

Max Drawdown (5Y)

Largest decline over 5 years

-61.17%

Current Drawdown

Current decline from peak

-51.21%

-10.44%

-40.77%

Average Drawdown

Average peak-to-trough decline

-43.09%

-2.90%

-40.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.36%

Volatility

GXDW vs. HFMF - Volatility Comparison


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Volatility by Period


GXDWHFMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

Volatility (6M)

Calculated over the trailing 6-month period

19.04%

Volatility (1Y)

Calculated over the trailing 1-year period

25.56%

16.76%

+8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.63%

16.76%

+10.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.59%

16.76%

+12.83%

GXDW vs. HFMF - Expense Ratio Comparison

GXDW has a 0.50% expense ratio, which is lower than HFMF's 0.97% expense ratio.


Dividends

GXDW vs. HFMF - Dividend Comparison

GXDW's dividend yield for the trailing twelve months is around 1.14%, less than HFMF's 2.77% yield.


PositionTTM2025202420232022202120202019
GXDW
Global X Dorsey Wright Thematic ETF
1.14%1.40%1.08%1.99%1.48%1.56%0.48%0.31%
HFMF
Unlimited HFMF Managed Futures ETF
2.77%2.97%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GXDW and HFMF have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXDW is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXDW is cheaper with a 0.50% expense ratio, compared with 0.97% for HFMF.

HFMF has the higher dividend yield at 2.77%, compared with 1.14% for GXDW.

They also come from different issuers: Global X and Unlimited. Their fees differ too: 0.50% for GXDW and 0.97% for HFMF.

Portfolio Optimizer

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