PortfoliosLab logoPortfoliosLab logo
HAL.TO vs. XCV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAL.TO vs. XCV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Active Canadian Dividend ETF (HAL.TO) and iShares Canadian Value Index ETF (XCV.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HAL.TO achieves a 17.28% return, which is significantly lower than XCV.TO's 19.17% return. Over the past 10 years, HAL.TO has underperformed XCV.TO with an annualized return of 11.69%, while XCV.TO has yielded a comparatively higher 13.20% annualized return.


HAL.TO

1D
1.49%
1M
3.85%
YTD
17.28%
6M
20.97%
1Y
42.29%
3Y*
21.26%
5Y*
14.92%
10Y*
11.69%

XCV.TO

1D
-0.02%
1M
4.70%
YTD
19.17%
6M
19.26%
1Y
44.26%
3Y*
27.30%
5Y*
17.83%
10Y*
13.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAL.TO vs. XCV.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAL.TO
Global X Active Canadian Dividend ETF
17.28%24.60%21.69%-0.73%3.43%21.17%-2.64%25.04%-6.22%7.10%
XCV.TO
iShares Canadian Value Index ETF
19.17%32.17%21.26%9.47%1.87%32.71%-2.56%18.02%-11.15%8.75%

Correlation

The correlation between HAL.TO and XCV.TO is 0.62, 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

0.62

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

0.71

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

0.78

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

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2010

0.57

The correlation between HAL.TO and XCV.TO shifts across timeframes, from 0.57 (all time) to 0.78 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HAL.TO vs. XCV.TO — Risk / Return Rank

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

HAL.TO
HAL.TO Risk / Return Rank: 9696
Overall Rank
HAL.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HAL.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
HAL.TO Omega Ratio Rank: 9797
Omega Ratio Rank
HAL.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
HAL.TO Martin Ratio Rank: 9696
Martin Ratio Rank

XCV.TO
XCV.TO Risk / Return Rank: 9797
Overall Rank
XCV.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XCV.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
XCV.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XCV.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
XCV.TO Martin Ratio Rank: 9797
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.

HAL.TO vs. XCV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Active Canadian Dividend ETF (HAL.TO) and iShares Canadian Value Index ETF (XCV.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.


HAL.TOXCV.TODifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.93

2.03

-0.10

Calmar ratioReturn relative to maximum drawdown

8.26

11.53

-3.27

Martin ratioReturn relative to average drawdown

37.67

43.47

-5.79

HAL.TO vs. XCV.TO - Sharpe Ratio Comparison

The current HAL.TO Sharpe Ratio is 4.46, which is comparable to the XCV.TO Sharpe Ratio of 4.97. The chart below compares the historical Sharpe Ratios of HAL.TO and XCV.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.


Loading charts...

Sharpe Ratios by Period


HAL.TOXCV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.46

4.97

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

1.39

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.85

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.54

+0.25

Drawdowns

HAL.TO vs. XCV.TO - Drawdown Comparison

The maximum HAL.TO drawdown since its inception was -39.70%, smaller than the maximum XCV.TO drawdown of -52.49%. Use the drawdown chart below to compare losses from any high point for HAL.TO and XCV.TO.


Loading charts...

Drawdown Indicators


HAL.TOXCV.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.70%

-52.49%

+12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-5.15%

-3.86%

-1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-12.44%

-9.71%

-2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-16.43%

-18.08%

+1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-39.70%

-41.18%

+1.48%

Current Drawdown

Current decline from peak

0.00%

-0.89%

+0.89%

Average Drawdown

Average peak-to-trough decline

-4.19%

-6.67%

+2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

1.02%

+0.11%

Volatility

HAL.TO vs. XCV.TO - Volatility Comparison

The current volatility for Global X Active Canadian Dividend ETF (HAL.TO) is 2.48%, while iShares Canadian Value Index ETF (XCV.TO) has a volatility of 3.27%. This indicates that HAL.TO experiences smaller price fluctuations and is considered to be less risky than XCV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HAL.TOXCV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

3.27%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

7.65%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

9.53%

8.96%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.36%

12.87%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

15.54%

-0.69%

HAL.TO vs. XCV.TO - Expense Ratio Comparison

HAL.TO has a 0.67% expense ratio, which is higher than XCV.TO's 0.55% expense ratio.


Dividends

HAL.TO vs. XCV.TO - Dividend Comparison

HAL.TO's dividend yield for the trailing twelve months is around 1.97%, less than XCV.TO's 2.29% yield.


PositionTTM20252024202320222021202020192018201720162015
HAL.TO
Global X Active Canadian Dividend ETF
1.97%2.37%2.79%3.60%4.84%2.99%3.56%2.96%3.43%3.17%2.84%3.19%
XCV.TO
iShares Canadian Value Index ETF
2.29%2.71%3.72%3.88%3.18%2.11%3.35%3.06%3.13%2.40%2.50%3.14%

Frequently Asked Questions


HAL.TO and XCV.TO have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCV.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCV.TO is cheaper with a 0.55% expense ratio, compared with 0.67% for HAL.TO.

They also come from different issuers: Global X and iShares. Their fees differ too: 0.67% for HAL.TO and 0.55% for XCV.TO.

Portfolio Optimizer

Find the right allocation for HAL.TO and XCV.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer