PortfoliosLab logoPortfoliosLab logo
HAZ.TO vs. BDIV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAZ.TO vs. BDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Active Global Dividend ETF (HAZ.TO) and Brompton Global Dividend Growth ETF (BDIV.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HAZ.TO achieves a 14.39% return, which is significantly higher than BDIV.TO's 9.72% return.


HAZ.TO

1D
0.24%
1M
2.03%
6M
11.72%
YTD
14.39%
1Y
22.22%
3Y*
18.40%
5Y*
13.75%
10Y*
11.16%

BDIV.TO

1D
-1.09%
1M
-0.66%
6M
7.02%
YTD
9.72%
1Y
19.43%
3Y*
19.52%
5Y*
10.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAZ.TO vs. BDIV.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HAZ.TO
Global X Active Global Dividend ETF
14.39%7.49%25.38%17.61%-8.86%27.34%7.50%15.27%-0.73%
BDIV.TO
Brompton Global Dividend Growth ETF
9.72%18.14%25.34%11.23%-16.24%22.15%-0.56%22.02%-6.67%

Correlation

The correlation between HAZ.TO and BDIV.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.41

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

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2018

0.40

The correlation between HAZ.TO and BDIV.TO shifts across timeframes, from 0.31 (1 year) to 0.44 (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

HAZ.TO vs. BDIV.TO — Risk / Return Rank

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

HAZ.TO
HAZ.TO Risk / Return Rank: 8585
Overall Rank
HAZ.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HAZ.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
HAZ.TO Omega Ratio Rank: 8181
Omega Ratio Rank
HAZ.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
HAZ.TO Martin Ratio Rank: 8686
Martin Ratio Rank

BDIV.TO
BDIV.TO Risk / Return Rank: 6161
Overall Rank
BDIV.TO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BDIV.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
BDIV.TO Omega Ratio Rank: 6161
Omega Ratio Rank
BDIV.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
BDIV.TO Martin Ratio Rank: 6666
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.

HAZ.TO vs. BDIV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Active Global Dividend ETF (HAZ.TO) and Brompton Global Dividend Growth ETF (BDIV.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.


HAZ.TOBDIV.TODifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.38

1.30

+0.08

Calmar ratioReturn relative to maximum drawdown

4.08

2.14

+1.93

Martin ratioReturn relative to average drawdown

14.19

9.24

+4.95

HAZ.TO vs. BDIV.TO - Sharpe Ratio Comparison

The current HAZ.TO Sharpe Ratio is 2.17, which is higher than the BDIV.TO Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of HAZ.TO and BDIV.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...

Drawdowns

HAZ.TO vs. BDIV.TO - Drawdown Comparison

The maximum HAZ.TO drawdown since its inception was -25.55%, smaller than the maximum BDIV.TO drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for HAZ.TO and BDIV.TO.


Loading charts...

Drawdown Indicators


HAZ.TOBDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.55%

-36.44%

+10.89%

Max Drawdown (1Y)

Largest decline over 1 year

-5.48%

-9.11%

+3.63%

Max Drawdown (3Y)

Largest decline over 3 years

-14.09%

-13.65%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-18.07%

-24.34%

+6.27%

Max Drawdown (10Y)

Largest decline over 10 years

-25.55%

Current Drawdown

Current decline from peak

-1.05%

-3.43%

+2.38%

Average Drawdown

Average peak-to-trough decline

-3.22%

-6.57%

+3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

2.11%

-0.54%

Volatility

HAZ.TO vs. BDIV.TO - Volatility Comparison

The current volatility for Global X Active Global Dividend ETF (HAZ.TO) is 2.44%, while Brompton Global Dividend Growth ETF (BDIV.TO) has a volatility of 4.08%. This indicates that HAZ.TO experiences smaller price fluctuations and is considered to be less risky than BDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HAZ.TOBDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.44%

4.08%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

10.06%

-2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

10.27%

11.94%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.15%

14.73%

-2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.28%

18.70%

-4.42%

Dividends

HAZ.TO vs. BDIV.TO - Dividend Comparison

HAZ.TO's dividend yield for the trailing twelve months is around 1.25%, less than BDIV.TO's 5.80% yield.


PositionTTM20252024202320222021202020192018201720162015
BDIV.TO
Brompton Global Dividend Growth ETF
5.80%6.05%6.43%7.21%7.11%5.30%6.12%5.23%0.00%0.00%0.00%0.00%
HAZ.TO
Global X Active Global Dividend ETF
1.25%1.48%0.96%1.78%3.40%1.71%1.93%2.27%2.31%2.20%2.40%2.51%

Frequently Asked Questions


HAZ.TO and BDIV.TO have a correlation of 0.31, 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 Brompton.

Portfolio Optimizer

Find the right allocation for HAZ.TO and BDIV.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