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HBA.TO vs. EBNK.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HBA.TO vs. EBNK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Australian Bank Equal-Weight Index ETF (HBA.TO) and Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.TO). The values are adjusted to include any dividend payments, if applicable.

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HBA.TO vs. EBNK.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
HBA.TO
Hamilton Australian Bank Equal-Weight Index ETF
0.36%13.01%30.43%12.29%-1.06%
EBNK.TO
Evolve European Banks Enhanced Yield ETF Hedged CAD
-4.60%60.13%28.78%20.83%-4.75%

Returns By Period

In the year-to-date period, HBA.TO achieves a 0.36% return, which is significantly higher than EBNK.TO's -4.60% return.


HBA.TO

1D
-0.07%
1M
-8.86%
YTD
0.36%
6M
0.66%
1Y
18.74%
3Y*
19.43%
5Y*
13.44%
10Y*

EBNK.TO

1D
1.86%
1M
-7.58%
YTD
-4.60%
6M
6.07%
1Y
26.42%
3Y*
32.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HBA.TO vs. EBNK.TO - Expense Ratio Comparison


Return for Risk

HBA.TO vs. EBNK.TO — Risk / Return Rank

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

HBA.TO
HBA.TO Risk / Return Rank: 5454
Overall Rank
HBA.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HBA.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
HBA.TO Omega Ratio Rank: 4747
Omega Ratio Rank
HBA.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
HBA.TO Martin Ratio Rank: 4747
Martin Ratio Rank

EBNK.TO
EBNK.TO Risk / Return Rank: 5858
Overall Rank
EBNK.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EBNK.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
EBNK.TO Omega Ratio Rank: 5656
Omega Ratio Rank
EBNK.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
EBNK.TO Martin Ratio Rank: 6363
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.

HBA.TO vs. EBNK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Australian Bank Equal-Weight Index ETF (HBA.TO) and Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.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.


HBA.TOEBNK.TODifference

Sharpe ratio

Return per unit of total volatility

1.00

0.92

+0.08

Sortino ratio

Return per unit of downside risk

1.42

1.46

-0.04

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.85

1.50

+0.35

Martin ratio

Return relative to average drawdown

4.60

6.16

-1.56

HBA.TO vs. EBNK.TO - Sharpe Ratio Comparison

The current HBA.TO Sharpe Ratio is 1.00, which is comparable to the EBNK.TO Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of HBA.TO and EBNK.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


HBA.TOEBNK.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.92

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.79

+0.21

Correlation

The correlation between HBA.TO and EBNK.TO is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HBA.TO vs. EBNK.TO - Dividend Comparison

HBA.TO's dividend yield for the trailing twelve months is around 3.07%, less than EBNK.TO's 10.81% yield.


TTM202520242023202220212020
HBA.TO
Hamilton Australian Bank Equal-Weight Index ETF
3.07%4.11%4.45%6.67%8.56%5.81%2.66%
EBNK.TO
Evolve European Banks Enhanced Yield ETF Hedged CAD
10.81%11.05%12.56%7.32%7.52%0.00%0.00%

Drawdowns

HBA.TO vs. EBNK.TO - Drawdown Comparison

The maximum HBA.TO drawdown since its inception was -21.15%, smaller than the maximum EBNK.TO drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for HBA.TO and EBNK.TO.


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Drawdown Indicators


HBA.TOEBNK.TODifference

Max Drawdown

Largest peak-to-trough decline

-21.15%

-31.02%

+9.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-17.39%

+7.22%

Max Drawdown (5Y)

Largest decline over 5 years

-21.15%

Current Drawdown

Current decline from peak

-10.17%

-11.20%

+1.03%

Average Drawdown

Average peak-to-trough decline

-4.46%

-7.56%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

4.24%

-0.16%

Volatility

HBA.TO vs. EBNK.TO - Volatility Comparison

The current volatility for Hamilton Australian Bank Equal-Weight Index ETF (HBA.TO) is 4.78%, while Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.TO) has a volatility of 9.36%. This indicates that HBA.TO experiences smaller price fluctuations and is considered to be less risky than EBNK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBA.TOEBNK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

9.36%

-4.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

14.91%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

28.95%

-10.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

27.02%

-9.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

27.02%

-8.85%