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HBB.TO vs. HXT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBB.TO vs. HXT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Canadian Select Universe Bond Index Corporate Class ETF (HBB.TO) and Global X S&P/TSX 60 Corporate Class ETF (HXT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HBB.TO achieves a 1.48% return, which is significantly lower than HXT.TO's 10.03% return. Over the past 10 years, HBB.TO has underperformed HXT.TO with an annualized return of 1.30%, while HXT.TO has yielded a comparatively higher 12.71% annualized return.


HBB.TO

1D
-0.04%
1M
1.71%
YTD
1.48%
6M
0.58%
1Y
2.70%
3Y*
3.63%
5Y*
0.33%
10Y*
1.30%

HXT.TO

1D
-0.87%
1M
3.51%
YTD
10.03%
6M
12.04%
1Y
31.51%
3Y*
22.48%
5Y*
14.43%
10Y*
12.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBB.TO vs. HXT.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HBB.TO
Global X Canadian Select Universe Bond Index Corporate Class ETF
1.48%1.84%3.96%5.76%-11.94%-2.35%8.33%5.81%1.19%1.98%
HXT.TO
Global X S&P/TSX 60 Corporate Class ETF
10.03%28.74%20.94%12.02%-6.27%28.11%5.36%22.18%-7.89%9.77%

Correlation

The correlation between HBB.TO and HXT.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.26

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

0.15

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

0.04

Correlation (All Time)
Calculated using the full available price history since May 9, 2014

0.02

Over the past year, HBB.TO and HXT.TO have become more correlated (0.27) than their long-term average of 0.02, meaning their price movements have been converging.

HBB.TO vs. HXT.TO - Sectors Allocation Comparison


Sectors
HBB.TO
HXT.TO

Real Estate

9.1%
0.5%

Basic Materials

-

12.6%

Communication Services

-

2.4%

Consumer Cyclical

-

3.9%

Consumer Defensive

-

3.6%

Energy

-

15.9%

Financial Services

-

37.3%

Healthcare

-

-

Industrials

-

8.9%

Technology

-

12.0%

Utilities

-

2.9%

Real Estate

HBB.TO
9.1%
HXT.TO
0.5%

Basic Materials

HBB.TO

-

HXT.TO
12.6%

Communication Services

HBB.TO

-

HXT.TO
2.4%

Consumer Cyclical

HBB.TO

-

HXT.TO
3.9%

Consumer Defensive

HBB.TO

-

HXT.TO
3.6%

Energy

HBB.TO

-

HXT.TO
15.9%

Financial Services

HBB.TO

-

HXT.TO
37.3%

Healthcare

HBB.TO

-

HXT.TO

-

Industrials

HBB.TO

-

HXT.TO
8.9%

Technology

HBB.TO

-

HXT.TO
12.0%

Utilities

HBB.TO

-

HXT.TO
2.9%

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Return for Risk

HBB.TO vs. HXT.TO — Risk / Return Rank

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

HBB.TO
HBB.TO Risk / Return Rank: 1919
Overall Rank
HBB.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HBB.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
HBB.TO Omega Ratio Rank: 1818
Omega Ratio Rank
HBB.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
HBB.TO Martin Ratio Rank: 1919
Martin Ratio Rank

HXT.TO
HXT.TO Risk / Return Rank: 8181
Overall Rank
HXT.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
HXT.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
HXT.TO Omega Ratio Rank: 8080
Omega Ratio Rank
HXT.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
HXT.TO Martin Ratio Rank: 8787
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.

HBB.TO vs. HXT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Canadian Select Universe Bond Index Corporate Class ETF (HBB.TO) and Global X S&P/TSX 60 Corporate Class ETF (HXT.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.


HBB.TOHXT.TODifference
Sharpe ratioReturn per unit of total volatility

-2.09

Sortino ratioReturn per unit of downside risk

-2.78

Omega ratioGain probability vs. loss probability

1.11

1.49

-0.38

Calmar ratioReturn relative to maximum drawdown

0.97

4.11

-3.14

Martin ratioReturn relative to average drawdown

2.20

19.10

-16.91

HBB.TO vs. HXT.TO - Sharpe Ratio Comparison

The current HBB.TO Sharpe Ratio is 0.61, which is lower than the HXT.TO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of HBB.TO and HXT.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.


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Sharpe Ratios by Period


HBB.TOHXT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

2.70

-2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

1.14

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.84

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.70

-0.40

Drawdowns

HBB.TO vs. HXT.TO - Drawdown Comparison

The maximum HBB.TO drawdown since its inception was -18.23%, smaller than the maximum HXT.TO drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for HBB.TO and HXT.TO.


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Drawdown Indicators


HBB.TOHXT.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.23%

-35.48%

+17.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-7.71%

+4.93%

Max Drawdown (3Y)

Largest decline over 3 years

-5.56%

-12.36%

+6.80%

Max Drawdown (5Y)

Largest decline over 5 years

-16.19%

-16.33%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-18.23%

-35.48%

+17.25%

Current Drawdown

Current decline from peak

-2.97%

-0.87%

-2.10%

Average Drawdown

Average peak-to-trough decline

-4.58%

-4.66%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.65%

-0.42%

Volatility

HBB.TO vs. HXT.TO - Volatility Comparison

The current volatility for Global X Canadian Select Universe Bond Index Corporate Class ETF (HBB.TO) is 1.58%, while Global X S&P/TSX 60 Corporate Class ETF (HXT.TO) has a volatility of 3.25%. This indicates that HBB.TO experiences smaller price fluctuations and is considered to be less risky than HXT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBB.TOHXT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

3.25%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

3.43%

9.32%

-5.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.44%

11.71%

-7.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.54%

12.76%

-6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.09%

15.17%

-8.08%

HBB.TO vs. HXT.TO - Expense Ratio Comparison

HBB.TO has a 0.09% expense ratio, which is higher than HXT.TO's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HBB.TO vs. HXT.TO - Dividend Comparison

Neither HBB.TO nor HXT.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HBB.TO and HXT.TO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HXT.TO is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HXT.TO is cheaper with a 0.07% expense ratio, compared with 0.09% for HBB.TO.

HBB.TO is categorized as Total Bond Market, while HXT.TO is Canada Equities. HBB.TO tracks Solactive Canadian Select Universe Bond, while HXT.TO tracks S&P/TSX 60 Index. Their fees differ too: 0.09% for HBB.TO and 0.07% for HXT.TO.

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