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HBGD.TO vs. FIXT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HBGD.TO vs. FIXT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Big Data & Hardware Index ETF (HBGD.TO) and Procure Disaster Recovery Strategy ETF (FIXT). The values are adjusted to include any dividend payments, if applicable.

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HBGD.TO vs. FIXT - Yearly Performance Comparison


Different Trading Currencies

HBGD.TO is traded in CAD, while FIXT is traded in USD. To make them comparable, the FIXT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HBGD.TO achieves a -0.49% return, which is significantly lower than FIXT's 1.41% return.


HBGD.TO

1D
1.84%
1M
-11.13%
YTD
-0.49%
6M
5.49%
1Y
84.40%
3Y*
43.43%
5Y*
38.80%
10Y*

FIXT

1D
0.24%
1M
-0.11%
YTD
1.41%
6M
0.96%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HBGD.TO vs. FIXT - Expense Ratio Comparison

HBGD.TO has a 0.64% expense ratio, which is lower than FIXT's 0.75% expense ratio.


Return for Risk

HBGD.TO vs. FIXT — Risk / Return Rank

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

HBGD.TO
HBGD.TO Risk / Return Rank: 9090
Overall Rank
HBGD.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HBGD.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
HBGD.TO Omega Ratio Rank: 8585
Omega Ratio Rank
HBGD.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
HBGD.TO Martin Ratio Rank: 8787
Martin Ratio Rank

FIXT
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.

HBGD.TO vs. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Big Data & Hardware Index ETF (HBGD.TO) and Procure Disaster Recovery Strategy ETF (FIXT). 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.


HBGD.TOFIXTDifference

Sharpe ratio

Return per unit of total volatility

2.12

Sortino ratio

Return per unit of downside risk

2.69

Omega ratio

Gain probability vs. loss probability

1.34

Calmar ratio

Return relative to maximum drawdown

3.68

Martin ratio

Return relative to average drawdown

10.78

HBGD.TO vs. FIXT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HBGD.TOFIXTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.77

1.71

-2.48

Correlation

The correlation between HBGD.TO and FIXT is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

HBGD.TO vs. FIXT - Dividend Comparison

HBGD.TO's dividend yield for the trailing twelve months is around 0.39%, less than FIXT's 4.22% yield.


TTM20252024202320222021202020192018
HBGD.TO
Global X Big Data & Hardware Index ETF
0.39%0.39%0.53%0.64%1.22%0.83%0.32%1.52%0.68%
FIXT
Procure Disaster Recovery Strategy ETF
4.22%3.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HBGD.TO vs. FIXT - Drawdown Comparison

The maximum HBGD.TO drawdown since its inception was -100.00%, which is greater than FIXT's maximum drawdown of -4.12%. Use the drawdown chart below to compare losses from any high point for HBGD.TO and FIXT.


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Drawdown Indicators


HBGD.TOFIXTDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-2.79%

-97.21%

Max Drawdown (1Y)

Largest decline over 1 year

-22.09%

Max Drawdown (5Y)

Largest decline over 5 years

-63.43%

Current Drawdown

Current decline from peak

-99.98%

-2.05%

-97.93%

Average Drawdown

Average peak-to-trough decline

-99.99%

-0.47%

-99.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

Volatility

HBGD.TO vs. FIXT - Volatility Comparison


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Volatility by Period


HBGD.TOFIXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.09%

Volatility (6M)

Calculated over the trailing 6-month period

29.05%

Volatility (1Y)

Calculated over the trailing 1-year period

40.10%

5.47%

+34.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.43%

5.47%

+90.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.08%

5.47%

+82.61%