PortfoliosLab logoPortfoliosLab logo
HBGD.TO vs. MWOL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HBGD.TO vs. MWOL.DE - 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 Amundi Prime Global UCITS ETF Dist (MWOL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HBGD.TO vs. MWOL.DE - Yearly Performance Comparison


2026 (YTD)20252024
HBGD.TO
Global X Big Data & Hardware Index ETF
-0.49%53.48%-1.40%
MWOL.DE
Amundi Prime Global UCITS ETF Dist
-4.58%16.97%1.23%
Different Trading Currencies

HBGD.TO is traded in CAD, while MWOL.DE is traded in EUR. To make them comparable, the MWOL.DE 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 higher than MWOL.DE's -4.58% 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*

MWOL.DE

1D
0.78%
1M
-4.99%
YTD
-4.58%
6M
-1.88%
1Y
14.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


HBGD.TO vs. MWOL.DE - Expense Ratio Comparison

HBGD.TO has a 0.64% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio.


Return for Risk

HBGD.TO vs. MWOL.DE — 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

MWOL.DE
MWOL.DE Risk / Return Rank: 3131
Overall Rank
MWOL.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MWOL.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
MWOL.DE Omega Ratio Rank: 3333
Omega Ratio Rank
MWOL.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
MWOL.DE Martin Ratio Rank: 3333
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.

HBGD.TO vs. MWOL.DE - 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 Amundi Prime Global UCITS ETF Dist (MWOL.DE). 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.TOMWOL.DEDifference

Sharpe ratio

Return per unit of total volatility

2.12

0.84

+1.28

Sortino ratio

Return per unit of downside risk

2.69

1.21

+1.48

Omega ratio

Gain probability vs. loss probability

1.34

1.18

+0.16

Calmar ratio

Return relative to maximum drawdown

3.68

1.01

+2.67

Martin ratio

Return relative to average drawdown

10.78

4.62

+6.16

HBGD.TO vs. MWOL.DE - Sharpe Ratio Comparison

The current HBGD.TO Sharpe Ratio is 2.12, which is higher than the MWOL.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of HBGD.TO and MWOL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HBGD.TOMWOL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

0.84

+1.28

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

0.59

-1.36

Correlation

The correlation between HBGD.TO and MWOL.DE is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HBGD.TO vs. MWOL.DE - Dividend Comparison

HBGD.TO's dividend yield for the trailing twelve months is around 0.39%, while MWOL.DE has not paid dividends to shareholders.


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%
MWOL.DE
Amundi Prime Global UCITS ETF Dist
0.00%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HBGD.TO vs. MWOL.DE - Drawdown Comparison

The maximum HBGD.TO drawdown since its inception was -100.00%, which is greater than MWOL.DE's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for HBGD.TO and MWOL.DE.


Loading graphics...

Drawdown Indicators


HBGD.TOMWOL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-21.64%

-78.36%

Max Drawdown (1Y)

Largest decline over 1 year

-22.09%

-13.37%

-8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-63.43%

Current Drawdown

Current decline from peak

-99.98%

-7.21%

-92.77%

Average Drawdown

Average peak-to-trough decline

-99.99%

-4.17%

-95.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

2.98%

+4.56%

Volatility

HBGD.TO vs. MWOL.DE - Volatility Comparison

Global X Big Data & Hardware Index ETF (HBGD.TO) has a higher volatility of 13.09% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 4.42%. This indicates that HBGD.TO's price experiences larger fluctuations and is considered to be riskier than MWOL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HBGD.TOMWOL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.09%

4.42%

+8.67%

Volatility (6M)

Calculated over the trailing 6-month period

29.05%

8.58%

+20.47%

Volatility (1Y)

Calculated over the trailing 1-year period

40.10%

16.68%

+23.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.43%

15.78%

+80.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.08%

15.78%

+72.30%