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HBGD.TO vs. MWOZ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HBGD.TO vs. MWOZ.L - 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 (MWOZ.L). The values are adjusted to include any dividend payments, if applicable.

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HBGD.TO vs. MWOZ.L - Yearly Performance Comparison


2026 (YTD)2025
HBGD.TO
Global X Big Data & Hardware Index ETF
-0.49%49.88%
MWOZ.L
Amundi Prime Global UCITS ETF Dist
-4.80%10.67%
Different Trading Currencies

HBGD.TO is traded in CAD, while MWOZ.L is traded in GBP. To make them comparable, the MWOZ.L 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 MWOZ.L's -4.80% 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*

MWOZ.L

1D
0.84%
1M
-5.38%
YTD
-4.80%
6M
-2.17%
1Y
13.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HBGD.TO vs. MWOZ.L - Expense Ratio Comparison

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


Return for Risk

HBGD.TO vs. MWOZ.L — 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

MWOZ.L
MWOZ.L Risk / Return Rank: 5454
Overall Rank
MWOZ.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MWOZ.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
MWOZ.L Omega Ratio Rank: 5757
Omega Ratio Rank
MWOZ.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
MWOZ.L Martin Ratio Rank: 5353
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. MWOZ.L - 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 (MWOZ.L). 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.TOMWOZ.LDifference

Sharpe ratio

Return per unit of total volatility

2.12

0.87

+1.25

Sortino ratio

Return per unit of downside risk

2.69

1.24

+1.45

Omega ratio

Gain probability vs. loss probability

1.34

1.18

+0.16

Calmar ratio

Return relative to maximum drawdown

3.68

1.07

+2.61

Martin ratio

Return relative to average drawdown

10.78

4.45

+6.32

HBGD.TO vs. MWOZ.L - Sharpe Ratio Comparison

The current HBGD.TO Sharpe Ratio is 2.12, which is higher than the MWOZ.L Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of HBGD.TO and MWOZ.L, 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


HBGD.TOMWOZ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

0.87

+1.25

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

0.29

-1.06

Correlation

The correlation between HBGD.TO and MWOZ.L is 0.43, 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. MWOZ.L - Dividend Comparison

HBGD.TO's dividend yield for the trailing twelve months is around 0.39%, while MWOZ.L 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%
MWOZ.L
Amundi Prime Global UCITS ETF Dist
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HBGD.TO vs. MWOZ.L - Drawdown Comparison

The maximum HBGD.TO drawdown since its inception was -100.00%, which is greater than MWOZ.L's maximum drawdown of -18.27%. Use the drawdown chart below to compare losses from any high point for HBGD.TO and MWOZ.L.


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Drawdown Indicators


HBGD.TOMWOZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-19.89%

-80.11%

Max Drawdown (1Y)

Largest decline over 1 year

-22.09%

-10.46%

-11.63%

Max Drawdown (5Y)

Largest decline over 5 years

-63.43%

Current Drawdown

Current decline from peak

-99.98%

-6.65%

-93.33%

Average Drawdown

Average peak-to-trough decline

-99.99%

-4.41%

-95.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

2.56%

+4.98%

Volatility

HBGD.TO vs. MWOZ.L - 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 (MWOZ.L) at 4.36%. This indicates that HBGD.TO's price experiences larger fluctuations and is considered to be riskier than MWOZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBGD.TOMWOZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.09%

4.36%

+8.73%

Volatility (6M)

Calculated over the trailing 6-month period

29.05%

8.57%

+20.48%

Volatility (1Y)

Calculated over the trailing 1-year period

40.10%

16.04%

+24.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.43%

15.92%

+80.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.08%

15.92%

+72.16%