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

HBGD.TO vs. VXUS

Last updated Jun 4, 2026

HBGD.TO (Global X Big Data & Hardware Index ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds. Over the past 5 years, HBGD.TO returned 61.94%/yr vs 11.69%/yr for VXUS. At a 0.40 correlation, their price movements are largely independent. HBGD.TO charges 0.64%/yr vs 0.05%/yr for VXUS.

Performance

HBGD.TO vs. VXUS - 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 Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HBGD.TO is traded in CAD, while VXUS is traded in USD. To make them comparable, the VXUS 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 82.51% return, which is significantly higher than VXUS's 16.39% return.

HBGD.TO

1D
-1.98%
1M
29.31%
YTD
82.51%
6M
82.99%
1Y
184.36%
3Y*
67.20%
5Y*
61.94%
10Y*
—

VXUS

1D
0.00%
1M
7.40%
YTD
16.39%
6M
17.16%
1Y
34.50%
3Y*
20.93%
5Y*
11.69%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBGD.TO vs. VXUS - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
HBGD.TO
Global X Big Data & Hardware Index ETF		82.51%53.48%15.92%129.66%-56.87%375.98%117.21%41.31%-100.00%
VXUS
Vanguard Total International Stock ETF		15.70%26.28%14.10%13.31%-10.10%8.00%8.79%15.76%-9.13%

Correlation

The correlation between HBGD.TO and VXUS is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.57

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

0.48

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2018

0.40

The correlation between HBGD.TO and VXUS shifts across timeframes, from 0.40 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.

HBGD.TO vs. VXUS - Sectors Allocation Comparison

Sectors
HBGD.TO
VXUS

Technology

68.7%
18.1%

Financial Services

24.9%
22.3%

Real Estate

4.4%
2.6%

Communication Services

2.0%
4.4%

Basic Materials

-

7.6%

Consumer Cyclical

-

8.4%

Consumer Defensive

-

5.0%

Energy

-

5.2%

Healthcare

-

7.1%

Industrials

-

16.1%

Utilities

-

3.2%

Technology

HBGD.TO
68.7%
VXUS
18.1%

Financial Services

HBGD.TO
24.9%
VXUS
22.3%

Real Estate

HBGD.TO
4.4%
VXUS
2.6%

Communication Services

HBGD.TO
2.0%
VXUS
4.4%

Basic Materials

HBGD.TO

-

VXUS
7.6%

Consumer Cyclical

HBGD.TO

-

VXUS
8.4%

Consumer Defensive

HBGD.TO

-

VXUS
5.0%

Energy

HBGD.TO

-

VXUS
5.2%

Healthcare

HBGD.TO

-

VXUS
7.1%

Industrials

HBGD.TO

-

VXUS
16.1%

Utilities

HBGD.TO

-

VXUS
3.2%

Compare stocks, funds, or ETFs

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

Global X Big Data & Hardware Index ETF

Vanguard Total International Stock ETF

Often compared with HBGD.TO:
HBGD.TO vs. MTRX.TOHBGD.TO vs. CHPS-U.TOHBGD.TO vs. CHPS.TOHBGD.TO vs. SMHHBGD.TO vs. JPGL.LHBGD.TO vs. QYLDHBGD.TO vs. IQM
Often compared with VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF

Return for Risk

HBGD.TO vs. VXUS — 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: 9494
Overall Rank
HBGD.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
HBGD.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
HBGD.TO Omega Ratio Rank: 9292
Omega Ratio Rank
HBGD.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
HBGD.TO Martin Ratio Rank: 9393
Martin Ratio Rank
VXUS
VXUS Risk / Return Rank: 6060
Overall Rank
VXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6262
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6161
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. VXUS - 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 Vanguard Total International Stock ETF (VXUS). 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.TOVXUSDifference
Sharpe ratioReturn per unit of total volatility
4.84
2.44

+2.40

Sortino ratioReturn per unit of downside risk
4.92
3.34

+1.58

Omega ratioGain probability vs. loss probability

1.62

1.46

+0.16

Calmar ratioReturn relative to maximum drawdown

8.40

3.18

+5.22

Martin ratioReturn relative to average drawdown

25.05

13.05

+12.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HBGD.TO vs. VXUS - Sharpe Ratio Comparison

The current HBGD.TO Sharpe Ratio is 4.84, which is higher than the VXUS Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of HBGD.TO and VXUS, 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

HBGD.TOVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.84

2.44

+2.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.90

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.74

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.74

0.63

-1.37

Drawdowns

HBGD.TO vs. VXUS - Drawdown Comparison

The maximum HBGD.TO drawdown since its inception was -100.00%, which is greater than VXUS's maximum drawdown of -27.91%. Use the drawdown chart below to compare losses from any high point for HBGD.TO and VXUS.

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Drawdown Indicators

HBGD.TOVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-27.91%

-72.09%

Max Drawdown (1Y)

Largest decline over 1 year

-22.09%

-10.88%

-11.21%

Max Drawdown (3Y)

Largest decline over 3 years

-38.68%

-13.95%

-24.73%

Max Drawdown (5Y)

Largest decline over 5 years

-63.43%

-22.90%

-40.53%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.91%

—

Current Drawdown

Current decline from peak

-99.97%

0.00%

-99.97%

Average Drawdown

Average peak-to-trough decline

-99.99%

-5.12%

-94.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.39%

2.65%

+4.74%

Volatility

HBGD.TO vs. VXUS - Volatility Comparison

Global X Big Data & Hardware Index ETF (HBGD.TO) has a higher volatility of 13.31% compared to Vanguard Total International Stock ETF (VXUS) at 5.31%. This indicates that HBGD.TO's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HBGD.TOVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.31%

5.31%

+8.00%

Volatility (6M)

Calculated over the trailing 6-month period

28.67%

12.25%

+16.42%

Volatility (1Y)

Calculated over the trailing 1-year period

38.34%

14.19%

+24.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.54%

13.09%

+83.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.39%

14.36%

+73.03%

HBGD.TO vs. VXUS - Expense Ratio Comparison

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

Dividends

HBGD.TO vs. VXUS - Dividend Comparison

HBGD.TO's dividend yield for the trailing twelve months is around 0.21%, less than VXUS's 2.66% yield.

PositionTTM20252024202320222021202020192018201720162015
HBGD.TO
Global X Big Data & Hardware Index ETF		0.21%0.39%0.53%0.64%1.22%0.83%0.32%1.52%0.68%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF		2.66%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions

HBGD.TO and VXUS have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.64% for HBGD.TO.

They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.64% for HBGD.TO and 0.05% for VXUS.

Portfolio Optimizer

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