HBGD.TO vs. XMI.TO
Compare and contrast key facts about Global X Big Data & Hardware Index ETF (HBGD.TO) and iShares MSCI Min Vol EAFE Index ETF (XMI.TO).
HBGD.TO and XMI.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HBGD.TO is managed by Global X. XMI.TO is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility Index. It was launched on Jul 24, 2012.
Performance
HBGD.TO vs. XMI.TO - Performance Comparison
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HBGD.TO vs. XMI.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HBGD.TO Global X Big Data & Hardware Index ETF | -0.49% | 53.48% | 15.92% | 129.66% | -56.87% | 375.98% | 117.21% | 41.31% | -100.00% |
XMI.TO iShares MSCI Min Vol EAFE Index ETF | 7.71% | 19.69% | 13.51% | 9.32% | -10.50% | 7.01% | -2.02% | 9.84% | -3.43% |
Returns By Period
In the year-to-date period, HBGD.TO achieves a -0.49% return, which is significantly lower than XMI.TO's 7.71% return.
HBGD.TO
- 1D
- 1.84%
- 1M
- -11.40%
- YTD
- -0.49%
- 6M
- 4.95%
- 1Y
- 88.83%
- 3Y*
- 43.43%
- 5Y*
- 38.80%
- 10Y*
- —
XMI.TO
- 1D
- 0.37%
- 1M
- -0.12%
- YTD
- 7.71%
- 6M
- 8.48%
- 1Y
- 17.46%
- 3Y*
- 14.67%
- 5Y*
- 9.15%
- 10Y*
- 6.56%
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HBGD.TO vs. XMI.TO - Expense Ratio Comparison
HBGD.TO has a 0.64% expense ratio, which is higher than XMI.TO's 0.40% expense ratio.
Return for Risk
HBGD.TO vs. XMI.TO — Risk / Return Rank
HBGD.TO
XMI.TO
HBGD.TO vs. XMI.TO - 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 iShares MSCI Min Vol EAFE Index ETF (XMI.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.
| HBGD.TO | XMI.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 1.52 | +0.60 |
Sortino ratioReturn per unit of downside risk | 2.69 | 2.03 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.68 | 2.48 | +1.20 |
Martin ratioReturn relative to average drawdown | 10.78 | 9.21 | +1.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HBGD.TO | XMI.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.52 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.94 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.77 | 0.81 | -1.58 |
Correlation
The correlation between HBGD.TO and XMI.TO is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HBGD.TO vs. XMI.TO - Dividend Comparison
HBGD.TO's dividend yield for the trailing twelve months is around 0.39%, less than XMI.TO's 2.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
XMI.TO iShares MSCI Min Vol EAFE Index ETF | 2.50% | 2.69% | 2.64% | 2.56% | 1.99% | 1.93% | 1.16% | 3.74% | 2.92% | 2.07% | 3.29% | 2.02% |
Drawdowns
HBGD.TO vs. XMI.TO - Drawdown Comparison
The maximum HBGD.TO drawdown since its inception was -100.00%, which is greater than XMI.TO's maximum drawdown of -23.08%. Use the drawdown chart below to compare losses from any high point for HBGD.TO and XMI.TO.
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Drawdown Indicators
| HBGD.TO | XMI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -23.08% | -76.92% |
Max Drawdown (1Y)Largest decline over 1 year | -22.09% | -6.78% | -15.31% |
Max Drawdown (5Y)Largest decline over 5 years | -63.43% | -21.18% | -42.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.08% | — |
Current DrawdownCurrent decline from peak | -99.98% | -1.40% | -98.58% |
Average DrawdownAverage peak-to-trough decline | -99.99% | -4.06% | -95.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.54% | 1.83% | +5.71% |
Volatility
HBGD.TO vs. XMI.TO - Volatility Comparison
Global X Big Data & Hardware Index ETF (HBGD.TO) has a higher volatility of 13.09% compared to iShares MSCI Min Vol EAFE Index ETF (XMI.TO) at 4.80%. This indicates that HBGD.TO's price experiences larger fluctuations and is considered to be riskier than XMI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HBGD.TO | XMI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.09% | 4.80% | +8.29% |
Volatility (6M)Calculated over the trailing 6-month period | 29.05% | 7.77% | +21.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.10% | 11.58% | +28.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 96.43% | 9.83% | +86.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 88.08% | 11.46% | +76.62% |