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HBIL-U.TO vs. CWIN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBIL-U.TO vs. CWIN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO) and HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, HBIL-U.TO achieves a 1.33% return, which is significantly lower than CWIN.TO's 17.78% return.


HBIL-U.TO

1D
-0.07%
1M
-0.04%
6M
1.06%
YTD
1.33%
1Y
4.03%
3Y*
5Y*
10Y*

CWIN.TO

1D
0.14%
1M
1.52%
6M
15.29%
YTD
17.78%
1Y
35.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBIL-U.TO vs. CWIN.TO - Yearly Performance Comparison


Correlation

The correlation between HBIL-U.TO and CWIN.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2025

0.11

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Return for Risk

HBIL-U.TO vs. CWIN.TO — Risk / Return Rank

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

HBIL-U.TO
HBIL-U.TO Risk / Return Rank: 8686
Overall Rank
HBIL-U.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
HBIL-U.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
HBIL-U.TO Omega Ratio Rank: 9191
Omega Ratio Rank
HBIL-U.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
HBIL-U.TO Martin Ratio Rank: 8888
Martin Ratio Rank

CWIN.TO
CWIN.TO Risk / Return Rank: 9595
Overall Rank
CWIN.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CWIN.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CWIN.TO Omega Ratio Rank: 9595
Omega Ratio Rank
CWIN.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
CWIN.TO Martin Ratio Rank: 9494
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.

HBIL-U.TO vs. CWIN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO) and HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HBIL-U.TOCWIN.TODifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.48

1.49

-0.01

Calmar ratioReturn relative to maximum drawdown

3.79

4.29

-0.50

Martin ratioReturn relative to average drawdown

14.88

15.61

-0.74

HBIL-U.TO vs. CWIN.TO - Sharpe Ratio Comparison

The current HBIL-U.TO Sharpe Ratio is 2.12, which is comparable to the CWIN.TO Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of HBIL-U.TO and CWIN.TO, 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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Drawdowns

HBIL-U.TO vs. CWIN.TO - Drawdown Comparison

The maximum HBIL-U.TO drawdown since its inception was -1.48%, smaller than the maximum CWIN.TO drawdown of -10.53%. Use the drawdown chart below to compare losses from any high point for HBIL-U.TO and CWIN.TO.


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Drawdown Indicators


HBIL-U.TOCWIN.TODifference

Max Drawdown

Largest peak-to-trough decline

-1.48%

-10.53%

+9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-1.07%

-8.16%

+7.09%

Current Drawdown

Current decline from peak

-1.00%

0.00%

-1.00%

Average Drawdown

Average peak-to-trough decline

-0.32%

-1.40%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

2.24%

-1.97%

Volatility

HBIL-U.TO vs. CWIN.TO - Volatility Comparison

The current volatility for Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO) is 1.25%, while HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) has a volatility of 3.07%. This indicates that HBIL-U.TO experiences smaller price fluctuations and is considered to be less risky than CWIN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBIL-U.TOCWIN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

3.07%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

10.15%

-8.51%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

13.13%

-11.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.12%

14.88%

-12.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.12%

14.88%

-12.76%

Dividends

HBIL-U.TO vs. CWIN.TO - Dividend Comparison

HBIL-U.TO's dividend yield for the trailing twelve months is around 6.75%, more than CWIN.TO's 3.08% yield.


Frequently Asked Questions


HBIL-U.TO and CWIN.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBIL-U.TO is categorized as Government Bonds, while CWIN.TO is Dividend.

Portfolio Optimizer

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