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HBNK.TO vs. DLR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBNK.TO vs. DLR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Equal Weight Banks Index ETF (HBNK.TO) and Global X U.S. Dollar Currency ETF (DLR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HBNK.TO achieves a 33.80% return, which is significantly higher than DLR.TO's 4.60% return.


HBNK.TO

1D
-0.18%
1M
6.71%
6M
31.93%
YTD
33.80%
1Y
70.76%
3Y*
36.94%
5Y*
10Y*

DLR.TO

1D
0.07%
1M
1.45%
6M
3.41%
YTD
4.60%
1Y
6.59%
3Y*
5.96%
5Y*
5.33%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBNK.TO vs. DLR.TO - Yearly Performance Comparison


2026 (YTD)202520242023
HBNK.TO
Global X Equal Weight Banks Index ETF
33.80%43.71%24.77%9.82%
DLR.TO
Global X U.S. Dollar Currency ETF
4.60%-1.34%12.85%1.20%

Correlation

The correlation between HBNK.TO and DLR.TO is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.25

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2023

-0.25

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Return for Risk

HBNK.TO vs. DLR.TO — Risk / Return Rank

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

HBNK.TO
HBNK.TO Risk / Return Rank: 9898
Overall Rank
HBNK.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
HBNK.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
HBNK.TO Omega Ratio Rank: 9898
Omega Ratio Rank
HBNK.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
HBNK.TO Martin Ratio Rank: 9797
Martin Ratio Rank

DLR.TO
DLR.TO Risk / Return Rank: 5151
Overall Rank
DLR.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DLR.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
DLR.TO Omega Ratio Rank: 6060
Omega Ratio Rank
DLR.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
DLR.TO Martin Ratio Rank: 3636
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.

HBNK.TO vs. DLR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Equal Weight Banks Index ETF (HBNK.TO) and Global X U.S. Dollar Currency ETF (DLR.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.


HBNK.TODLR.TODifference
Sharpe ratioReturn per unit of total volatility

+3.77

Sortino ratioReturn per unit of downside risk

+4.82

Omega ratioGain probability vs. loss probability

1.95

1.29

+0.66

Calmar ratioReturn relative to maximum drawdown

8.39

1.68

+6.71

Martin ratioReturn relative to average drawdown

36.37

4.44

+31.94

HBNK.TO vs. DLR.TO - Sharpe Ratio Comparison

The current HBNK.TO Sharpe Ratio is 5.34, which is higher than the DLR.TO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of HBNK.TO and DLR.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

HBNK.TO vs. DLR.TO - Drawdown Comparison

The maximum HBNK.TO drawdown since its inception was -14.78%, smaller than the maximum DLR.TO drawdown of -17.60%. Use the drawdown chart below to compare losses from any high point for HBNK.TO and DLR.TO.


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Drawdown Indicators


HBNK.TODLR.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.78%

-17.60%

+2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-3.94%

-4.54%

Max Drawdown (3Y)

Largest decline over 3 years

-14.78%

-5.77%

-9.01%

Max Drawdown (5Y)

Largest decline over 5 years

-5.77%

Max Drawdown (10Y)

Largest decline over 10 years

-17.60%

Current Drawdown

Current decline from peak

-0.18%

-0.37%

+0.19%

Average Drawdown

Average peak-to-trough decline

-2.25%

-6.41%

+4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.49%

+0.46%

Volatility

HBNK.TO vs. DLR.TO - Volatility Comparison

Global X Equal Weight Banks Index ETF (HBNK.TO) has a higher volatility of 3.94% compared to Global X U.S. Dollar Currency ETF (DLR.TO) at 1.05%. This indicates that HBNK.TO's price experiences larger fluctuations and is considered to be riskier than DLR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBNK.TODLR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

1.05%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

3.11%

+8.46%

Volatility (1Y)

Calculated over the trailing 1-year period

13.35%

4.24%

+9.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.76%

6.22%

+6.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

6.57%

+6.19%

Dividends

HBNK.TO vs. DLR.TO - Dividend Comparison

HBNK.TO's dividend yield for the trailing twelve months is around 2.53%, less than DLR.TO's 3.88% yield.


PositionTTM2025202420232022202120202019
DLR.TO
Global X U.S. Dollar Currency ETF
3.88%3.33%3.23%4.98%0.00%0.00%0.00%0.57%
HBNK.TO
Global X Equal Weight Banks Index ETF
2.53%3.24%4.15%2.45%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HBNK.TO and DLR.TO have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBNK.TO is categorized as Financials Equities, while DLR.TO is Currency.

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