HCA.TO vs. HXT.TO
Compare and contrast key facts about Hamilton Canadian Bank Mean Reversion Index ETF (HCA.TO) and Global X S&P/TSX 60 Corporate Class ETF (HXT.TO).
HCA.TO and HXT.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HCA.TO is a passively managed fund by Hamilton that tracks the performance of the Solactive Canadian Bank Mean Reversion Index. It was launched on Jun 26, 2020. HXT.TO is a passively managed fund by Global X that tracks the performance of the S&P/TSX 60 Index. It was launched on Sep 14, 2010. Both HCA.TO and HXT.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HCA.TO vs. HXT.TO - Performance Comparison
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HCA.TO vs. HXT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HCA.TO Hamilton Canadian Bank Mean Reversion Index ETF | -0.14% | 51.09% | 33.32% | 26.95% | -4.34% | 48.13% | 23.46% |
HXT.TO Global X S&P/TSX 60 Corporate Class ETF | 2.91% | 28.74% | 20.94% | 12.02% | -6.27% | 28.11% | 13.11% |
Returns By Period
In the year-to-date period, HCA.TO achieves a -0.14% return, which is significantly lower than HXT.TO's 2.91% return.
HCA.TO
- 1D
- 0.00%
- 1M
- -5.78%
- YTD
- -0.14%
- 6M
- 11.27%
- 1Y
- 48.91%
- 3Y*
- 34.39%
- 5Y*
- 25.85%
- 10Y*
- —
HXT.TO
- 1D
- 2.28%
- 1M
- -3.20%
- YTD
- 2.91%
- 6M
- 8.76%
- 1Y
- 30.31%
- 3Y*
- 19.91%
- 5Y*
- 14.30%
- 10Y*
- 12.62%
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HCA.TO vs. HXT.TO - Expense Ratio Comparison
HCA.TO has a 0.45% expense ratio, which is higher than HXT.TO's 0.07% expense ratio.
Return for Risk
HCA.TO vs. HXT.TO — Risk / Return Rank
HCA.TO
HXT.TO
HCA.TO vs. HXT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hamilton Canadian Bank Mean Reversion Index ETF (HCA.TO) and Global X S&P/TSX 60 Corporate Class ETF (HXT.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.
| HCA.TO | HXT.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.65 | 2.11 | +1.54 |
Sortino ratioReturn per unit of downside risk | 4.94 | 2.73 | +2.21 |
Omega ratioGain probability vs. loss probability | 1.73 | 1.42 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 5.74 | 2.92 | +2.83 |
Martin ratioReturn relative to average drawdown | 23.87 | 14.17 | +9.70 |
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
| HCA.TO | HXT.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.65 | 2.11 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.75 | 1.13 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.99 | 0.67 | +1.32 |
Correlation
The correlation between HCA.TO and HXT.TO is 0.68, 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
HCA.TO vs. HXT.TO - Dividend Comparison
HCA.TO's dividend yield for the trailing twelve months is around 3.46%, while HXT.TO has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HCA.TO Hamilton Canadian Bank Mean Reversion Index ETF | 3.46% | 5.59% | 15.89% | 20.26% | 16.23% | 11.79% | 3.54% |
HXT.TO Global X S&P/TSX 60 Corporate Class ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HCA.TO vs. HXT.TO - Drawdown Comparison
The maximum HCA.TO drawdown since its inception was -17.82%, smaller than the maximum HXT.TO drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for HCA.TO and HXT.TO.
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Drawdown Indicators
| HCA.TO | HXT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.82% | -35.48% | +17.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -10.76% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -17.82% | -16.33% | -1.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.48% | — |
Current DrawdownCurrent decline from peak | -7.83% | -3.90% | -3.93% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -4.70% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.22% | -0.17% |
Volatility
HCA.TO vs. HXT.TO - Volatility Comparison
Hamilton Canadian Bank Mean Reversion Index ETF (HCA.TO) and Global X S&P/TSX 60 Corporate Class ETF (HXT.TO) have volatilities of 5.12% and 5.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HCA.TO | HXT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 5.32% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 9.76% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 14.44% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 12.70% | +2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 15.15% | -0.11% |