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HEB.TO vs. SDAY.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEB.TO vs. SDAY.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Canadian Bank Equal-Weight Index ETF (HEB.TO) and Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HEB.TO achieves a 32.76% return, which is significantly higher than SDAY.NEO's 16.75% return.


HEB.TO

1D
0.31%
1M
1.89%
6M
34.14%
YTD
32.76%
1Y
68.66%
3Y*
35.19%
5Y*
10Y*
ALL TIME*
32.14%

SDAY.NEO

1D
0.28%
1M
-2.34%
6M
10.45%
YTD
16.75%
1Y
22.33%
3Y*
5Y*
10Y*
ALL TIME*
20.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$813.69KCA$972.65KCA$1.62M
CA$63.52KCA$28.87KCA$10.08K

HEB.TO vs. SDAY.NEO - Yearly Performance Comparison


Correlation

The correlation between HEB.TO and SDAY.NEO is 0.30, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.30

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2025

0.30

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Return for Risk

HEB.TO vs. SDAY.NEO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

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

SDAY.NEO
SDAY.NEO Risk / Return Rank: 7474
Overall Rank
SDAY.NEO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SDAY.NEO Sortino Ratio Rank: 7676
Sortino Ratio Rank
SDAY.NEO Omega Ratio Rank: 7171
Omega Ratio Rank
SDAY.NEO Calmar Ratio Rank: 7777
Calmar Ratio Rank
SDAY.NEO Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HEB.TO vs. SDAY.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Canadian Bank Equal-Weight Index ETF (HEB.TO) and Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO). 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.


HEB.TOSDAY.NEODifference
Sharpe ratioReturn per unit of total volatility

+3.08

Sortino ratioReturn per unit of downside risk

+3.53

Omega ratioGain probability vs. loss probability

1.83

1.30

+0.53

Calmar ratioReturn relative to maximum drawdown

7.83

2.70

+5.13

Martin ratioReturn relative to average drawdown

33.50

8.42

+25.08

HEB.TO vs. SDAY.NEO - Sharpe Ratio Comparison

The current HEB.TO Sharpe Ratio is 4.76, which is higher than the SDAY.NEO Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of HEB.TO and SDAY.NEO, 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

HEB.TO vs. SDAY.NEO - Drawdown Comparison

The maximum HEB.TO drawdown since its inception was -14.77%, which is greater than SDAY.NEO's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for HEB.TO and SDAY.NEO.


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Drawdown Indicators


HEB.TOSDAY.NEODifference

Max Drawdown

Largest peak-to-trough decline

-14.77%

-7.75%

-7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-7.75%

-1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-13.40%

Current Drawdown

Current decline from peak

-2.67%

-2.45%

-0.22%

Average Drawdown

Average peak-to-trough decline

-2.37%

-1.77%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.48%

-0.42%

Volatility

HEB.TO vs. SDAY.NEO - Volatility Comparison

Hamilton Canadian Bank Equal-Weight Index ETF (HEB.TO) has a higher volatility of 6.13% compared to Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO) at 5.18%. This indicates that HEB.TO's price experiences larger fluctuations and is considered to be riskier than SDAY.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEB.TOSDAY.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

5.18%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

9.60%

+2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

14.59%

12.48%

+2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.30%

12.35%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.30%

12.35%

+0.95%

HEB.TO vs. SDAY.NEO - Expense Ratio Comparison

HEB.TO has a 0.19% expense ratio, which is lower than SDAY.NEO's 0.85% expense ratio.


Dividends

HEB.TO vs. SDAY.NEO - Dividend Comparison

HEB.TO's dividend yield for the trailing twelve months is around 2.18%, less than SDAY.NEO's 17.99% yield.


PositionTTM202520242023
HEB.TO
Hamilton Canadian Bank Equal-Weight Index ETF
2.18%2.93%4.24%3.75%
SDAY.NEO
Hamilton Enhanced U.S. Equity DayMAX™ ETF
17.99%8.62%0.00%0.00%

Frequently Asked Questions


HEB.TO and SDAY.NEO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEB.TO is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEB.TO is cheaper with a 0.19% expense ratio, compared with 0.85% for SDAY.NEO.

HEB.TO is categorized as Financials Equities, while SDAY.NEO is Derivative Income. Their fees differ too: 0.19% for HEB.TO and 0.85% for SDAY.NEO.

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