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HFG.TO vs. HUTS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFG.TO vs. HUTS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Global Financials ETF (HFG.TO) and Hamilton Enhanced Utilities ETF (HUTS.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, HFG.TO achieves a 7.76% return, which is significantly lower than HUTS.TO's 17.34% return.


HFG.TO

1D
0.32%
1M
6.00%
6M
7.83%
YTD
7.76%
1Y
17.10%
3Y*
25.28%
5Y*
15.43%
10Y*

HUTS.TO

1D
0.51%
1M
-2.78%
6M
16.83%
YTD
17.34%
1Y
26.79%
3Y*
14.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFG.TO vs. HUTS.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
HFG.TO
Hamilton Global Financials ETF
7.76%22.93%30.80%18.51%3.83%
HUTS.TO
Hamilton Enhanced Utilities ETF
17.34%21.29%9.40%-3.91%-12.96%

Correlation

The correlation between HFG.TO and HUTS.TO is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

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

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2022

0.27

The correlation between HFG.TO and HUTS.TO shifts across timeframes, from -0.00 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HFG.TO vs. HUTS.TO — Risk / Return Rank

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

HFG.TO
HFG.TO Risk / Return Rank: 4242
Overall Rank
HFG.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HFG.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
HFG.TO Omega Ratio Rank: 4848
Omega Ratio Rank
HFG.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
HFG.TO Martin Ratio Rank: 3838
Martin Ratio Rank

HUTS.TO
HUTS.TO Risk / Return Rank: 9090
Overall Rank
HUTS.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HUTS.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
HUTS.TO Omega Ratio Rank: 9191
Omega Ratio Rank
HUTS.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
HUTS.TO Martin Ratio Rank: 8282
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.

HFG.TO vs. HUTS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Global Financials ETF (HFG.TO) and Hamilton Enhanced Utilities ETF (HUTS.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.


HFG.TOHUTS.TODifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

1.26

1.47

-0.22

Calmar ratioReturn relative to maximum drawdown

1.57

4.58

-3.01

Martin ratioReturn relative to average drawdown

4.96

12.80

-7.84

HFG.TO vs. HUTS.TO - Sharpe Ratio Comparison

The current HFG.TO Sharpe Ratio is 1.31, which is lower than the HUTS.TO Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of HFG.TO and HUTS.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

HFG.TO vs. HUTS.TO - Drawdown Comparison

The maximum HFG.TO drawdown since its inception was -42.71%, which is greater than HUTS.TO's maximum drawdown of -30.57%. Use the drawdown chart below to compare losses from any high point for HFG.TO and HUTS.TO.


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Drawdown Indicators


HFG.TOHUTS.TODifference

Max Drawdown

Largest peak-to-trough decline

-42.71%

-30.57%

-12.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-5.87%

-5.08%

Max Drawdown (3Y)

Largest decline over 3 years

-13.64%

-18.98%

+5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.20%

Current Drawdown

Current decline from peak

-0.54%

-3.19%

+2.65%

Average Drawdown

Average peak-to-trough decline

-5.38%

-9.83%

+4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.10%

+1.36%

Volatility

HFG.TO vs. HUTS.TO - Volatility Comparison

The current volatility for Hamilton Global Financials ETF (HFG.TO) is 3.60%, while Hamilton Enhanced Utilities ETF (HUTS.TO) has a volatility of 4.45%. This indicates that HFG.TO experiences smaller price fluctuations and is considered to be less risky than HUTS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFG.TOHUTS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

4.45%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.69%

8.60%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

10.24%

+2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

14.98%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

14.98%

+5.28%

Dividends

HFG.TO vs. HUTS.TO - Dividend Comparison

HFG.TO's dividend yield for the trailing twelve months is around 2.40%, less than HUTS.TO's 5.60% yield.


PositionTTM202520242023202220212020
HFG.TO
Hamilton Global Financials ETF
2.40%2.55%3.05%3.86%10.09%4.16%1.85%
HUTS.TO
Hamilton Enhanced Utilities ETF
5.60%6.45%7.45%7.83%2.33%0.00%0.00%

Frequently Asked Questions


HFG.TO and HUTS.TO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HFG.TO is categorized as Financials Equities, while HUTS.TO is Utilities Equities.

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