HFGM vs. BABA
Compare and contrast key facts about Unlimited HFGM Global Macro ETF (HFGM) and Alibaba Group Holding Limited (BABA).
HFGM is an actively managed fund by Unlimited. It was launched on Apr 14, 2025.
Performance
HFGM vs. BABA - Performance Comparison
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HFGM vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HFGM Unlimited HFGM Global Macro ETF | 11.17% | 26.63% |
BABA Alibaba Group Holding Limited | -14.41% | 32.76% |
Returns By Period
In the year-to-date period, HFGM achieves a 11.17% return, which is significantly higher than BABA's -14.41% return.
HFGM
- 1D
- 2.53%
- 1M
- -5.04%
- YTD
- 11.17%
- 6M
- 12.31%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BABA
- 1D
- 2.85%
- 1M
- -12.94%
- YTD
- -14.41%
- 6M
- -29.80%
- 1Y
- -3.52%
- 3Y*
- 8.94%
- 5Y*
- -10.05%
- 10Y*
- 5.31%
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Return for Risk
HFGM vs. BABA — Risk / Return Rank
HFGM
BABA
HFGM vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unlimited HFGM Global Macro ETF (HFGM) and Alibaba Group Holding Limited (BABA). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| HFGM | BABA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.08 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.20 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.88 | 0.07 | +1.81 |
Correlation
The correlation between HFGM and BABA is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HFGM vs. BABA - Dividend Comparison
HFGM's dividend yield for the trailing twelve months is around 10.11%, more than BABA's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HFGM Unlimited HFGM Global Macro ETF | 10.11% | 11.23% | 0.00% | 0.00% |
BABA Alibaba Group Holding Limited | 1.59% | 1.36% | 1.96% | 1.29% |
Drawdowns
HFGM vs. BABA - Drawdown Comparison
The maximum HFGM drawdown since its inception was -10.66%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for HFGM and BABA.
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Drawdown Indicators
| HFGM | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.66% | -80.09% | +69.43% |
Max Drawdown (1Y)Largest decline over 1 year | — | -35.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -74.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.09% | — |
Current DrawdownCurrent decline from peak | -8.40% | -58.34% | +49.94% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -37.23% | +34.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 15.43% | — |
Volatility
HFGM vs. BABA - Volatility Comparison
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Volatility by Period
| HFGM | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 12.47% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 29.36% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.06% | 45.97% | -22.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.06% | 51.12% | -28.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.06% | 43.22% | -20.16% |