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HFR.TO vs. FIE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFR.TO vs. FIE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Active Ultra-Short Term Investment Grade Bond ETF (HFR.TO) and iShares Canadian Financial Monthly Income ETF (FIE.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, HFR.TO achieves a 1.57% return, which is significantly lower than FIE.TO's 16.92% return. Over the past 10 years, HFR.TO has underperformed FIE.TO with an annualized return of 3.30%, while FIE.TO has yielded a comparatively higher 12.28% annualized return.


HFR.TO

1D
0.00%
1M
0.19%
6M
1.37%
YTD
1.57%
1Y
3.38%
3Y*
5.50%
5Y*
3.90%
10Y*
3.30%

FIE.TO

1D
-0.35%
1M
4.19%
6M
15.64%
YTD
16.92%
1Y
32.25%
3Y*
25.63%
5Y*
13.55%
10Y*
12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFR.TO vs. FIE.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFR.TO
Global X Active Ultra-Short Term Investment Grade Bond ETF
1.57%4.04%6.89%7.86%-0.77%0.68%3.52%4.41%0.84%2.34%
FIE.TO
iShares Canadian Financial Monthly Income ETF
16.92%24.36%27.62%12.58%-14.35%27.34%1.33%18.97%-9.12%12.01%

Correlation

The correlation between HFR.TO and FIE.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2010

0.03

The correlation between HFR.TO and FIE.TO shifts across timeframes, from 0.03 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HFR.TO vs. FIE.TO — Risk / Return Rank

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

HFR.TO
HFR.TO Risk / Return Rank: 9696
Overall Rank
HFR.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HFR.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
HFR.TO Omega Ratio Rank: 9696
Omega Ratio Rank
HFR.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
HFR.TO Martin Ratio Rank: 9797
Martin Ratio Rank

FIE.TO
FIE.TO Risk / Return Rank: 9393
Overall Rank
FIE.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FIE.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
FIE.TO Omega Ratio Rank: 9696
Omega Ratio Rank
FIE.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
FIE.TO Martin Ratio Rank: 8787
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.

HFR.TO vs. FIE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Active Ultra-Short Term Investment Grade Bond ETF (HFR.TO) and iShares Canadian Financial Monthly Income ETF (FIE.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.


HFR.TOFIE.TODifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.65

1.69

-0.04

Calmar ratioReturn relative to maximum drawdown

8.47

4.51

+3.97

Martin ratioReturn relative to average drawdown

32.37

14.64

+17.74

HFR.TO vs. FIE.TO - Sharpe Ratio Comparison

The current HFR.TO Sharpe Ratio is 2.73, which is comparable to the FIE.TO Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of HFR.TO and FIE.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

HFR.TO vs. FIE.TO - Drawdown Comparison

The maximum HFR.TO drawdown since its inception was -22.56%, smaller than the maximum FIE.TO drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for HFR.TO and FIE.TO.


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Drawdown Indicators


HFR.TOFIE.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-42.24%

+19.68%

Max Drawdown (1Y)

Largest decline over 1 year

-0.40%

-7.19%

+6.79%

Max Drawdown (3Y)

Largest decline over 3 years

-0.52%

-10.70%

+10.18%

Max Drawdown (5Y)

Largest decline over 5 years

-3.51%

-22.93%

+19.42%

Max Drawdown (10Y)

Largest decline over 10 years

-22.56%

-42.24%

+19.68%

Current Drawdown

Current decline from peak

-0.10%

-0.35%

+0.25%

Average Drawdown

Average peak-to-trough decline

-0.38%

-4.86%

+4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

2.21%

-2.10%

Volatility

HFR.TO vs. FIE.TO - Volatility Comparison

The current volatility for Global X Active Ultra-Short Term Investment Grade Bond ETF (HFR.TO) is 0.30%, while iShares Canadian Financial Monthly Income ETF (FIE.TO) has a volatility of 2.10%. This indicates that HFR.TO experiences smaller price fluctuations and is considered to be less risky than FIE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HFR.TOFIE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.30%

2.10%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

7.27%

-6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

1.25%

9.15%

-7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.79%

10.56%

-8.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.78%

14.05%

-8.27%

HFR.TO vs. FIE.TO - Expense Ratio Comparison

HFR.TO has a 0.46% expense ratio, which is lower than FIE.TO's 0.74% expense ratio.


Dividends

HFR.TO vs. FIE.TO - Dividend Comparison

HFR.TO's dividend yield for the trailing twelve months is around 3.63%, less than FIE.TO's 4.26% yield.


PositionTTM20252024202320222021202020192018201720162015
FIE.TO
iShares Canadian Financial Monthly Income ETF
4.26%4.94%5.83%6.98%7.31%5.92%7.10%6.65%7.38%6.28%6.59%7.43%
HFR.TO
Global X Active Ultra-Short Term Investment Grade Bond ETF
3.63%3.76%4.50%5.67%3.40%1.28%2.69%2.60%2.36%2.12%2.00%2.14%

Frequently Asked Questions


HFR.TO and FIE.TO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HFR.TO is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HFR.TO is cheaper with a 0.46% expense ratio, compared with 0.74% for FIE.TO.

HFR.TO is categorized as Ultrashort Bond, while FIE.TO is Financials Equities. They also come from different issuers: Global X and iShares. Their fees differ too: 0.46% for HFR.TO and 0.74% for FIE.TO.

Portfolio Optimizer

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