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

Performance

HFR.TO vs. XHB.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 HYBrid Corporate Bond Index ETF (XHB.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 1.32% return, which is significantly lower than XHB.TO's 2.17% return. Over the past 10 years, HFR.TO has underperformed XHB.TO with an annualized return of 3.28%, while XHB.TO has yielded a comparatively higher 5.63% annualized return.


HFR.TO

1D
0.05%
1M
0.54%
YTD
1.32%
6M
1.44%
1Y
3.76%
3Y*
5.69%
5Y*
3.88%
10Y*
3.28%

XHB.TO

1D
0.00%
1M
1.76%
YTD
2.17%
6M
2.20%
1Y
5.90%
3Y*
9.70%
5Y*
5.68%
10Y*
5.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
HFR.TO
Global X Active Ultra-Short Term Investment Grade Bond ETF
1.32%4.04%6.89%7.86%-0.77%0.70%3.51%4.41%0.83%2.34%
XHB.TO
iShares Canadian HYBrid Corporate Bond Index ETF
2.17%5.34%11.53%14.52%-6.53%2.10%11.03%10.73%0.59%4.49%

Correlation

The correlation between HFR.TO and XHB.TO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.20

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

0.19

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

0.12

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2010

0.08

Over the past year, HFR.TO and XHB.TO have become more correlated (0.34) than their long-term average of 0.08, meaning their price movements have been converging.

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Return for Risk

HFR.TO vs. XHB.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: 9595
Overall Rank
HFR.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HFR.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
HFR.TO Omega Ratio Rank: 9696
Omega Ratio Rank
HFR.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
HFR.TO Martin Ratio Rank: 9696
Martin Ratio Rank

XHB.TO
XHB.TO Risk / Return Rank: 5151
Overall Rank
XHB.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
XHB.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
XHB.TO Omega Ratio Rank: 5252
Omega Ratio Rank
XHB.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XHB.TO Martin Ratio Rank: 4949
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. XHB.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 HYBrid Corporate Bond Index ETF (XHB.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.


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

+1.36

Sortino ratioReturn per unit of downside risk

+2.53

Omega ratioGain probability vs. loss probability

1.79

1.33

+0.47

Calmar ratioReturn relative to maximum drawdown

9.43

2.45

+6.98

Martin ratioReturn relative to average drawdown

37.37

8.07

+29.29

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

The current HFR.TO Sharpe Ratio is 3.15, which is higher than the XHB.TO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of HFR.TO and XHB.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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Sharpe Ratios by Period


HFR.TOXHB.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.15

1.80

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.21

1.02

+1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.51

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.58

+0.02

Drawdowns

HFR.TO vs. XHB.TO - Drawdown Comparison

The maximum HFR.TO drawdown since its inception was -22.56%, smaller than the maximum XHB.TO drawdown of -26.03%. Use the drawdown chart below to compare losses from any high point for HFR.TO and XHB.TO.


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Drawdown Indicators


HFR.TOXHB.TODifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-26.03%

+3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-0.40%

-2.42%

+2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-0.52%

-2.42%

+1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-3.52%

-11.83%

+8.31%

Max Drawdown (10Y)

Largest decline over 10 years

-22.56%

-26.03%

+3.47%

Current Drawdown

Current decline from peak

-0.05%

0.00%

-0.05%

Average Drawdown

Average peak-to-trough decline

-0.38%

-1.59%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

0.73%

-0.63%

Volatility

HFR.TO vs. XHB.TO - Volatility Comparison

The current volatility for Global X Active Ultra-Short Term Investment Grade Bond ETF (HFR.TO) is 0.28%, while iShares Canadian HYBrid Corporate Bond Index ETF (XHB.TO) has a volatility of 1.17%. This indicates that HFR.TO experiences smaller price fluctuations and is considered to be less risky than XHB.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.TOXHB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.28%

1.17%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

0.81%

2.62%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

1.20%

3.32%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.76%

5.61%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.77%

11.05%

-5.28%

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

HFR.TO has a 0.46% expense ratio, which is lower than XHB.TO's 0.50% expense ratio.


Dividends

HFR.TO vs. XHB.TO - Dividend Comparison

HFR.TO's dividend yield for the trailing twelve months is around 3.65%, less than XHB.TO's 4.52% yield.


PositionTTM20252024202320222021202020192018201720162015
HFR.TO
Global X Active Ultra-Short Term Investment Grade Bond ETF
3.65%3.76%4.50%5.67%3.39%1.29%2.69%2.61%2.35%2.12%1.97%2.13%
XHB.TO
iShares Canadian HYBrid Corporate Bond Index ETF
4.52%4.48%7.49%8.06%7.74%5.57%5.47%5.75%4.07%4.08%4.35%4.78%

Frequently Asked Questions


HFR.TO and XHB.TO have a correlation of 0.34, 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 0.50% for XHB.TO.

HFR.TO is categorized as Ultrashort Bond, while XHB.TO is Corporate Bonds. They also come from different issuers: Global X and iShares. Their fees differ too: 0.46% for HFR.TO and 0.50% for XHB.TO.

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