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HIG.TO vs. XDNA.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIG.TO vs. XDNA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Global Healthcare Income & Growth ETF (HIG.TO) and iShares Genomics Immunology and Healthcare Index ETF (XDNA.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, HIG.TO achieves a -3.42% return, which is significantly lower than XDNA.TO's 29.19% return.


HIG.TO

1D
0.55%
1M
2.42%
6M
-5.56%
YTD
-3.42%
1Y
8.20%
3Y*
3.66%
5Y*
0.67%
10Y*
5.22%

XDNA.TO

1D
-0.02%
1M
10.93%
6M
18.06%
YTD
29.19%
1Y
60.37%
3Y*
14.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIG.TO vs. XDNA.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
HIG.TO
Brompton Global Healthcare Income & Growth ETF
-3.42%13.94%-0.33%-1.53%0.12%
XDNA.TO
iShares Genomics Immunology and Healthcare Index ETF
29.19%12.10%5.54%-7.84%-14.85%

Correlation

The correlation between HIG.TO and XDNA.TO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.23

Correlation (All Time)
Calculated using the full available price history since May 4, 2022

0.21

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Return for Risk

HIG.TO vs. XDNA.TO — Risk / Return Rank

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

HIG.TO
HIG.TO Risk / Return Rank: 1818
Overall Rank
HIG.TO Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
HIG.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
HIG.TO Omega Ratio Rank: 1818
Omega Ratio Rank
HIG.TO Calmar Ratio Rank: 1717
Calmar Ratio Rank
HIG.TO Martin Ratio Rank: 1717
Martin Ratio Rank

XDNA.TO
XDNA.TO Risk / Return Rank: 8989
Overall Rank
XDNA.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XDNA.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
XDNA.TO Omega Ratio Rank: 8383
Omega Ratio Rank
XDNA.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
XDNA.TO Martin Ratio Rank: 9090
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.

HIG.TO vs. XDNA.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Global Healthcare Income & Growth ETF (HIG.TO) and iShares Genomics Immunology and Healthcare Index ETF (XDNA.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.


HIG.TOXDNA.TODifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.29

Omega ratioGain probability vs. loss probability

1.10

1.40

-0.29

Calmar ratioReturn relative to maximum drawdown

0.58

7.02

-6.44

Martin ratioReturn relative to average drawdown

1.37

16.10

-14.74

HIG.TO vs. XDNA.TO - Sharpe Ratio Comparison

The current HIG.TO Sharpe Ratio is 0.56, which is lower than the XDNA.TO Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of HIG.TO and XDNA.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

HIG.TO vs. XDNA.TO - Drawdown Comparison

The maximum HIG.TO drawdown since its inception was -31.83%, smaller than the maximum XDNA.TO drawdown of -45.90%. Use the drawdown chart below to compare losses from any high point for HIG.TO and XDNA.TO.


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Drawdown Indicators


HIG.TOXDNA.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-45.90%

+14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-8.64%

-5.54%

Max Drawdown (3Y)

Largest decline over 3 years

-14.18%

-28.29%

+14.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

Current Drawdown

Current decline from peak

-7.98%

-6.85%

-1.13%

Average Drawdown

Average peak-to-trough decline

-8.17%

-22.99%

+14.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.01%

3.76%

+2.25%

Volatility

HIG.TO vs. XDNA.TO - Volatility Comparison

The current volatility for Brompton Global Healthcare Income & Growth ETF (HIG.TO) is 6.30%, while iShares Genomics Immunology and Healthcare Index ETF (XDNA.TO) has a volatility of 7.84%. This indicates that HIG.TO experiences smaller price fluctuations and is considered to be less risky than XDNA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIG.TOXDNA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

7.84%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

18.84%

-7.68%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

25.64%

-10.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

25.42%

-10.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

25.42%

-8.05%

Dividends

HIG.TO vs. XDNA.TO - Dividend Comparison

HIG.TO's dividend yield for the trailing twelve months is around 9.00%, more than XDNA.TO's 0.25% yield.


PositionTTM20252024202320222021202020192018201720162015
HIG.TO
Brompton Global Healthcare Income & Growth ETF
9.00%8.32%8.71%8.03%6.97%5.29%6.22%6.12%7.11%6.43%6.47%1.80%
XDNA.TO
iShares Genomics Immunology and Healthcare Index ETF
0.25%0.43%0.32%0.25%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HIG.TO and XDNA.TO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Brompton and iShares.

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