HIU.TO vs. ESG.TO
Compare and contrast key facts about BetaPro S&P 500 Daily Inverse ETF (HIU.TO) and Invesco S&P 500 ESG Index ETF (ESG.TO).
HIU.TO and ESG.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HIU.TO is a passively managed fund by Global X that tracks the performance of the S&P 500 Index. It was launched on Feb 3, 2010. ESG.TO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight ESG Leaders Select Index. It was launched on Mar 5, 2020. Both HIU.TO and ESG.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HIU.TO vs. ESG.TO - Performance Comparison
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HIU.TO vs. ESG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HIU.TO BetaPro S&P 500 Daily Inverse ETF | 8.11% | -13.79% | -14.77% | -15.60% | 19.13% | -24.53% | -28.79% |
ESG.TO Invesco S&P 500 ESG Index ETF | -3.46% | 10.99% | 33.33% | 25.19% | -14.05% | 32.71% | 19.30% |
Returns By Period
In the year-to-date period, HIU.TO achieves a 8.11% return, which is significantly higher than ESG.TO's -3.46% return.
HIU.TO
- 1D
- 0.39%
- 1M
- 8.33%
- YTD
- 8.11%
- 6M
- 5.99%
- 1Y
- -11.39%
- 3Y*
- -10.68%
- 5Y*
- -8.37%
- 10Y*
- -12.48%
ESG.TO
- 1D
- 3.05%
- 1M
- -3.23%
- YTD
- -3.46%
- 6M
- -2.19%
- 1Y
- 14.25%
- 3Y*
- 18.23%
- 5Y*
- 14.03%
- 10Y*
- —
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HIU.TO vs. ESG.TO - Expense Ratio Comparison
HIU.TO has a 1.75% expense ratio, which is higher than ESG.TO's 0.20% expense ratio.
Return for Risk
HIU.TO vs. ESG.TO — Risk / Return Rank
HIU.TO
ESG.TO
HIU.TO vs. ESG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BetaPro S&P 500 Daily Inverse ETF (HIU.TO) and Invesco S&P 500 ESG Index ETF (ESG.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.
| HIU.TO | ESG.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.66 | 0.77 | -1.44 |
Sortino ratioReturn per unit of downside risk | -0.83 | 1.19 | -2.02 |
Omega ratioGain probability vs. loss probability | 0.88 | 1.18 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.09 | -1.45 |
Martin ratioReturn relative to average drawdown | -0.44 | 3.97 | -4.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HIU.TO | ESG.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | 0.77 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.94 | -1.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.75 | 0.96 | -1.72 |
Correlation
The correlation between HIU.TO and ESG.TO is -0.72. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
HIU.TO vs. ESG.TO - Dividend Comparison
HIU.TO has not paid dividends to shareholders, while ESG.TO's dividend yield for the trailing twelve months is around 0.87%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HIU.TO BetaPro S&P 500 Daily Inverse ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESG.TO Invesco S&P 500 ESG Index ETF | 0.87% | 0.85% | 0.92% | 1.11% | 1.38% | 1.11% | 0.95% |
Drawdowns
HIU.TO vs. ESG.TO - Drawdown Comparison
The maximum HIU.TO drawdown since its inception was -91.37%, which is greater than ESG.TO's maximum drawdown of -22.31%. Use the drawdown chart below to compare losses from any high point for HIU.TO and ESG.TO.
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Drawdown Indicators
| HIU.TO | ESG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.37% | -22.31% | -69.06% |
Max Drawdown (1Y)Largest decline over 1 year | -28.20% | -13.02% | -15.18% |
Max Drawdown (5Y)Largest decline over 5 years | -43.31% | -22.31% | -21.00% |
Max Drawdown (10Y)Largest decline over 10 years | -76.72% | — | — |
Current DrawdownCurrent decline from peak | -90.49% | -6.93% | -83.56% |
Average DrawdownAverage peak-to-trough decline | -66.08% | -4.39% | -61.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.81% | 3.57% | +19.24% |
Volatility
HIU.TO vs. ESG.TO - Volatility Comparison
The current volatility for BetaPro S&P 500 Daily Inverse ETF (HIU.TO) is 4.27%, while Invesco S&P 500 ESG Index ETF (ESG.TO) has a volatility of 5.29%. This indicates that HIU.TO experiences smaller price fluctuations and is considered to be less risky than ESG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HIU.TO | ESG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 5.29% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 9.59% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.22% | 18.52% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 14.98% | +1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 16.45% | +1.66% |