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HOD.TO vs. HSAV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOD.TO vs. HSAV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro Crude Oil Inverse Leveraged Daily Bear ETF (HOD.TO) and Global X Cash Maximizer Corporate Class ETF (HSAV.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, HOD.TO achieves a -70.59% return, which is significantly lower than HSAV.TO's 0.97% return.


HOD.TO

1D
0.78%
1M
41.19%
YTD
-70.59%
6M
-70.13%
1Y
-70.02%
3Y*
-47.08%
5Y*
-48.11%
10Y*
-37.53%

HSAV.TO

1D
0.02%
1M
-0.17%
YTD
0.97%
6M
1.04%
1Y
2.42%
3Y*
3.52%
5Y*
3.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOD.TO vs. HSAV.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HOD.TO
BetaPro Crude Oil Inverse Leveraged Daily Bear ETF
-70.59%-6.76%-33.08%-10.68%-67.08%-73.91%39.23%
HSAV.TO
Global X Cash Maximizer Corporate Class ETF
0.97%2.58%4.24%5.04%2.79%0.66%0.71%

Correlation

The correlation between HOD.TO and HSAV.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

0.02

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

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2020

0.03

The correlation between HOD.TO and HSAV.TO shifts across timeframes, from 0.02 (3 years) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HOD.TO vs. HSAV.TO — Risk / Return Rank

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

HOD.TO
HOD.TO Risk / Return Rank: 22
Overall Rank
HOD.TO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
HOD.TO Sortino Ratio Rank: 33
Sortino Ratio Rank
HOD.TO Omega Ratio Rank: 22
Omega Ratio Rank
HOD.TO Calmar Ratio Rank: 33
Calmar Ratio Rank
HOD.TO Martin Ratio Rank: 11
Martin Ratio Rank

HSAV.TO
HSAV.TO Risk / Return Rank: 6969
Overall Rank
HSAV.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HSAV.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
HSAV.TO Omega Ratio Rank: 6363
Omega Ratio Rank
HSAV.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
HSAV.TO Martin Ratio Rank: 6969
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.

HOD.TO vs. HSAV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro Crude Oil Inverse Leveraged Daily Bear ETF (HOD.TO) and Global X Cash Maximizer Corporate Class ETF (HSAV.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.


HOD.TOHSAV.TODifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-3.94

Omega ratioGain probability vs. loss probability

0.84

1.32

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.82

4.10

-4.92

Martin ratioReturn relative to average drawdown

-1.52

10.77

-12.29

HOD.TO vs. HSAV.TO - Sharpe Ratio Comparison

The current HOD.TO Sharpe Ratio is -0.84, which is lower than the HSAV.TO Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of HOD.TO and HSAV.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

HOD.TO vs. HSAV.TO - Drawdown Comparison

The maximum HOD.TO drawdown since its inception was -99.88%, which is greater than HSAV.TO's maximum drawdown of -2.18%. Use the drawdown chart below to compare losses from any high point for HOD.TO and HSAV.TO.


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Drawdown Indicators


HOD.TOHSAV.TODifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-2.18%

-97.70%

Max Drawdown (1Y)

Largest decline over 1 year

-85.78%

-0.59%

-85.19%

Max Drawdown (3Y)

Largest decline over 3 years

-92.17%

-1.06%

-91.11%

Max Drawdown (5Y)

Largest decline over 5 years

-98.46%

-2.18%

-96.28%

Max Drawdown (10Y)

Largest decline over 10 years

-99.78%

Current Drawdown

Current decline from peak

-99.77%

-0.24%

-99.53%

Average Drawdown

Average peak-to-trough decline

-83.61%

-0.19%

-83.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.27%

0.22%

+46.05%

Volatility

HOD.TO vs. HSAV.TO - Volatility Comparison

BetaPro Crude Oil Inverse Leveraged Daily Bear ETF (HOD.TO) has a higher volatility of 22.25% compared to Global X Cash Maximizer Corporate Class ETF (HSAV.TO) at 0.26%. This indicates that HOD.TO's price experiences larger fluctuations and is considered to be riskier than HSAV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HOD.TOHSAV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

22.25%

0.26%

+21.99%

Volatility (6M)

Calculated over the trailing 6-month period

77.63%

1.02%

+76.61%

Volatility (1Y)

Calculated over the trailing 1-year period

83.85%

1.39%

+82.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.83%

1.77%

+73.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.29%

1.57%

+80.72%

Dividends

HOD.TO vs. HSAV.TO - Dividend Comparison

Neither HOD.TO nor HSAV.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HOD.TO and HSAV.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.

HOD.TO is categorized as Inverse Commodities, while HSAV.TO is Money Market.

Portfolio Optimizer

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