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HOU.TO vs. HXT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOU.TO vs. HXT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro Crude Oil Leveraged Daily Bull ETF (HOU.TO) and Global X S&P/TSX 60 Index Corporate Class ETF (HXT.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, HOU.TO achieves a 57.24% return, which is significantly higher than HXT.TO's 11.33% return. Over the past 10 years, HOU.TO has underperformed HXT.TO with an annualized return of -31.85%, while HXT.TO has yielded a comparatively higher 12.99% annualized return.


HOU.TO

1D
-1.15%
1M
-34.92%
YTD
57.24%
6M
54.60%
1Y
31.96%
3Y*
7.86%
5Y*
2.29%
10Y*
-31.85%

HXT.TO

1D
0.09%
1M
1.87%
YTD
11.33%
6M
10.82%
1Y
31.16%
3Y*
22.46%
5Y*
14.46%
10Y*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOU.TO vs. HXT.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HOU.TO
BetaPro Crude Oil Leveraged Daily Bull ETF
57.24%-29.90%9.54%-26.61%21.66%115.44%-98.65%45.25%-45.81%-5.96%
HXT.TO
Global X S&P/TSX 60 Index Corporate Class ETF
11.33%28.74%20.94%12.02%-6.27%28.11%5.36%22.18%-7.89%9.77%

Correlation

The correlation between HOU.TO and HXT.TO is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.25

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

0.02

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

0.18

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

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2010

0.32

The correlation between HOU.TO and HXT.TO shifts across timeframes, from -0.25 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HOU.TO vs. HXT.TO — Risk / Return Rank

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

HOU.TO
HOU.TO Risk / Return Rank: 1818
Overall Rank
HOU.TO Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HOU.TO Sortino Ratio Rank: 2222
Sortino Ratio Rank
HOU.TO Omega Ratio Rank: 2222
Omega Ratio Rank
HOU.TO Calmar Ratio Rank: 1717
Calmar Ratio Rank
HOU.TO Martin Ratio Rank: 1717
Martin Ratio Rank

HXT.TO
HXT.TO Risk / Return Rank: 8989
Overall Rank
HXT.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HXT.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
HXT.TO Omega Ratio Rank: 8989
Omega Ratio Rank
HXT.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
HXT.TO Martin Ratio Rank: 9292
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.

HOU.TO vs. HXT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro Crude Oil Leveraged Daily Bull ETF (HOU.TO) and Global X S&P/TSX 60 Index Corporate Class ETF (HXT.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.


HOU.TOHXT.TODifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-2.39

Omega ratioGain probability vs. loss probability

1.14

1.47

-0.33

Calmar ratioReturn relative to maximum drawdown

0.60

4.06

-3.46

Martin ratioReturn relative to average drawdown

1.49

18.62

-17.13

HOU.TO vs. HXT.TO - Sharpe Ratio Comparison

The current HOU.TO Sharpe Ratio is 0.38, which is lower than the HXT.TO Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of HOU.TO and HXT.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

HOU.TO vs. HXT.TO - Drawdown Comparison

The maximum HOU.TO drawdown since its inception was -100.00%, which is greater than HXT.TO's maximum drawdown of -52.13%. Use the drawdown chart below to compare losses from any high point for HOU.TO and HXT.TO.


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Drawdown Indicators


HOU.TOHXT.TODifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-52.13%

-47.87%

Max Drawdown (1Y)

Largest decline over 1 year

-53.71%

-7.71%

-46.00%

Max Drawdown (3Y)

Largest decline over 3 years

-57.99%

-12.36%

-45.63%

Max Drawdown (5Y)

Largest decline over 5 years

-76.60%

-16.33%

-60.27%

Max Drawdown (10Y)

Largest decline over 10 years

-99.64%

-35.48%

-64.16%

Current Drawdown

Current decline from peak

-100.00%

-0.91%

-99.09%

Average Drawdown

Average peak-to-trough decline

-95.64%

-19.01%

-76.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.51%

1.68%

+19.83%

Volatility

HOU.TO vs. HXT.TO - Volatility Comparison

BetaPro Crude Oil Leveraged Daily Bull ETF (HOU.TO) has a higher volatility of 23.66% compared to Global X S&P/TSX 60 Index Corporate Class ETF (HXT.TO) at 3.46%. This indicates that HOU.TO's price experiences larger fluctuations and is considered to be riskier than HXT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HOU.TOHXT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

23.66%

3.46%

+20.20%

Volatility (6M)

Calculated over the trailing 6-month period

77.57%

9.55%

+68.02%

Volatility (1Y)

Calculated over the trailing 1-year period

84.94%

11.98%

+72.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.00%

12.81%

+62.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.38%

15.14%

+64.24%

Dividends

HOU.TO vs. HXT.TO - Dividend Comparison

Neither HOU.TO nor HXT.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HOU.TO and HXT.TO have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HOU.TO is categorized as Leveraged Commodities, while HXT.TO is Canada Equities.

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