HQU.TO vs. XYLD
Compare and contrast key facts about BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) and Global X S&P 500 Covered Call ETF (XYLD).
HQU.TO and XYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HQU.TO is managed by Global X. XYLD is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite Index. It was launched on Jun 24, 2013.
Performance
HQU.TO vs. XYLD - Performance Comparison
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HQU.TO vs. XYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HQU.TO BetaPro NASDAQ-100 2x Daily Bull ETF | -19.26% | 26.77% | 40.01% | 114.00% | -61.73% | 52.20% | 83.84% | 80.24% | -11.03% | 68.57% |
XYLD Global X S&P 500 Covered Call ETF | 0.30% | 3.06% | 29.75% | 8.65% | -5.79% | 18.51% | -2.24% | 15.44% | 1.87% | 9.07% |
Different Trading Currencies
HQU.TO is traded in CAD, while XYLD is traded in USD. To make them comparable, the XYLD values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, HQU.TO achieves a -19.26% return, which is significantly lower than XYLD's 0.30% return. Over the past 10 years, HQU.TO has outperformed XYLD with an annualized return of 25.93%, while XYLD has yielded a comparatively lower 8.59% annualized return.
HQU.TO
- 1D
- -1.54%
- 1M
- -16.22%
- YTD
- -19.26%
- 6M
- -17.81%
- 1Y
- 25.75%
- 3Y*
- 29.55%
- 5Y*
- 12.05%
- 10Y*
- 25.93%
XYLD
- 1D
- 1.89%
- 1M
- -1.05%
- YTD
- 0.30%
- 6M
- 5.24%
- 1Y
- 6.85%
- 3Y*
- 11.26%
- 5Y*
- 9.18%
- 10Y*
- 8.59%
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HQU.TO vs. XYLD - Expense Ratio Comparison
Return for Risk
HQU.TO vs. XYLD — Risk / Return Rank
HQU.TO
XYLD
HQU.TO vs. XYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) and Global X S&P 500 Covered Call ETF (XYLD). 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.
| HQU.TO | XYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.49 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.12 | 0.77 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.14 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 0.76 | -0.02 |
Martin ratioReturn relative to average drawdown | 2.41 | 2.58 | -0.17 |
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
| HQU.TO | XYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.49 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.87 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.64 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.77 | -0.73 |
Correlation
The correlation between HQU.TO and XYLD is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HQU.TO vs. XYLD - Dividend Comparison
HQU.TO has not paid dividends to shareholders, while XYLD's dividend yield for the trailing twelve months is around 10.98%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HQU.TO BetaPro NASDAQ-100 2x Daily Bull ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XYLD Global X S&P 500 Covered Call ETF | 10.98% | 10.51% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% |
Drawdowns
HQU.TO vs. XYLD - Drawdown Comparison
The maximum HQU.TO drawdown since its inception was -95.76%, which is greater than XYLD's maximum drawdown of -27.20%. Use the drawdown chart below to compare losses from any high point for HQU.TO and XYLD.
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Drawdown Indicators
| HQU.TO | XYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.76% | -33.46% | -62.30% |
Max Drawdown (1Y)Largest decline over 1 year | -25.85% | -10.14% | -15.71% |
Max Drawdown (5Y)Largest decline over 5 years | -64.83% | -18.66% | -46.17% |
Max Drawdown (10Y)Largest decline over 10 years | -64.83% | -33.46% | -31.37% |
Current DrawdownCurrent decline from peak | -25.85% | -3.39% | -22.46% |
Average DrawdownAverage peak-to-trough decline | -55.80% | -3.76% | -52.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.85% | 1.72% | +6.13% |
Volatility
HQU.TO vs. XYLD - Volatility Comparison
BetaPro NASDAQ-100 2x Daily Bull ETF (HQU.TO) has a higher volatility of 11.02% compared to Global X S&P 500 Covered Call ETF (XYLD) at 4.03%. This indicates that HQU.TO's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HQU.TO | XYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.02% | 4.03% | +6.99% |
Volatility (6M)Calculated over the trailing 6-month period | 24.66% | 6.48% | +18.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.35% | 14.00% | +30.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.83% | 10.59% | +34.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.72% | 13.53% | +31.19% |