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

Performance

HSAV.TO vs. HAF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Cash Maximizer Corporate Class ETF (HSAV.TO) and Global X Active Global Fixed Income ETF (HAF.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, HSAV.TO achieves a 0.94% return, which is significantly lower than HAF.TO's 2.70% return.


HSAV.TO

1D
0.04%
1M
0.02%
YTD
0.94%
6M
1.02%
1Y
2.44%
3Y*
3.46%
5Y*
3.18%
10Y*

HAF.TO

1D
0.29%
1M
0.56%
YTD
2.70%
6M
3.43%
1Y
3.00%
3Y*
5.57%
5Y*
2.57%
10Y*
2.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
HSAV.TO
Global X Cash Maximizer Corporate Class ETF
0.94%2.58%4.24%5.04%2.79%0.66%0.71%
HAF.TO
Global X Active Global Fixed Income ETF
2.70%2.56%3.65%10.92%-6.00%1.88%1.83%

Correlation

The correlation between HSAV.TO and HAF.TO is -0.16, 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

-0.16

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

-0.02

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

0.01

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

0.01

The correlation between HSAV.TO and HAF.TO shifts across timeframes, from -0.16 (1 year) to 0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

HSAV.TO
HSAV.TO Risk / Return Rank: 6767
Overall Rank
HSAV.TO Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HSAV.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
HSAV.TO Omega Ratio Rank: 6060
Omega Ratio Rank
HSAV.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
HSAV.TO Martin Ratio Rank: 6767
Martin Ratio Rank

HAF.TO
HAF.TO Risk / Return Rank: 1616
Overall Rank
HAF.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
HAF.TO Sortino Ratio Rank: 1414
Sortino Ratio Rank
HAF.TO Omega Ratio Rank: 1414
Omega Ratio Rank
HAF.TO Calmar Ratio Rank: 1919
Calmar Ratio Rank
HAF.TO Martin Ratio Rank: 1717
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Cash Maximizer Corporate Class ETF (HSAV.TO) and Global X Active Global Fixed Income ETF (HAF.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.


HSAV.TOHAF.TODifference
Sharpe ratioReturn per unit of total volatility

+1.32

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.33

1.08

+0.25

Calmar ratioReturn relative to maximum drawdown

4.14

0.78

+3.36

Martin ratioReturn relative to average drawdown

10.94

1.73

+9.21

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

The current HSAV.TO Sharpe Ratio is 1.76, which is higher than the HAF.TO Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of HSAV.TO and HAF.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

HSAV.TO vs. HAF.TO - Drawdown Comparison

The maximum HSAV.TO drawdown since its inception was -2.18%, smaller than the maximum HAF.TO drawdown of -30.65%. Use the drawdown chart below to compare losses from any high point for HSAV.TO and HAF.TO.


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Drawdown Indicators


HSAV.TOHAF.TODifference

Max Drawdown

Largest peak-to-trough decline

-2.18%

-30.65%

+28.47%

Max Drawdown (1Y)

Largest decline over 1 year

-0.59%

-3.87%

+3.28%

Max Drawdown (3Y)

Largest decline over 3 years

-1.06%

-3.94%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-2.18%

-12.13%

+9.95%

Max Drawdown (10Y)

Largest decline over 10 years

-28.04%

Current Drawdown

Current decline from peak

-0.28%

-0.43%

+0.15%

Average Drawdown

Average peak-to-trough decline

-0.19%

-10.04%

+9.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

1.73%

-1.51%

Volatility

HSAV.TO vs. HAF.TO - Volatility Comparison

The current volatility for Global X Cash Maximizer Corporate Class ETF (HSAV.TO) is 0.35%, while Global X Active Global Fixed Income ETF (HAF.TO) has a volatility of 1.77%. This indicates that HSAV.TO experiences smaller price fluctuations and is considered to be less risky than HAF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSAV.TOHAF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

1.77%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

4.81%

-3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

1.39%

6.86%

-5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.77%

7.27%

-5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

11.11%

-9.54%

HSAV.TO vs. HAF.TO - Expense Ratio Comparison

HSAV.TO has a 0.18% expense ratio, which is lower than HAF.TO's 0.59% expense ratio.


Dividends

HSAV.TO vs. HAF.TO - Dividend Comparison

HSAV.TO has not paid dividends to shareholders, while HAF.TO's dividend yield for the trailing twelve months is around 4.97%.


PositionTTM20252024202320222021202020192018201720162015
HAF.TO
Global X Active Global Fixed Income ETF
4.97%5.05%5.47%5.34%4.36%2.41%3.08%3.23%2.82%3.11%3.98%3.84%
HSAV.TO
Global X Cash Maximizer Corporate Class 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%

Frequently Asked Questions


HSAV.TO and HAF.TO have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HSAV.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HSAV.TO is cheaper with a 0.18% expense ratio, compared with 0.59% for HAF.TO.

HSAV.TO is categorized as Money Market, while HAF.TO is Global Bonds. Their fees differ too: 0.18% for HSAV.TO and 0.59% for HAF.TO.

Portfolio Optimizer

Find the right allocation for HSAV.TO and HAF.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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