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HSUV-U.TO vs. GLCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSUV-U.TO vs. GLCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X USD Cash Maximizer Corporate Class ETF (HSUV-U.TO) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO). The values are adjusted to include any dividend payments, if applicable.

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HSUV-U.TO vs. GLCC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HSUV-U.TO
Global X USD Cash Maximizer Corporate Class ETF
0.76%4.04%4.86%5.46%1.94%0.27%0.14%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
4.62%148.81%10.69%8.61%-8.37%-8.70%1.47%
Different Trading Currencies

HSUV-U.TO is traded in USD, while GLCC.TO is traded in CAD. To make them comparable, the GLCC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HSUV-U.TO achieves a 0.76% return, which is significantly lower than GLCC.TO's 4.62% return.


HSUV-U.TO

1D
-0.03%
1M
0.47%
YTD
0.76%
6M
1.83%
1Y
3.87%
3Y*
4.67%
5Y*
3.44%
10Y*

GLCC.TO

1D
6.06%
1M
-20.00%
YTD
4.62%
6M
21.05%
1Y
92.55%
3Y*
42.22%
5Y*
22.79%
10Y*
16.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSUV-U.TO vs. GLCC.TO - Expense Ratio Comparison

HSUV-U.TO has a 0.18% expense ratio, which is lower than GLCC.TO's 0.79% expense ratio.


Return for Risk

HSUV-U.TO vs. GLCC.TO — Risk / Return Rank

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

HSUV-U.TO
HSUV-U.TO Risk / Return Rank: 9999
Overall Rank
HSUV-U.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HSUV-U.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
HSUV-U.TO Omega Ratio Rank: 9898
Omega Ratio Rank
HSUV-U.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
HSUV-U.TO Martin Ratio Rank: 9999
Martin Ratio Rank

GLCC.TO
GLCC.TO Risk / Return Rank: 9090
Overall Rank
GLCC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 9191
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.

HSUV-U.TO vs. GLCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X USD Cash Maximizer Corporate Class ETF (HSUV-U.TO) and Global X Gold Producer Equity Covered Call ETF (GLCC.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.


HSUV-U.TOGLCC.TODifference

Sharpe ratio

Return per unit of total volatility

3.79

2.16

+1.64

Sortino ratio

Return per unit of downside risk

6.16

2.42

+3.73

Omega ratio

Gain probability vs. loss probability

1.91

1.36

+0.55

Calmar ratio

Return relative to maximum drawdown

15.31

3.19

+12.12

Martin ratio

Return relative to average drawdown

47.48

12.15

+35.33

HSUV-U.TO vs. GLCC.TO - Sharpe Ratio Comparison

The current HSUV-U.TO Sharpe Ratio is 3.79, which is higher than the GLCC.TO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of HSUV-U.TO and GLCC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HSUV-U.TOGLCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.79

2.16

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.75

0.68

+3.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

3.52

0.00

+3.52

Correlation

The correlation between HSUV-U.TO and GLCC.TO is -0.01. 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

HSUV-U.TO vs. GLCC.TO - Dividend Comparison

HSUV-U.TO has not paid dividends to shareholders, while GLCC.TO's dividend yield for the trailing twelve months is around 6.21%.


TTM20252024202320222021202020192018201720162015
HSUV-U.TO
Global X USD 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%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
6.21%6.01%10.30%11.16%10.08%6.31%6.47%4.58%5.62%7.09%9.21%11.63%

Drawdowns

HSUV-U.TO vs. GLCC.TO - Drawdown Comparison

The maximum HSUV-U.TO drawdown since its inception was -0.52%, smaller than the maximum GLCC.TO drawdown of -78.75%. Use the drawdown chart below to compare losses from any high point for HSUV-U.TO and GLCC.TO.


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Drawdown Indicators


HSUV-U.TOGLCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.52%

-71.12%

+70.60%

Max Drawdown (1Y)

Largest decline over 1 year

-0.25%

-28.86%

+28.61%

Max Drawdown (5Y)

Largest decline over 5 years

-0.52%

-37.60%

+37.08%

Max Drawdown (10Y)

Largest decline over 10 years

-44.83%

Current Drawdown

Current decline from peak

-0.17%

-18.48%

+18.31%

Average Drawdown

Average peak-to-trough decline

-0.03%

-34.62%

+34.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

7.54%

-7.46%

Volatility

HSUV-U.TO vs. GLCC.TO - Volatility Comparison

The current volatility for Global X USD Cash Maximizer Corporate Class ETF (HSUV-U.TO) is 0.31%, while Global X Gold Producer Equity Covered Call ETF (GLCC.TO) has a volatility of 17.43%. This indicates that HSUV-U.TO experiences smaller price fluctuations and is considered to be less risky than GLCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSUV-U.TOGLCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

17.43%

-17.12%

Volatility (6M)

Calculated over the trailing 6-month period

0.81%

35.52%

-34.71%

Volatility (1Y)

Calculated over the trailing 1-year period

1.02%

43.15%

-42.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.92%

33.75%

-32.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.86%

33.99%

-33.13%