HTB.TO vs. FGO.TO
HTB.TO (Global X US 7-10 Year Treasury Bond Index Corporate Class ETF) and FGO.TO (CI Enhanced Government Bond ETF) are both Government Bonds funds. Both are actively managed. Over the past 5 years, HTB.TO returned 0.54%/yr vs 0.00%/yr for FGO.TO. At a 0.48 correlation, their price movements are largely independent.
Performance
HTB.TO vs. FGO.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HTB.TO achieves a 1.68% return, which is significantly higher than FGO.TO's 0.81% return.
HTB.TO
- 1D
- 0.08%
- 1M
- 0.03%
- 6M
- 0.05%
- YTD
- 1.68%
- 1Y
- 6.05%
- 3Y*
- 4.68%
- 5Y*
- 0.54%
- 10Y*
- 1.13%
FGO.TO
- 1D
- 0.20%
- 1M
- -0.52%
- 6M
- 0.11%
- YTD
- 0.81%
- 1Y
- 3.28%
- 3Y*
- 2.73%
- 5Y*
- 0.00%
- 10Y*
- —
HTB.TO vs. FGO.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HTB.TO Global X US 7-10 Year Treasury Bond Index Corporate Class ETF | 1.68% | 2.71% | 8.07% | 0.76% | -9.56% | -3.43% | 7.87% | 2.75% | 8.67% |
FGO.TO CI Enhanced Government Bond ETF | 0.81% | 3.02% | 1.37% | 4.36% | -8.78% | -1.53% | 6.75% | 6.35% | 0.75% |
Correlation
The correlation between HTB.TO and FGO.TO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.48 |
The correlation between HTB.TO and FGO.TO shifts across timeframes, from 0.48 (1 year) to 0.60 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
HTB.TO vs. FGO.TO — Risk / Return Rank
HTB.TO
FGO.TO
HTB.TO vs. FGO.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X US 7-10 Year Treasury Bond Index Corporate Class ETF (HTB.TO) and CI Enhanced Government Bond ETF (FGO.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.
| HTB.TO | FGO.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.17 | -0.04 |
| Martin ratioReturn relative to average drawdown | 2.34 | 2.62 | -0.29 |
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Drawdowns
HTB.TO vs. FGO.TO - Drawdown Comparison
The maximum HTB.TO drawdown since its inception was -26.11%, which is greater than FGO.TO's maximum drawdown of -14.83%. Use the drawdown chart below to compare losses from any high point for HTB.TO and FGO.TO.
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Drawdown Indicators
| HTB.TO | FGO.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.11% | -14.83% | -11.28% |
Max Drawdown (1Y)Largest decline over 1 year | -5.39% | -2.82% | -2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -7.11% | -6.12% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -15.89% | -13.26% | -2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -26.11% | — | — |
Current DrawdownCurrent decline from peak | -11.91% | -2.33% | -9.58% |
Average DrawdownAverage peak-to-trough decline | -12.51% | -4.65% | -7.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 1.25% | +1.34% |
Volatility
HTB.TO vs. FGO.TO - Volatility Comparison
Global X US 7-10 Year Treasury Bond Index Corporate Class ETF (HTB.TO) has a higher volatility of 2.00% compared to CI Enhanced Government Bond ETF (FGO.TO) at 1.20%. This indicates that HTB.TO's price experiences larger fluctuations and is considered to be riskier than FGO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HTB.TO | FGO.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.00% | 1.20% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 4.50% | 3.17% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.08% | 4.36% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.35% | 6.13% | +3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.38% | 5.80% | +3.58% |
Dividends
HTB.TO vs. FGO.TO - Dividend Comparison
HTB.TO has not paid dividends to shareholders, while FGO.TO's dividend yield for the trailing twelve months is around 2.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FGO.TO CI Enhanced Government Bond ETF | 2.44% | 2.80% | 3.10% | 2.33% | 1.46% | 0.62% | 0.68% | 0.92% | 0.15% |
HTB.TO Global X US 7-10 Year Treasury Bond Index Corporate Class ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HTB.TO and FGO.TO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Global X and CI.
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