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HTB.TO vs. HBIL-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTB.TO vs. HBIL-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X US 7-10 Year Treasury Bond Index Corporate Class ETF (HTB.TO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, HTB.TO achieves a 1.68% return, which is significantly lower than HBIL-U.TO's 3.97% 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%

HBIL-U.TO

1D
-0.76%
1M
0.59%
6M
2.26%
YTD
3.97%
1Y
6.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTB.TO vs. HBIL-U.TO - Yearly Performance Comparison


Correlation

The correlation between HTB.TO and HBIL-U.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2024

0.25

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Return for Risk

HTB.TO vs. HBIL-U.TO — Risk / Return Rank

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

HTB.TO
HTB.TO Risk / Return Rank: 2929
Overall Rank
HTB.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
HTB.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
HTB.TO Omega Ratio Rank: 3131
Omega Ratio Rank
HTB.TO Calmar Ratio Rank: 2727
Calmar Ratio Rank
HTB.TO Martin Ratio Rank: 2323
Martin Ratio Rank

HBIL-U.TO
HBIL-U.TO Risk / Return Rank: 8686
Overall Rank
HBIL-U.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
HBIL-U.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
HBIL-U.TO Omega Ratio Rank: 9191
Omega Ratio Rank
HBIL-U.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
HBIL-U.TO Martin Ratio Rank: 8888
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.

HTB.TO vs. HBIL-U.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 Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.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.TOHBIL-U.TODifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratioReturn relative to maximum drawdown

1.13

1.67

-0.54

Martin ratioReturn relative to average drawdown

2.34

4.26

-1.92

HTB.TO vs. HBIL-U.TO - Sharpe Ratio Comparison

The current HTB.TO Sharpe Ratio is 1.00, which is lower than the HBIL-U.TO Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of HTB.TO and HBIL-U.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

HTB.TO vs. HBIL-U.TO - Drawdown Comparison

The maximum HTB.TO drawdown since its inception was -26.11%, which is greater than HBIL-U.TO's maximum drawdown of -6.68%. Use the drawdown chart below to compare losses from any high point for HTB.TO and HBIL-U.TO.


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Drawdown Indicators


HTB.TOHBIL-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.11%

-6.68%

-19.43%

Max Drawdown (1Y)

Largest decline over 1 year

-5.39%

-4.01%

-1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-7.11%

Max Drawdown (5Y)

Largest decline over 5 years

-15.89%

Max Drawdown (10Y)

Largest decline over 10 years

-26.11%

Current Drawdown

Current decline from peak

-11.91%

-2.10%

-9.81%

Average Drawdown

Average peak-to-trough decline

-12.51%

-2.26%

-10.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.57%

+1.02%

Volatility

HTB.TO vs. HBIL-U.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 Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO) at 1.88%. This indicates that HTB.TO's price experiences larger fluctuations and is considered to be riskier than HBIL-U.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.TOHBIL-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

1.88%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

3.60%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

6.08%

4.68%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.35%

5.86%

+3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.38%

5.86%

+3.52%

Dividends

HTB.TO vs. HBIL-U.TO - Dividend Comparison

HTB.TO has not paid dividends to shareholders, while HBIL-U.TO's dividend yield for the trailing twelve months is around 6.75%.


Frequently Asked Questions


HTB.TO and HBIL-U.TO have a correlation of 0.24, 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 Hamilton.

Portfolio Optimizer

Find the right allocation for HTB.TO and HBIL-U.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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