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HUC.TO vs. HACK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HUC.TO vs. HACK

Last updated Jun 5, 2026

HUC.TO (Global X Crude Oil ETF) and HACK (ETFMG Prime Cyber Security ETF) are both exchange-traded funds - HUC.TO is a Commodities fund tracking the Solactive Light Sweet Crude Oil Winter MD Rolling Futures Index ER, while HACK is a Technology Equities fund tracking the Prime Cyber Defense Index. Both are passively managed. Over the past 10 years, HUC.TO returned 8.13%/yr vs 16.67%/yr for HACK. At a 0.04 correlation, their price movements are largely independent. HUC.TO charges 1.09%/yr vs 0.60%/yr for HACK.

Performance

HUC.TO vs. HACK - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Crude Oil ETF (HUC.TO) and ETFMG Prime Cyber Security ETF (HACK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, HUC.TO achieves a 42.05% return, which is significantly higher than HACK's 27.57% return. Over the past 10 years, HUC.TO has underperformed HACK with an annualized return of 8.13%, while HACK has yielded a comparatively higher 16.67% annualized return.

HUC.TO

1D
-2.03%
1M
-1.85%
YTD
42.05%
6M
37.99%
1Y
37.42%
3Y*
11.54%
5Y*
12.86%
10Y*
8.13%

HACK

1D
-0.95%
1M
23.32%
YTD
27.57%
6M
19.65%
1Y
22.76%
3Y*
28.77%
5Y*
14.79%
10Y*
16.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUC.TO vs. HACK - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HUC.TO
Global X Crude Oil ETF		42.05%-13.63%7.23%-2.89%26.25%57.81%-21.10%19.75%-11.68%-3.47%
HACK
ETFMG Prime Cyber Security ETF		27.57%3.02%34.10%34.41%-23.04%6.06%39.12%17.32%15.65%12.06%

Correlation

The correlation between HUC.TO and HACK is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.08

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

0.01

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

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2014

0.04

The correlation between HUC.TO and HACK shifts across timeframes, from -0.08 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

HUC.TO vs. HACK - Sectors Allocation Comparison

Sectors
HUC.TO
HACK

Real Estate

18.4%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

0.1%

Healthcare

-

-

Industrials

-

6.9%

Technology

-

93.0%

Utilities

-

-

Real Estate

HUC.TO
18.4%
HACK

-

Basic Materials

HUC.TO

-

HACK

-

Communication Services

HUC.TO

-

HACK

-

Consumer Cyclical

HUC.TO

-

HACK

-

Consumer Defensive

HUC.TO

-

HACK

-

Energy

HUC.TO

-

HACK

-

Financial Services

HUC.TO

-

HACK
0.1%

Healthcare

HUC.TO

-

HACK

-

Industrials

HUC.TO

-

HACK
6.9%

Technology

HUC.TO

-

HACK
93.0%

Utilities

HUC.TO

-

HACK

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X Crude Oil ETF

ETFMG Prime Cyber Security ETF

Often compared with HUC.TO:
HUC.TO vs. HXS.TOHUC.TO vs. HUN.TOHUC.TO vs. XBM.TOHUC.TO vs. CCOM.TOHUC.TO vs. ZCOM.NEOHUC.TO vs. COW.TOHUC.TO vs. PPA
Often compared with HACK:
HACK vs. CIBRHACK vs. BUGHACK vs. WCBRHACK vs. VOOHACK vs. QQQHACK vs. FEATXHACK vs. SPAM

Return for Risk

HUC.TO vs. HACK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HUC.TO
HUC.TO Risk / Return Rank: 4141
Overall Rank
HUC.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HUC.TO Sortino Ratio Rank: 3939
Sortino Ratio Rank
HUC.TO Omega Ratio Rank: 4343
Omega Ratio Rank
HUC.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
HUC.TO Martin Ratio Rank: 3232
Martin Ratio Rank
HACK
HACK Risk / Return Rank: 2323
Overall Rank
HACK Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HACK Sortino Ratio Rank: 2424
Sortino Ratio Rank
HACK Omega Ratio Rank: 2424
Omega Ratio Rank
HACK Calmar Ratio Rank: 2323
Calmar Ratio Rank
HACK Martin Ratio Rank: 2121
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.

HUC.TO vs. HACK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Crude Oil ETF (HUC.TO) and ETFMG Prime Cyber Security ETF (HACK). 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.

HUC.TOHACKDifference
Sharpe ratioReturn per unit of total volatility
1.48
0.90

+0.58

Sortino ratioReturn per unit of downside risk
1.97
1.33

+0.64

Omega ratioGain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratioReturn relative to maximum drawdown

2.32

1.02

+1.30

Martin ratioReturn relative to average drawdown

4.59

2.38

+2.21

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HUC.TO vs. HACK - Sharpe Ratio Comparison

The current HUC.TO Sharpe Ratio is 1.48, which is higher than the HACK Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of HUC.TO and HACK, 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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Sharpe Ratios by Period

HUC.TOHACKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.90

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.65

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.76

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.70

-0.57

Drawdowns

HUC.TO vs. HACK - Drawdown Comparison

The maximum HUC.TO drawdown since its inception was -76.99%, which is greater than HACK's maximum drawdown of -35.93%. Use the drawdown chart below to compare losses from any high point for HUC.TO and HACK.

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Drawdown Indicators

HUC.TOHACKDifference

Max Drawdown

Largest peak-to-trough decline

-76.99%

-35.93%

-41.06%

Max Drawdown (1Y)

Largest decline over 1 year

-16.20%

-22.40%

+6.20%

Max Drawdown (3Y)

Largest decline over 3 years

-23.83%

-22.40%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

-33.20%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-61.56%

-33.20%

-28.36%

Current Drawdown

Current decline from peak

-4.77%

-3.52%

-1.25%

Average Drawdown

Average peak-to-trough decline

-34.60%

-9.90%

-24.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.18%

9.58%

-1.40%

Volatility

HUC.TO vs. HACK - Volatility Comparison

Global X Crude Oil ETF (HUC.TO) has a higher volatility of 11.36% compared to ETFMG Prime Cyber Security ETF (HACK) at 10.71%. This indicates that HUC.TO's price experiences larger fluctuations and is considered to be riskier than HACK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HUC.TOHACKDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.36%

10.71%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

21.24%

21.59%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

25.37%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.87%

22.78%

+5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.04%

21.97%

+7.07%

HUC.TO vs. HACK - Expense Ratio Comparison

HUC.TO has a 1.09% expense ratio, which is higher than HACK's 0.60% expense ratio.

Dividends

HUC.TO vs. HACK - Dividend Comparison

HUC.TO has not paid dividends to shareholders, while HACK's dividend yield for the trailing twelve months is around 0.06%.

PositionTTM2025202420232022202120202019201820172016
HACK
ETFMG Prime Cyber Security ETF		0.06%0.07%0.14%0.20%0.24%0.26%1.11%0.14%0.09%0.01%1.23%
HUC.TO
Global X Crude Oil ETF		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

HUC.TO and HACK have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HACK is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HACK is cheaper with a 0.60% expense ratio, compared with 1.09% for HUC.TO.

HUC.TO is categorized as Commodities, while HACK is Technology Equities. HUC.TO tracks Solactive Light Sweet Crude Oil Winter MD Rolling Futures Index ER, while HACK tracks Prime Cyber Defense Index. They also come from different issuers: Global X and ETFMG. Their fees differ too: 1.09% for HUC.TO and 0.60% for HACK.

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