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

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 Amplify Cybersecurity ETF (HACK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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 22.63% return, which is significantly lower than HACK's 23.96% return. Over the past 10 years, HUC.TO has underperformed HACK with an annualized return of 6.81%, while HACK has yielded a comparatively higher 16.83% annualized return.


HUC.TO

1D
-2.51%
1M
-10.85%
YTD
22.63%
6M
20.63%
1Y
12.74%
3Y*
7.11%
5Y*
8.43%
10Y*
6.81%

HACK

1D
0.42%
1M
4.42%
YTD
23.96%
6M
21.78%
1Y
17.77%
3Y*
28.47%
5Y*
12.58%
10Y*
16.83%
*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
22.63%-13.63%7.23%-2.89%26.25%57.81%-21.10%19.75%-11.68%-3.47%
HACK
Amplify Cybersecurity ETF
23.96%3.04%33.94%34.17%-23.60%6.97%38.15%18.30%15.57%11.58%

Correlation

The correlation between HUC.TO and HACK is -0.04, 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

-0.04

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

0.03

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

0.06

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

0.11

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2014

0.13

The correlation between HUC.TO and HACK shifts across timeframes, from -0.04 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


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: 1818
Overall Rank
HUC.TO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HUC.TO Sortino Ratio Rank: 1717
Sortino Ratio Rank
HUC.TO Omega Ratio Rank: 1717
Omega Ratio Rank
HUC.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
HUC.TO Martin Ratio Rank: 1919
Martin Ratio Rank

HACK
HACK Risk / Return Rank: 1717
Overall Rank
HACK Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HACK Sortino Ratio Rank: 1717
Sortino Ratio Rank
HACK Omega Ratio Rank: 1818
Omega Ratio Rank
HACK Calmar Ratio Rank: 1717
Calmar Ratio Rank
HACK Martin Ratio Rank: 1616
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 Amplify Cybersecurity 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.

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.


HUC.TOHACKDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.11

1.13

-0.03

Calmar ratioReturn relative to maximum drawdown

0.72

0.79

-0.07

Martin ratioReturn relative to average drawdown

1.87

1.85

+0.02

HUC.TO vs. HACK - Sharpe Ratio Comparison

The current HUC.TO Sharpe Ratio is 0.51, which is comparable to the HACK Sharpe Ratio of 0.68. 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.


Loading charts...

Drawdowns

HUC.TO vs. HACK - Drawdown Comparison

The maximum HUC.TO drawdown since its inception was -88.50%, which is greater than HACK's maximum drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for HUC.TO and HACK.


Loading charts...

Drawdown Indicators


HUC.TOHACKDifference

Max Drawdown

Largest peak-to-trough decline

-88.50%

-35.67%

-52.83%

Max Drawdown (1Y)

Largest decline over 1 year

-17.79%

-22.51%

+4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-23.83%

-23.10%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

-33.75%

+2.92%

Max Drawdown (10Y)

Largest decline over 10 years

-61.56%

-33.75%

-27.81%

Current Drawdown

Current decline from peak

-58.48%

-6.43%

-52.05%

Average Drawdown

Average peak-to-trough decline

-52.73%

-9.92%

-42.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.82%

9.61%

-2.79%

Volatility

HUC.TO vs. HACK - Volatility Comparison

The current volatility for Global X Crude Oil ETF (HUC.TO) is 8.04%, while Amplify Cybersecurity ETF (HACK) has a volatility of 11.35%. This indicates that HUC.TO experiences smaller price fluctuations and is considered to be less risky than HACK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HUC.TOHACKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

11.35%

-3.31%

Volatility (6M)

Calculated over the trailing 6-month period

22.20%

22.09%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

25.35%

26.28%

-0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.05%

24.85%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.02%

24.03%

+4.99%

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
Amplify Cybersecurity 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 -0.04, 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 Oil & Gas, while HACK is Technology Equities. HUC.TO tracks Solactive Light Sweet Crude Oil Winter MD Rolling Futures Index ER, while HACK tracks Nasdaq ISE Cyber Security Select Index. They also come from different issuers: Global X and Amplify. Their fees differ too: 1.09% for HUC.TO and 0.60% for HACK.

Portfolio Optimizer

Find the right allocation for HUC.TO and HACK

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

Open Portfolio Optimizer