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HUC.TO vs. VBG.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUC.TO vs. VBG.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Crude Oil ETF (HUC.TO) and Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged) (VBG.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HUC.TO achieves a 42.05% return, which is significantly higher than VBG.NEO's -0.27% return. Over the past 10 years, HUC.TO has outperformed VBG.NEO with an annualized return of 8.13%, while VBG.NEO has yielded a comparatively lower 0.33% 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%

VBG.NEO

1D
0.09%
1M
0.52%
YTD
-0.27%
6M
-0.88%
1Y
-0.72%
3Y*
1.83%
5Y*
-1.35%
10Y*
0.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUC.TO vs. VBG.NEO - 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%
VBG.NEO
Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged)
-0.27%0.14%1.68%6.85%-13.38%-3.03%3.87%6.33%1.34%1.78%

Correlation

The correlation between HUC.TO and VBG.NEO is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.35

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

-0.22

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

-0.16

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

-0.12

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2014

-0.11

Over the past year, the inverse relationship between HUC.TO and VBG.NEO has strengthened: their correlation has moved from -0.11 to -0.35, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

HUC.TO vs. VBG.NEO — 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

VBG.NEO
VBG.NEO Risk / Return Rank: 77
Overall Rank
VBG.NEO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VBG.NEO Sortino Ratio Rank: 66
Sortino Ratio Rank
VBG.NEO Omega Ratio Rank: 66
Omega Ratio Rank
VBG.NEO Calmar Ratio Rank: 77
Calmar Ratio Rank
VBG.NEO Martin Ratio Rank: 77
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. VBG.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Crude Oil ETF (HUC.TO) and Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged) (VBG.NEO). 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.TOVBG.NEODifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.27

0.97

+0.30

Calmar ratioReturn relative to maximum drawdown

2.32

-0.23

+2.55

Martin ratioReturn relative to average drawdown

4.59

-0.55

+5.14

HUC.TO vs. VBG.NEO - Sharpe Ratio Comparison

The current HUC.TO Sharpe Ratio is 1.48, which is higher than the VBG.NEO Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of HUC.TO and VBG.NEO, 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.TOVBG.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

-0.19

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.26

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.07

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.23

-0.10

Drawdowns

HUC.TO vs. VBG.NEO - Drawdown Comparison

The maximum HUC.TO drawdown since its inception was -76.99%, which is greater than VBG.NEO's maximum drawdown of -17.31%. Use the drawdown chart below to compare losses from any high point for HUC.TO and VBG.NEO.


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Drawdown Indicators


HUC.TOVBG.NEODifference

Max Drawdown

Largest peak-to-trough decline

-76.99%

-17.31%

-59.68%

Max Drawdown (1Y)

Largest decline over 1 year

-16.20%

-3.17%

-13.03%

Max Drawdown (3Y)

Largest decline over 3 years

-23.83%

-3.17%

-20.66%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

-16.66%

-14.17%

Max Drawdown (10Y)

Largest decline over 10 years

-61.56%

-17.31%

-44.25%

Current Drawdown

Current decline from peak

-4.77%

-9.05%

+4.28%

Average Drawdown

Average peak-to-trough decline

-34.60%

-4.86%

-29.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.18%

1.31%

+6.87%

Volatility

HUC.TO vs. VBG.NEO - Volatility Comparison

Global X Crude Oil ETF (HUC.TO) has a higher volatility of 11.36% compared to Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged) (VBG.NEO) at 1.84%. This indicates that HUC.TO's price experiences larger fluctuations and is considered to be riskier than VBG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUC.TOVBG.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.36%

1.84%

+9.52%

Volatility (6M)

Calculated over the trailing 6-month period

21.24%

3.13%

+18.11%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

3.77%

+21.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.87%

5.20%

+22.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.04%

4.62%

+24.42%

HUC.TO vs. VBG.NEO - Expense Ratio Comparison

HUC.TO has a 1.09% expense ratio, which is higher than VBG.NEO's 0.39% expense ratio.


Dividends

HUC.TO vs. VBG.NEO - Dividend Comparison

HUC.TO has not paid dividends to shareholders, while VBG.NEO's dividend yield for the trailing twelve months is around 3.61%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
VBG.NEO
Vanguard Global ex-U.S. Aggregate Bond Index ETF (CAD-hedged)
3.61%3.46%3.25%3.44%1.14%2.91%0.64%2.54%2.34%1.74%1.41%1.26%

Frequently Asked Questions


HUC.TO and VBG.NEO have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VBG.NEO is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VBG.NEO is cheaper with a 0.39% expense ratio, compared with 1.09% for HUC.TO.

HUC.TO is categorized as Commodities, while VBG.NEO is Global Bonds. HUC.TO tracks Solactive Light Sweet Crude Oil Winter MD Rolling Futures Index ER, while VBG.NEO tracks Bloomberg Barclays Global Aggregate ex-USD Float Adjusted RIC Capped Index (CAD Hedged). They also come from different issuers: Global X and Vanguard. Their fees differ too: 1.09% for HUC.TO and 0.39% for VBG.NEO.

Portfolio Optimizer

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