HUG.TO vs. HGY.TO
Compare and contrast key facts about Global X Gold ETF (HUG.TO) and Global X Gold Yield ETF (HGY.TO).
HUG.TO and HGY.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HUG.TO is a passively managed fund by Global X that tracks the performance of the Solactive Gold Front Month MD Rolling Futures Index ER. It was launched on Jun 24, 2009. HGY.TO is an actively managed fund by Global X. It was launched on Dec 14, 2010.
Performance
HUG.TO vs. HGY.TO - Performance Comparison
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HUG.TO vs. HGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HUG.TO Global X Gold ETF | 7.30% | 57.93% | 24.13% | 11.48% | -1.87% | -5.30% | 19.82% | 15.86% | -4.52% | 10.34% |
HGY.TO Global X Gold Yield ETF | 2.11% | 48.66% | 21.36% | 9.51% | -1.07% | -4.51% | 18.67% | 13.62% | -3.58% | 8.33% |
Returns By Period
In the year-to-date period, HUG.TO achieves a 7.30% return, which is significantly higher than HGY.TO's 2.11% return. Over the past 10 years, HUG.TO has outperformed HGY.TO with an annualized return of 11.28%, while HGY.TO has yielded a comparatively lower 9.83% annualized return.
HUG.TO
- 1D
- 3.60%
- 1M
- -11.44%
- YTD
- 7.30%
- 6M
- 18.79%
- 1Y
- 43.53%
- 3Y*
- 29.54%
- 5Y*
- 19.17%
- 10Y*
- 11.28%
HGY.TO
- 1D
- 0.00%
- 1M
- -13.74%
- YTD
- 2.11%
- 6M
- 11.36%
- 1Y
- 32.43%
- 3Y*
- 24.33%
- 5Y*
- 15.60%
- 10Y*
- 9.83%
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HUG.TO vs. HGY.TO - Expense Ratio Comparison
HUG.TO has a 0.54% expense ratio, which is lower than HGY.TO's 0.86% expense ratio.
Return for Risk
HUG.TO vs. HGY.TO — Risk / Return Rank
HUG.TO
HGY.TO
HUG.TO vs. HGY.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Gold ETF (HUG.TO) and Global X Gold Yield ETF (HGY.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.
| HUG.TO | HGY.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.38 | +0.20 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.82 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.27 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.93 | +0.43 |
Martin ratioReturn relative to average drawdown | 8.51 | 7.93 | +0.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HUG.TO | HGY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.38 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 1.03 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.65 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | — | — |
Correlation
The correlation between HUG.TO and HGY.TO is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HUG.TO vs. HGY.TO - Dividend Comparison
HUG.TO has not paid dividends to shareholders, while HGY.TO's dividend yield for the trailing twelve months is around 5.53%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUG.TO Global X Gold 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% |
HGY.TO Global X Gold Yield ETF | 5.53% | 4.92% | 5.32% | 6.10% | 6.42% | 5.87% | 5.72% | 4.19% | 4.66% | 4.63% | 5.37% | 6.13% |
Drawdowns
HUG.TO vs. HGY.TO - Drawdown Comparison
The maximum HUG.TO drawdown since its inception was -47.99%, smaller than the maximum HGY.TO drawdown of -188,898.12%. Use the drawdown chart below to compare losses from any high point for HUG.TO and HGY.TO.
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Drawdown Indicators
| HUG.TO | HGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.99% | -188,898.12% | +188,850.13% |
Max Drawdown (1Y)Largest decline over 1 year | -19.27% | -17.47% | -1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -22.06% | -18.32% | -3.74% |
Max Drawdown (10Y)Largest decline over 10 years | -24.66% | -20.31% | -4.35% |
Current DrawdownCurrent decline from peak | -13.85% | -161,050.90% | +161,037.05% |
Average DrawdownAverage peak-to-trough decline | -23.04% | -74,810.45% | +74,787.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.35% | 4.26% | +1.09% |
Volatility
HUG.TO vs. HGY.TO - Volatility Comparison
Global X Gold ETF (HUG.TO) has a higher volatility of 10.58% compared to Global X Gold Yield ETF (HGY.TO) at 9.78%. This indicates that HUG.TO's price experiences larger fluctuations and is considered to be riskier than HGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HUG.TO | HGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.58% | 9.78% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 24.01% | 20.33% | +3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.70% | 23.57% | +4.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.97% | 15.30% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 15.27% | +1.11% |