HUG.TO vs. HXS.TO
Compare and contrast key facts about Global X Gold ETF (HUG.TO) and Global X S&P 500 Index Corporate Class ETF (HXS.TO).
HUG.TO and HXS.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. HXS.TO is a passively managed fund by Global X that tracks the performance of the S&P 500 Index. It was launched on Nov 30, 2010. Both HUG.TO and HXS.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HUG.TO vs. HXS.TO - Performance Comparison
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HUG.TO vs. HXS.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% |
HXS.TO Global X S&P 500 Index Corporate Class ETF | -3.28% | 11.93% | 34.98% | 23.22% | -12.72% | 27.30% | 15.78% | 24.69% | 3.03% | 13.60% |
Returns By Period
In the year-to-date period, HUG.TO achieves a 7.30% return, which is significantly higher than HXS.TO's -3.28% return. Over the past 10 years, HUG.TO has underperformed HXS.TO with an annualized return of 11.28%, while HXS.TO has yielded a comparatively higher 14.34% 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%
HXS.TO
- 1D
- 2.76%
- 1M
- -3.20%
- YTD
- -3.28%
- 6M
- -2.17%
- 1Y
- 13.01%
- 3Y*
- 18.86%
- 5Y*
- 13.61%
- 10Y*
- 14.34%
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HUG.TO vs. HXS.TO - Expense Ratio Comparison
HUG.TO has a 0.54% expense ratio, which is higher than HXS.TO's 0.10% expense ratio.
Return for Risk
HUG.TO vs. HXS.TO — Risk / Return Rank
HUG.TO
HXS.TO
HUG.TO vs. HXS.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 S&P 500 Index Corporate Class ETF (HXS.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 | HXS.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 0.70 | +0.88 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.07 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.17 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.16 | +1.21 |
Martin ratioReturn relative to average drawdown | 8.51 | 4.32 | +4.18 |
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 | HXS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 0.70 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.90 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.87 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.96 | -0.50 |
Correlation
The correlation between HUG.TO and HXS.TO is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
HUG.TO vs. HXS.TO - Dividend Comparison
Neither HUG.TO nor HXS.TO has paid dividends to shareholders.
Drawdowns
HUG.TO vs. HXS.TO - Drawdown Comparison
The maximum HUG.TO drawdown since its inception was -47.99%, which is greater than HXS.TO's maximum drawdown of -27.42%. Use the drawdown chart below to compare losses from any high point for HUG.TO and HXS.TO.
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Drawdown Indicators
| HUG.TO | HXS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.99% | -27.42% | -20.57% |
Max Drawdown (1Y)Largest decline over 1 year | -19.27% | -12.44% | -6.83% |
Max Drawdown (5Y)Largest decline over 5 years | -22.06% | -22.63% | +0.57% |
Max Drawdown (10Y)Largest decline over 10 years | -24.66% | -27.42% | +2.76% |
Current DrawdownCurrent decline from peak | -13.85% | -6.22% | -7.63% |
Average DrawdownAverage peak-to-trough decline | -23.04% | -3.57% | -19.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.35% | 3.33% | +2.02% |
Volatility
HUG.TO vs. HXS.TO - Volatility Comparison
Global X Gold ETF (HUG.TO) has a higher volatility of 10.58% compared to Global X S&P 500 Index Corporate Class ETF (HXS.TO) at 5.16%. This indicates that HUG.TO's price experiences larger fluctuations and is considered to be riskier than HXS.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 | HXS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.58% | 5.16% | +5.42% |
Volatility (6M)Calculated over the trailing 6-month period | 24.01% | 9.53% | +14.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.70% | 18.62% | +9.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.97% | 15.14% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 16.53% | -0.15% |