HULC.TO vs. HXS.TO
Compare and contrast key facts about Global X US Large Cap Index Corporate Class ETF (HULC.TO) and Global X S&P 500 Index Corporate Class ETF (HXS.TO).
HULC.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. HULC.TO is a passively managed fund by Global X that tracks the performance of the Solactive US Large Cap Index (CA NTR). It was launched on Feb 5, 2020. 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 HULC.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
HULC.TO vs. HXS.TO - Performance Comparison
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HULC.TO vs. HXS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HULC.TO Global X US Large Cap Index Corporate Class ETF | -3.02% | 12.69% | 35.93% | 24.43% | -14.75% | 153.78% | -72.17% |
HXS.TO Global X S&P 500 Index Corporate Class ETF | -3.28% | 11.93% | 34.98% | 23.22% | -12.72% | 27.30% | 9.42% |
Returns By Period
In the year-to-date period, HULC.TO achieves a -3.02% return, which is significantly higher than HXS.TO's -3.28% return.
HULC.TO
- 1D
- 2.87%
- 1M
- -3.04%
- YTD
- -3.02%
- 6M
- -1.94%
- 1Y
- 14.06%
- 3Y*
- 19.72%
- 5Y*
- 30.63%
- 10Y*
- —
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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HULC.TO vs. HXS.TO - Expense Ratio Comparison
HULC.TO has a 0.08% expense ratio, which is lower than HXS.TO's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
HULC.TO vs. HXS.TO — Risk / Return Rank
HULC.TO
HXS.TO
HULC.TO vs. HXS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X US Large Cap Index Corporate Class ETF (HULC.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.
| HULC.TO | HXS.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.70 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.11 | 1.07 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.16 | +0.05 |
Martin ratioReturn relative to average drawdown | 4.51 | 4.32 | +0.18 |
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
| HULC.TO | HXS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.70 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.90 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.96 | -0.93 |
Correlation
The correlation between HULC.TO and HXS.TO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HULC.TO vs. HXS.TO - Dividend Comparison
Neither HULC.TO nor HXS.TO has paid dividends to shareholders.
Drawdowns
HULC.TO vs. HXS.TO - Drawdown Comparison
The maximum HULC.TO drawdown since its inception was -81.67%, 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 HULC.TO and HXS.TO.
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Drawdown Indicators
| HULC.TO | HXS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.67% | -27.42% | -54.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.74% | -12.44% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -23.94% | -22.63% | -1.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.42% | — |
Current DrawdownCurrent decline from peak | -6.08% | -6.22% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -33.60% | -3.57% | -30.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.33% | +0.09% |
Volatility
HULC.TO vs. HXS.TO - Volatility Comparison
Global X US Large Cap Index Corporate Class ETF (HULC.TO) has a higher volatility of 5.55% compared to Global X S&P 500 Index Corporate Class ETF (HXS.TO) at 5.16%. This indicates that HULC.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
| HULC.TO | HXS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 5.16% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 9.53% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.36% | 18.62% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.01% | 15.14% | +31.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.99% | 16.53% | +37.46% |