HULC.TO vs. SMVP.TO
Compare and contrast key facts about Global X US Large Cap Index Corporate Class ETF (HULC.TO) and HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) (SMVP.TO).
HULC.TO and SMVP.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. SMVP.TO is a passively managed fund by Hamilton Capital that tracks the performance of the Solactive United States Dividend Elite Champions Index. It was launched on Jan 24, 2025. Both HULC.TO and SMVP.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. SMVP.TO - Performance Comparison
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HULC.TO vs. SMVP.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HULC.TO Global X US Large Cap Index Corporate Class ETF | -3.02% | 10.29% |
SMVP.TO HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) | 5.52% | 1.65% |
Returns By Period
In the year-to-date period, HULC.TO achieves a -3.02% return, which is significantly lower than SMVP.TO's 5.52% 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*
- —
SMVP.TO
- 1D
- 0.71%
- 1M
- -4.91%
- YTD
- 5.52%
- 6M
- 6.41%
- 1Y
- 7.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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HULC.TO vs. SMVP.TO - Expense Ratio Comparison
HULC.TO has a 0.08% expense ratio, which is higher than SMVP.TO's 0.00% expense ratio. However, 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. SMVP.TO — Risk / Return Rank
HULC.TO
SMVP.TO
HULC.TO vs. SMVP.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 HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) (SMVP.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 | SMVP.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.54 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.11 | 0.85 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.12 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 0.86 | +0.35 |
Martin ratioReturn relative to average drawdown | 4.51 | 3.47 | +1.04 |
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 | SMVP.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.54 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.46 | -0.43 |
Correlation
The correlation between HULC.TO and SMVP.TO is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HULC.TO vs. SMVP.TO - Dividend Comparison
HULC.TO has not paid dividends to shareholders, while SMVP.TO's dividend yield for the trailing twelve months is around 1.94%.
| TTM | 2025 | |
|---|---|---|
HULC.TO Global X US Large Cap Index Corporate Class ETF | 0.00% | 0.00% |
SMVP.TO HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) | 1.94% | 1.93% |
Drawdowns
HULC.TO vs. SMVP.TO - Drawdown Comparison
The maximum HULC.TO drawdown since its inception was -81.67%, which is greater than SMVP.TO's maximum drawdown of -12.11%. Use the drawdown chart below to compare losses from any high point for HULC.TO and SMVP.TO.
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Drawdown Indicators
| HULC.TO | SMVP.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.67% | -12.11% | -69.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.74% | -10.23% | -2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -23.94% | — | — |
Current DrawdownCurrent decline from peak | -6.08% | -4.97% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -33.60% | -2.27% | -31.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.59% | +0.83% |
Volatility
HULC.TO vs. SMVP.TO - Volatility Comparison
Global X US Large Cap Index Corporate Class ETF (HULC.TO) has a higher volatility of 5.55% compared to HAMILTON CHAMPIONS U.S. Dividend Index ETF (CAD Hedged) (SMVP.TO) at 3.28%. This indicates that HULC.TO's price experiences larger fluctuations and is considered to be riskier than SMVP.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 | SMVP.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 3.28% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 7.16% | +3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.36% | 13.76% | +5.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.01% | 13.50% | +33.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.99% | 13.50% | +40.49% |