HULC.TO vs. XMTM.TO
Compare and contrast key facts about Global X US Large Cap Index Corporate Class ETF (HULC.TO) and iShares MSCI USA Momentum Factor Index ETF (XMTM.TO).
HULC.TO and XMTM.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. XMTM.TO is a passively managed fund by iShares that tracks the performance of the MSCI USA Momentum SR Variant Index. It was launched on Sep 4, 2019. Both HULC.TO and XMTM.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. XMTM.TO - Performance Comparison
Loading graphics...
HULC.TO vs. XMTM.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% |
XMTM.TO iShares MSCI USA Momentum Factor Index ETF | -4.57% | 14.02% | 43.59% | 6.48% | -14.53% | 15.01% | 16.19% |
Returns By Period
In the year-to-date period, HULC.TO achieves a -3.02% return, which is significantly higher than XMTM.TO's -4.57% 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*
- —
XMTM.TO
- 1D
- 0.80%
- 1M
- -4.64%
- YTD
- -4.57%
- 6M
- -9.56%
- 1Y
- 11.33%
- 3Y*
- 20.40%
- 5Y*
- 10.52%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HULC.TO vs. XMTM.TO - Expense Ratio Comparison
HULC.TO has a 0.08% expense ratio, which is lower than XMTM.TO's 0.31% expense ratio.
Return for Risk
HULC.TO vs. XMTM.TO — Risk / Return Rank
HULC.TO
XMTM.TO
HULC.TO vs. XMTM.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 iShares MSCI USA Momentum Factor Index ETF (XMTM.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 | XMTM.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.51 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.11 | 0.85 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.12 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.03 | +0.18 |
Martin ratioReturn relative to average drawdown | 4.51 | 2.91 | +1.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HULC.TO | XMTM.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.51 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.57 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.62 | -0.59 |
Correlation
The correlation between HULC.TO and XMTM.TO is 0.50, 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
HULC.TO vs. XMTM.TO - Dividend Comparison
HULC.TO has not paid dividends to shareholders, while XMTM.TO's dividend yield for the trailing twelve months is around 0.64%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HULC.TO Global X US Large Cap Index Corporate Class ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMTM.TO iShares MSCI USA Momentum Factor Index ETF | 0.64% | 0.70% | 0.62% | 0.84% | 1.66% | 0.33% | 0.64% | 1.24% |
Drawdowns
HULC.TO vs. XMTM.TO - Drawdown Comparison
The maximum HULC.TO drawdown since its inception was -81.67%, which is greater than XMTM.TO's maximum drawdown of -29.01%. Use the drawdown chart below to compare losses from any high point for HULC.TO and XMTM.TO.
Loading graphics...
Drawdown Indicators
| HULC.TO | XMTM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.67% | -29.01% | -52.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.74% | -12.39% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -23.94% | -29.01% | +5.07% |
Current DrawdownCurrent decline from peak | -6.08% | -10.71% | +4.63% |
Average DrawdownAverage peak-to-trough decline | -33.60% | -8.14% | -25.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 4.39% | -0.97% |
Volatility
HULC.TO vs. XMTM.TO - Volatility Comparison
The current volatility for Global X US Large Cap Index Corporate Class ETF (HULC.TO) is 5.55%, while iShares MSCI USA Momentum Factor Index ETF (XMTM.TO) has a volatility of 6.66%. This indicates that HULC.TO experiences smaller price fluctuations and is considered to be less risky than XMTM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HULC.TO | XMTM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 6.66% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 13.06% | -2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.36% | 22.55% | -3.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.01% | 18.54% | +28.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.99% | 19.85% | +34.14% |