HUM.TO vs. XUSF.TO
HUM.TO (Hamilton U.S. Mid-Cap Financials ETF) and XUSF.TO (iShares S&P U.S. Financials Index ETF) are both Financials Equities funds. HUM.TO is actively managed, while XUSF.TO is passively managed. Over the past year, HUM.TO returned 7.60% vs 12.70% for XUSF.TO. At a 0.24 correlation, their price movements are largely independent.
Performance
HUM.TO vs. XUSF.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HUM.TO achieves a 4.01% return, which is significantly lower than XUSF.TO's 5.23% return.
HUM.TO
- 1D
- -0.47%
- 1M
- 4.45%
- 6M
- 3.19%
- YTD
- 4.01%
- 1Y
- 7.60%
- 3Y*
- 16.42%
- 5Y*
- 9.45%
- 10Y*
- —
XUSF.TO
- 1D
- -0.34%
- 1M
- 5.89%
- 6M
- 5.84%
- YTD
- 5.23%
- 1Y
- 12.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HUM.TO vs. XUSF.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HUM.TO Hamilton U.S. Mid-Cap Financials ETF | 4.01% | 4.39% | 12.82% | 22.44% |
XUSF.TO iShares S&P U.S. Financials Index ETF | 5.23% | 9.67% | 39.77% | 8.23% |
Correlation
The correlation between HUM.TO and XUSF.TO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2023 | 0.24 |
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Return for Risk
HUM.TO vs. XUSF.TO — Risk / Return Rank
HUM.TO
XUSF.TO
HUM.TO vs. XUSF.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hamilton U.S. Mid-Cap Financials ETF (HUM.TO) and iShares S&P U.S. Financials Index ETF (XUSF.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HUM.TO | XUSF.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.16 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 0.76 | -0.24 |
| Martin ratioReturn relative to average drawdown | 1.27 | 1.81 | -0.54 |
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Drawdowns
HUM.TO vs. XUSF.TO - Drawdown Comparison
The maximum HUM.TO drawdown since its inception was -49.06%, which is greater than XUSF.TO's maximum drawdown of -16.88%. Use the drawdown chart below to compare losses from any high point for HUM.TO and XUSF.TO.
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Drawdown Indicators
| HUM.TO | XUSF.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.06% | -16.88% | -32.18% |
Max Drawdown (1Y)Largest decline over 1 year | -14.68% | -14.66% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -31.97% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.43% | — | — |
Current DrawdownCurrent decline from peak | -13.68% | -0.34% | -13.34% |
Average DrawdownAverage peak-to-trough decline | -15.32% | -3.45% | -11.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 6.15% | -0.15% |
Volatility
HUM.TO vs. XUSF.TO - Volatility Comparison
Hamilton U.S. Mid-Cap Financials ETF (HUM.TO) and iShares S&P U.S. Financials Index ETF (XUSF.TO) have volatilities of 4.38% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HUM.TO | XUSF.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 4.58% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.69% | 11.80% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 15.44% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.07% | 17.84% | +44.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.46% | 17.84% | +45.62% |
Dividends
HUM.TO vs. XUSF.TO - Dividend Comparison
HUM.TO's dividend yield for the trailing twelve months is around 1.27%, more than XUSF.TO's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
HUM.TO Hamilton U.S. Mid-Cap Financials ETF | 1.27% | 1.26% | 1.19% | 1.35% | 3.58% | 2.18% | 0.68% |
XUSF.TO iShares S&P U.S. Financials Index ETF | 0.85% | 0.75% | 0.81% | 0.34% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HUM.TO and XUSF.TO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Hamilton and iShares.
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