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HUN.TO vs. USCL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUN.TO vs. USCL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Natural Gas ETF (HUN.TO) and Global X Enhanced S&P 500 Covered Call ETF (USCL.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HUN.TO achieves a -4.38% return, which is significantly lower than USCL.TO's 11.57% return.


HUN.TO

1D
-0.13%
1M
-6.67%
YTD
-4.38%
6M
-11.35%
1Y
-16.44%
3Y*
-7.05%
5Y*
6.04%
10Y*
6.09%

USCL.TO

1D
-0.08%
1M
7.59%
YTD
11.57%
6M
9.93%
1Y
29.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUN.TO vs. USCL.TO - Yearly Performance Comparison


2026 (YTD)202520242023
HUN.TO
Global X Natural Gas ETF
-4.38%-5.60%10.19%-23.87%
USCL.TO
Global X Enhanced S&P 500 Covered Call ETF
11.57%10.03%38.54%4.33%

Correlation

The correlation between HUN.TO and USCL.TO is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.28

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2023

-0.05

Over the past year, the inverse relationship between HUN.TO and USCL.TO has strengthened: their correlation has moved from -0.05 to -0.28, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

HUN.TO vs. USCL.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HUN.TO
HUN.TO Risk / Return Rank: 44
Overall Rank
HUN.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
HUN.TO Sortino Ratio Rank: 44
Sortino Ratio Rank
HUN.TO Omega Ratio Rank: 44
Omega Ratio Rank
HUN.TO Calmar Ratio Rank: 44
Calmar Ratio Rank
HUN.TO Martin Ratio Rank: 44
Martin Ratio Rank

USCL.TO
USCL.TO Risk / Return Rank: 7575
Overall Rank
USCL.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
USCL.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
USCL.TO Omega Ratio Rank: 8080
Omega Ratio Rank
USCL.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
USCL.TO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HUN.TO vs. USCL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Natural Gas ETF (HUN.TO) and Global X Enhanced S&P 500 Covered Call ETF (USCL.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.


HUN.TOUSCL.TODifference
Sharpe ratioReturn per unit of total volatility

-3.09

Sortino ratioReturn per unit of downside risk

-4.04

Omega ratioGain probability vs. loss probability

0.93

1.49

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.65

3.51

-4.15

Martin ratioReturn relative to average drawdown

-1.00

14.29

-15.29

HUN.TO vs. USCL.TO - Sharpe Ratio Comparison

The current HUN.TO Sharpe Ratio is -0.54, which is lower than the USCL.TO Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of HUN.TO and USCL.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HUN.TOUSCL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

2.55

-3.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

1.42

-1.42

Drawdowns

HUN.TO vs. USCL.TO - Drawdown Comparison

The maximum HUN.TO drawdown since its inception was -85.33%, which is greater than USCL.TO's maximum drawdown of -21.85%. Use the drawdown chart below to compare losses from any high point for HUN.TO and USCL.TO.


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Drawdown Indicators


HUN.TOUSCL.TODifference

Max Drawdown

Largest peak-to-trough decline

-85.33%

-21.85%

-63.48%

Max Drawdown (1Y)

Largest decline over 1 year

-25.56%

-8.56%

-17.00%

Max Drawdown (3Y)

Largest decline over 3 years

-38.11%

Max Drawdown (5Y)

Largest decline over 5 years

-68.00%

Max Drawdown (10Y)

Largest decline over 10 years

-68.00%

Current Drawdown

Current decline from peak

-66.12%

-0.08%

-66.04%

Average Drawdown

Average peak-to-trough decline

-64.23%

-2.55%

-61.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.51%

2.10%

+14.41%

Volatility

HUN.TO vs. USCL.TO - Volatility Comparison

Global X Natural Gas ETF (HUN.TO) has a higher volatility of 6.11% compared to Global X Enhanced S&P 500 Covered Call ETF (USCL.TO) at 2.86%. This indicates that HUN.TO's price experiences larger fluctuations and is considered to be riskier than USCL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUN.TOUSCL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

2.86%

+3.25%

Volatility (6M)

Calculated over the trailing 6-month period

23.03%

9.31%

+13.72%

Volatility (1Y)

Calculated over the trailing 1-year period

30.45%

11.79%

+18.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.16%

15.44%

+25.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.86%

15.44%

+19.42%

HUN.TO vs. USCL.TO - Expense Ratio Comparison

HUN.TO has a 1.40% expense ratio, which is higher than USCL.TO's 0.04% expense ratio.


Dividends

HUN.TO vs. USCL.TO - Dividend Comparison

HUN.TO has not paid dividends to shareholders, while USCL.TO's dividend yield for the trailing twelve months is around 11.95%.


PositionTTM2025202420232022202120202019
HUN.TO
Global X Natural Gas ETF
0.00%0.00%12.17%11.26%5.52%6.84%9.49%9.42%
USCL.TO
Global X Enhanced S&P 500 Covered Call ETF
11.95%12.94%11.57%7.08%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HUN.TO and USCL.TO have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USCL.TO is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USCL.TO is cheaper with a 0.04% expense ratio, compared with 1.40% for HUN.TO.

HUN.TO is categorized as Commodities, while USCL.TO is Derivative Income. Their fees differ too: 1.40% for HUN.TO and 0.04% for USCL.TO.

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