HUN.TO vs. ZCOM.NEO
HUN.TO (Global X Natural Gas ETF) and ZCOM.NEO (BMO Broad Commodity ETF (CAD Units)) are both Commodities funds - HUN.TO tracks the Solactive Natural Gas Winter MD Rolling Futures Index ER while ZCOM.NEO tracks the Bloomberg Commodity Index Total Return. Both are passively managed. At a 0.37 correlation, their price movements are largely independent. HUN.TO charges 1.40%/yr vs 0.30%/yr for ZCOM.NEO.
Performance
HUN.TO vs. ZCOM.NEO - Performance Comparison
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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 ZCOM.NEO's 28.30% 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%
ZCOM.NEO
- 1D
- 0.51%
- 1M
- -1.07%
- YTD
- 28.30%
- 6M
- 27.89%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HUN.TO vs. ZCOM.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HUN.TO Global X Natural Gas ETF | -4.38% | 1.97% |
ZCOM.NEO BMO Broad Commodity ETF (CAD Units) | 28.30% | 2.64% |
Correlation
The correlation between HUN.TO and ZCOM.NEO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 27, 2025 | 0.37 |
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Return for Risk
HUN.TO vs. ZCOM.NEO — Risk / Return Rank
HUN.TO
ZCOM.NEO
HUN.TO vs. ZCOM.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Natural Gas ETF (HUN.TO) and BMO Broad Commodity ETF (CAD Units) (ZCOM.NEO). 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.TO | ZCOM.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.93 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | — | — |
| Martin ratioReturn relative to average drawdown | -1.00 | — | — |
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
| HUN.TO | ZCOM.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.54 | — | — |
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 | 2.76 | -2.76 |
Drawdowns
HUN.TO vs. ZCOM.NEO - Drawdown Comparison
The maximum HUN.TO drawdown since its inception was -85.33%, which is greater than ZCOM.NEO's maximum drawdown of -5.97%. Use the drawdown chart below to compare losses from any high point for HUN.TO and ZCOM.NEO.
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Drawdown Indicators
| HUN.TO | ZCOM.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.33% | -5.97% | -79.36% |
Max Drawdown (1Y)Largest decline over 1 year | -25.56% | — | — |
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 DrawdownCurrent decline from peak | -66.12% | -2.96% | -63.16% |
Average DrawdownAverage peak-to-trough decline | -64.23% | -1.72% | -62.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.51% | — | — |
Volatility
HUN.TO vs. ZCOM.NEO - Volatility Comparison
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Volatility by Period
| HUN.TO | ZCOM.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 23.03% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 30.45% | 21.06% | +9.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.16% | 21.06% | +20.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.86% | 21.06% | +13.80% |
HUN.TO vs. ZCOM.NEO - Expense Ratio Comparison
HUN.TO has a 1.40% expense ratio, which is higher than ZCOM.NEO's 0.30% expense ratio.
Dividends
HUN.TO vs. ZCOM.NEO - Dividend Comparison
HUN.TO has not paid dividends to shareholders, while ZCOM.NEO's dividend yield for the trailing twelve months is around 5.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
HUN.TO Global X Natural Gas ETF | 0.00% | 0.00% | 12.17% | 11.26% | 5.52% | 6.84% | 9.49% | 9.42% |
ZCOM.NEO BMO Broad Commodity ETF (CAD Units) | 5.74% | 2.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HUN.TO and ZCOM.NEO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZCOM.NEO is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZCOM.NEO is cheaper with a 0.30% expense ratio, compared with 1.40% for HUN.TO.
HUN.TO tracks Solactive Natural Gas Winter MD Rolling Futures Index ER, while ZCOM.NEO tracks Bloomberg Commodity Index Total Return. They also come from different issuers: Global X and BMO. Their fees differ too: 1.40% for HUN.TO and 0.30% for ZCOM.NEO.
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