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HUN.TO vs. ZCOM.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUN.TO vs. ZCOM.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Natural Gas ETF (HUN.TO) and BMO Broad Commodity ETF (CAD Units) (ZCOM.NEO). 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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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

ZCOM.NEO
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. 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.TOZCOM.NEODifference
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

HUN.TO vs. ZCOM.NEO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HUN.TOZCOM.NEODifference

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.TOZCOM.NEODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-66.12%

-2.96%

-63.16%

Average Drawdown

Average peak-to-trough decline

-64.23%

-1.72%

-62.51%

Ulcer Index

Depth 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.TOZCOM.NEODifference

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%.


PositionTTM2025202420232022202120202019
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.

Portfolio Optimizer

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