HURA.TO vs. XEG.TO
HURA.TO (Global X Uranium Index ETF) and XEG.TO (iShares S&P/TSX Capped Energy Index ETF) are both exchange-traded funds - HURA.TO is a Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index, while XEG.TO is a Energy Equities fund tracking the S&P/TSX Capped Energy Index. Both are passively managed. Over the past 5 years, HURA.TO returned 23.16%/yr vs 25.53%/yr for XEG.TO. At a 0.27 correlation, their price movements are largely independent. HURA.TO charges 0.98%/yr vs 0.60%/yr for XEG.TO.
Performance
HURA.TO vs. XEG.TO - Performance Comparison
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Returns By Period
In the year-to-date period, HURA.TO achieves a 1.75% return, which is significantly lower than XEG.TO's 26.44% return.
HURA.TO
- 1D
- -2.38%
- 1M
- -7.92%
- YTD
- 1.75%
- 6M
- -0.83%
- 1Y
- 23.95%
- 3Y*
- 32.32%
- 5Y*
- 23.16%
- 10Y*
- —
XEG.TO
- 1D
- 0.21%
- 1M
- -10.98%
- YTD
- 26.44%
- 6M
- 29.10%
- 1Y
- 45.19%
- 3Y*
- 23.59%
- 5Y*
- 25.53%
- 10Y*
- 10.92%
HURA.TO vs. XEG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HURA.TO Global X Uranium Index ETF | 1.75% | 43.18% | 3.05% | 61.03% | -4.56% | 71.05% | 65.97% | -17.21% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 26.44% | 16.72% | 14.04% | 3.55% | 53.25% | 83.71% | -34.44% | -2.69% |
Correlation
The correlation between HURA.TO and XEG.TO is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 16, 2019 | 0.27 |
Over the past year, the correlation between HURA.TO and XEG.TO has dropped to 0.01 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
HURA.TO vs. XEG.TO — Risk / Return Rank
HURA.TO
XEG.TO
HURA.TO vs. XEG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Uranium Index ETF (HURA.TO) and iShares S&P/TSX Capped Energy Index ETF (XEG.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.
| HURA.TO | XEG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.32 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 2.82 | -2.09 |
| Martin ratioReturn relative to average drawdown | 1.44 | 10.46 | -9.02 |
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Drawdowns
HURA.TO vs. XEG.TO - Drawdown Comparison
The maximum HURA.TO drawdown since its inception was -43.51%, smaller than the maximum XEG.TO drawdown of -87.51%. Use the drawdown chart below to compare losses from any high point for HURA.TO and XEG.TO.
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Drawdown Indicators
| HURA.TO | XEG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.51% | -87.51% | +44.00% |
Max Drawdown (1Y)Largest decline over 1 year | -32.85% | -16.09% | -16.76% |
Max Drawdown (3Y)Largest decline over 3 years | -42.97% | -25.67% | -17.30% |
Max Drawdown (5Y)Largest decline over 5 years | -42.97% | -28.42% | -14.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -79.66% | — |
Current DrawdownCurrent decline from peak | -29.32% | -15.91% | -13.41% |
Average DrawdownAverage peak-to-trough decline | -14.58% | -34.57% | +19.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.71% | 4.33% | +12.38% |
Volatility
HURA.TO vs. XEG.TO - Volatility Comparison
Global X Uranium Index ETF (HURA.TO) has a higher volatility of 14.53% compared to iShares S&P/TSX Capped Energy Index ETF (XEG.TO) at 8.75%. This indicates that HURA.TO's price experiences larger fluctuations and is considered to be riskier than XEG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HURA.TO | XEG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.53% | 8.75% | +5.78% |
Volatility (6M)Calculated over the trailing 6-month period | 33.46% | 19.90% | +13.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.89% | 23.36% | +24.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.52% | 28.69% | +11.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.00% | 33.41% | +5.59% |
HURA.TO vs. XEG.TO - Expense Ratio Comparison
HURA.TO has a 0.98% expense ratio, which is higher than XEG.TO's 0.60% expense ratio.
Dividends
HURA.TO vs. XEG.TO - Dividend Comparison
HURA.TO's dividend yield for the trailing twelve months is around 0.09%, less than XEG.TO's 2.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HURA.TO Global X Uranium Index ETF | 0.09% | 0.09% | 0.75% | 1.03% | 1.46% | 1.26% | 0.63% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 2.91% | 3.63% | 3.46% | 4.26% | 3.31% | 1.64% | 2.96% | 2.70% | 2.25% | 1.41% | 1.40% | 3.58% |
Frequently Asked Questions
HURA.TO and XEG.TO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XEG.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XEG.TO is cheaper with a 0.60% expense ratio, compared with 0.98% for HURA.TO.
HURA.TO is categorized as Uranium, while XEG.TO is Energy Equities. HURA.TO tracks Solactive Global Uranium & Nuclear Components Total Return Index, while XEG.TO tracks S&P/TSX Capped Energy Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.98% for HURA.TO and 0.60% for XEG.TO.
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