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HUTS.TO vs. HBIL-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUTS.TO vs. HBIL-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Enhanced Utilities ETF (HUTS.TO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HUTS.TO is traded in CAD, while HBIL-U.TO is traded in USD. To make them comparable, the HBIL-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HUTS.TO achieves a 18.96% return, which is significantly higher than HBIL-U.TO's 3.86% return.


HUTS.TO

1D
-0.19%
1M
0.47%
6M
17.44%
YTD
18.96%
1Y
29.32%
3Y*
15.86%
5Y*
10Y*

HBIL-U.TO

1D
-0.00%
1M
0.12%
6M
2.21%
YTD
3.86%
1Y
6.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUTS.TO vs. HBIL-U.TO - Yearly Performance Comparison


2026 (YTD)20252024
HUTS.TO
Hamilton Enhanced Utilities ETF
18.96%21.29%-5.26%
HBIL-U.TO
Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units
3.86%0.03%4.69%

Correlation

The correlation between HUTS.TO and HBIL-U.TO is -0.03, 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

-0.03

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2024

0.02

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Return for Risk

HUTS.TO vs. HBIL-U.TO — Risk / Return Rank

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

HUTS.TO
HUTS.TO Risk / Return Rank: 9393
Overall Rank
HUTS.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
HUTS.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
HUTS.TO Omega Ratio Rank: 9393
Omega Ratio Rank
HUTS.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
HUTS.TO Martin Ratio Rank: 8787
Martin Ratio Rank

HBIL-U.TO
HBIL-U.TO Risk / Return Rank: 8989
Overall Rank
HBIL-U.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HBIL-U.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
HBIL-U.TO Omega Ratio Rank: 9393
Omega Ratio Rank
HBIL-U.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
HBIL-U.TO Martin Ratio Rank: 8989
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.

HUTS.TO vs. HBIL-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Enhanced Utilities ETF (HUTS.TO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.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.


HUTS.TOHBIL-U.TODifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+2.02

Omega ratioGain probability vs. loss probability

1.52

1.25

+0.27

Calmar ratioReturn relative to maximum drawdown

5.02

1.65

+3.36

Martin ratioReturn relative to average drawdown

13.97

4.19

+9.78

HUTS.TO vs. HBIL-U.TO - Sharpe Ratio Comparison

The current HUTS.TO Sharpe Ratio is 2.86, which is higher than the HBIL-U.TO Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of HUTS.TO and HBIL-U.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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Drawdowns

HUTS.TO vs. HBIL-U.TO - Drawdown Comparison

The maximum HUTS.TO drawdown since its inception was -30.57%, which is greater than HBIL-U.TO's maximum drawdown of -6.68%. Use the drawdown chart below to compare losses from any high point for HUTS.TO and HBIL-U.TO.


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Drawdown Indicators


HUTS.TOHBIL-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.57%

-6.68%

-23.89%

Max Drawdown (1Y)

Largest decline over 1 year

-5.87%

-4.01%

-1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-18.98%

Current Drawdown

Current decline from peak

-1.85%

-2.20%

+0.35%

Average Drawdown

Average peak-to-trough decline

-9.81%

-2.26%

-7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

1.58%

+0.52%

Volatility

HUTS.TO vs. HBIL-U.TO - Volatility Comparison

Hamilton Enhanced Utilities ETF (HUTS.TO) has a higher volatility of 4.54% compared to Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO) at 1.82%. This indicates that HUTS.TO's price experiences larger fluctuations and is considered to be riskier than HBIL-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUTS.TOHBIL-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

1.82%

+2.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

3.60%

+5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

10.29%

4.68%

+5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

5.85%

+9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.98%

5.85%

+9.13%

Dividends

HUTS.TO vs. HBIL-U.TO - Dividend Comparison

HUTS.TO's dividend yield for the trailing twelve months is around 5.52%, less than HBIL-U.TO's 6.74% yield.


PositionTTM2025202420232022
HBIL-U.TO
Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units
6.74%7.37%2.40%0.00%0.00%
HUTS.TO
Hamilton Enhanced Utilities ETF
5.52%6.45%7.45%7.83%2.33%

Frequently Asked Questions


HUTS.TO and HBIL-U.TO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HUTS.TO is categorized as Utilities Equities, while HBIL-U.TO is Government Bonds.

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