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HUTS.TO vs. SDAY.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUTS.TO vs. SDAY.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Enhanced Utilities ETF (HUTS.TO) and Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.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, HUTS.TO achieves a 15.96% return, which is significantly lower than SDAY.NEO's 18.92% return.


HUTS.TO

1D
-1.14%
1M
0.67%
6M
10.14%
YTD
15.96%
1Y
24.80%
3Y*
16.58%
5Y*
10Y*
ALL TIME*
6.66%

SDAY.NEO

1D
1.99%
1M
-0.53%
6M
10.82%
YTD
18.92%
1Y
24.60%
3Y*
5Y*
10Y*
ALL TIME*
22.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$273.34KCA$215.70KCA$190.49K
CA$178.72KCA$76.59KCA$26.37K

HUTS.TO vs. SDAY.NEO - Yearly Performance Comparison


2026 (YTD)2025
HUTS.TO
Hamilton Enhanced Utilities ETF
15.96%9.96%
SDAY.NEO
Hamilton Enhanced U.S. Equity DayMAX™ ETF
18.92%4.49%

Correlation

The correlation between HUTS.TO and SDAY.NEO is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2025

0.26

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Return for Risk

HUTS.TO vs. SDAY.NEO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HUTS.TO
HUTS.TO Risk / Return Rank: 8686
Overall Rank
HUTS.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
HUTS.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
HUTS.TO Omega Ratio Rank: 8686
Omega Ratio Rank
HUTS.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
HUTS.TO Martin Ratio Rank: 7979
Martin Ratio Rank

SDAY.NEO
SDAY.NEO Risk / Return Rank: 7777
Overall Rank
SDAY.NEO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SDAY.NEO Sortino Ratio Rank: 8080
Sortino Ratio Rank
SDAY.NEO Omega Ratio Rank: 7676
Omega Ratio Rank
SDAY.NEO Calmar Ratio Rank: 8080
Calmar Ratio Rank
SDAY.NEO Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HUTS.TO vs. SDAY.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Enhanced Utilities ETF (HUTS.TO) and Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.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.

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.TOSDAY.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.41

1.35

+0.06

Calmar ratioReturn relative to maximum drawdown

4.24

3.22

+1.03

Martin ratioReturn relative to average drawdown

11.54

10.02

+1.52

HUTS.TO vs. SDAY.NEO - Sharpe Ratio Comparison

The current HUTS.TO Sharpe Ratio is 2.34, which is comparable to the SDAY.NEO Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of HUTS.TO and SDAY.NEO, 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. SDAY.NEO - Drawdown Comparison

The maximum HUTS.TO drawdown since its inception was -30.57%, which is greater than SDAY.NEO's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for HUTS.TO and SDAY.NEO.


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Drawdown Indicators


HUTS.TOSDAY.NEODifference

Max Drawdown

Largest peak-to-trough decline

-30.57%

-7.75%

-22.82%

Max Drawdown (1Y)

Largest decline over 1 year

-5.87%

-7.75%

+1.88%

Max Drawdown (3Y)

Largest decline over 3 years

-14.20%

Current Drawdown

Current decline from peak

-4.32%

-0.64%

-3.68%

Average Drawdown

Average peak-to-trough decline

-9.73%

-1.77%

-7.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.48%

-0.33%

Volatility

HUTS.TO vs. SDAY.NEO - Volatility Comparison

The current volatility for Hamilton Enhanced Utilities ETF (HUTS.TO) is 4.45%, while Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO) has a volatility of 5.57%. This indicates that HUTS.TO experiences smaller price fluctuations and is considered to be less risky than SDAY.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUTS.TOSDAY.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

5.57%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

9.73%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

10.67%

12.55%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

12.46%

+2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.98%

12.46%

+2.52%

HUTS.TO vs. SDAY.NEO - Expense Ratio Comparison

HUTS.TO has a 2.06% expense ratio, which is higher than SDAY.NEO's 0.85% expense ratio.


Dividends

HUTS.TO vs. SDAY.NEO - Dividend Comparison

HUTS.TO's dividend yield for the trailing twelve months is around 5.70%, less than SDAY.NEO's 17.67% yield.


PositionTTM2025202420232022
HUTS.TO
Hamilton Enhanced Utilities ETF
5.70%6.45%7.45%7.83%2.33%
SDAY.NEO
Hamilton Enhanced U.S. Equity DayMAX™ ETF
17.67%8.62%0.00%0.00%0.00%

Frequently Asked Questions


HUTS.TO and SDAY.NEO 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, SDAY.NEO is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SDAY.NEO is cheaper with a 0.85% expense ratio, compared with 2.06% for HUTS.TO.

HUTS.TO is categorized as Utilities Equities, while SDAY.NEO is Derivative Income. Their fees differ too: 2.06% for HUTS.TO and 0.85% for SDAY.NEO.

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