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HUTS.TO vs. XFR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUTS.TO vs. XFR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Enhanced Utilities ETF (HUTS.TO) and iShares Floating Rate Index ETF (XFR.TO). 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 20.32% return, which is significantly higher than XFR.TO's 1.15% return.


HUTS.TO

1D
-0.73%
1M
4.35%
YTD
20.32%
6M
21.83%
1Y
35.24%
3Y*
14.74%
5Y*
10Y*

XFR.TO

1D
0.05%
1M
0.26%
YTD
1.15%
6M
1.33%
1Y
3.02%
3Y*
3.98%
5Y*
3.24%
10Y*
2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUTS.TO vs. XFR.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
HUTS.TO
Hamilton Enhanced Utilities ETF
20.32%21.29%9.40%-3.91%-12.96%
XFR.TO
iShares Floating Rate Index ETF
1.15%3.33%4.57%5.29%1.24%

Correlation

The correlation between HUTS.TO and XFR.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

-0.01

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2022

0.02

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Return for Risk

HUTS.TO vs. XFR.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: 9494
Overall Rank
HUTS.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HUTS.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
HUTS.TO Omega Ratio Rank: 9595
Omega Ratio Rank
HUTS.TO Calmar Ratio Rank: 9393
Calmar Ratio Rank
HUTS.TO Martin Ratio Rank: 9191
Martin Ratio Rank

XFR.TO
XFR.TO Risk / Return Rank: 9898
Overall Rank
XFR.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XFR.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XFR.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XFR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XFR.TO Martin Ratio Rank: 9999
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. XFR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Enhanced Utilities ETF (HUTS.TO) and iShares Floating Rate Index ETF (XFR.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.TOXFR.TODifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.68

1.98

-0.30

Calmar ratioReturn relative to maximum drawdown

6.06

29.79

-23.73

Martin ratioReturn relative to average drawdown

19.00

90.21

-71.21

HUTS.TO vs. XFR.TO - Sharpe Ratio Comparison

The current HUTS.TO Sharpe Ratio is 3.70, which is comparable to the XFR.TO Sharpe Ratio of 4.14. The chart below compares the historical Sharpe Ratios of HUTS.TO and XFR.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. XFR.TO - Drawdown Comparison

The maximum HUTS.TO drawdown since its inception was -30.57%, which is greater than XFR.TO's maximum drawdown of -4.12%. Use the drawdown chart below to compare losses from any high point for HUTS.TO and XFR.TO.


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Drawdown Indicators


HUTS.TOXFR.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.57%

-4.12%

-26.45%

Max Drawdown (1Y)

Largest decline over 1 year

-5.84%

-0.10%

-5.74%

Max Drawdown (3Y)

Largest decline over 3 years

-20.25%

-0.30%

-19.95%

Max Drawdown (5Y)

Largest decline over 5 years

-0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-4.12%

Current Drawdown

Current decline from peak

-0.73%

0.00%

-0.73%

Average Drawdown

Average peak-to-trough decline

-9.99%

-0.06%

-9.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

0.03%

+1.83%

Volatility

HUTS.TO vs. XFR.TO - Volatility Comparison

Hamilton Enhanced Utilities ETF (HUTS.TO) has a higher volatility of 3.41% compared to iShares Floating Rate Index ETF (XFR.TO) at 0.23%. This indicates that HUTS.TO's price experiences larger fluctuations and is considered to be riskier than XFR.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.TOXFR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

0.23%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

0.47%

+7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

9.58%

0.72%

+8.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

0.85%

+14.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.98%

1.86%

+13.12%

HUTS.TO vs. XFR.TO - Expense Ratio Comparison

HUTS.TO has a 2.06% expense ratio, which is higher than XFR.TO's 0.14% expense ratio.


Dividends

HUTS.TO vs. XFR.TO - Dividend Comparison

HUTS.TO's dividend yield for the trailing twelve months is around 5.43%, more than XFR.TO's 2.77% yield.


PositionTTM20252024202320222021202020192018201720162015
HUTS.TO
Hamilton Enhanced Utilities ETF
5.43%6.45%7.45%7.83%2.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XFR.TO
iShares Floating Rate Index ETF
2.77%3.23%4.93%4.91%1.84%0.30%1.07%1.99%1.64%0.92%0.65%0.95%

Frequently Asked Questions


HUTS.TO and XFR.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, XFR.TO is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XFR.TO is cheaper with a 0.14% expense ratio, compared with 2.06% for HUTS.TO.

HUTS.TO is categorized as Utilities Equities, while XFR.TO is Canadian Government Bonds. HUTS.TO tracks Solactive Canadian Utility Services High Dividend Index TR, while XFR.TO tracks Morningstar Can 1-5Y Core Bd GR CAD. They also come from different issuers: Hamilton and iShares. Their fees differ too: 2.06% for HUTS.TO and 0.14% for XFR.TO.

Portfolio Optimizer

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