HUZ.TO vs. AGCC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Silver ETF (HUZ.TO) and Global X Silver Covered Call ETF (AGCC.TO).

HUZ.TO and AGCC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HUZ.TO is a passively managed fund by Global X that tracks the performance of the Solactive Silver Front Month MD Rolling Futures Index. It was launched on Jun 24, 2009. AGCC.TO is an actively managed fund by Global X. It was launched on Oct 7, 2025.

Performance

HUZ.TO vs. AGCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Silver ETF (HUZ.TO) and Global X Silver Covered Call ETF (AGCC.TO). The values are adjusted to include any dividend payments, if applicable.

HUZ.TO vs. AGCC.TO - Yearly Performance Comparison

	2026 (YTD)	2025
HUZ.TO Global X Silver ETF	5.82%	43.01%
AGCC.TO Global X Silver Covered Call ETF	1.84%	37.24%

Returns By Period

In the year-to-date period, HUZ.TO achieves a 5.82% return, which is significantly higher than AGCC.TO's 1.84% return.

HUZ.TO

• 1D: 7.32%
• 1M: -20.09%
• YTD: 5.82%
• 6M: 57.40%
• 1Y: 105.90%
• 3Y*: 40.38%
• 5Y*: 20.56%
• 10Y*: 13.41%

AGCC.TO

• 1D: 6.26%
• 1M: -18.74%
• YTD: 1.84%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HUZ.TO vs. AGCC.TO - Expense Ratio Comparison

HUZ.TO has a 1.18% expense ratio, which is higher than AGCC.TO's 0.60% expense ratio.

HUZ.TO

Global X Silver ETF

AGCC.TO

Global X Silver Covered Call ETF

Return for Risk

HUZ.TO vs. AGCC.TO — Risk / Return Rank

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

HUZ.TO

HUZ.TO Risk / Return Rank: 82
HUZ.TO Sharpe Ratio Rank: 87
HUZ.TO Sortino Ratio Rank: 78
HUZ.TO Omega Ratio Rank: 87
HUZ.TO Calmar Ratio Rank: 83
HUZ.TO Martin Ratio Rank: 72

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.

HUZ.TO vs. AGCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Silver ETF (HUZ.TO) and Global X Silver Covered Call ETF (AGCC.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.

	HUZ.TO	AGCC.TO	Difference
Sharpe ratio Return per unit of total volatility	1.85	—	—
Sortino ratio Return per unit of downside risk	2.03	—	—
Omega ratio Gain probability vs. loss probability	1.36	—	—
Calmar ratio Return relative to maximum drawdown	2.47	—	—
Martin ratio Return relative to average drawdown	7.66	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HUZ.TO	AGCC.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.85	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	1.47	-1.25

Correlation

The correlation between HUZ.TO and AGCC.TO is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

HUZ.TO vs. AGCC.TO - Dividend Comparison

HUZ.TO has not paid dividends to shareholders, while AGCC.TO's dividend yield for the trailing twelve months is around 3.06%.

	TTM	2025
HUZ.TO Global X Silver ETF	0.00%	0.00%
AGCC.TO Global X Silver Covered Call ETF	3.06%	1.49%

Drawdowns

HUZ.TO vs. AGCC.TO - Drawdown Comparison

The maximum HUZ.TO drawdown since its inception was -81.06%, which is greater than AGCC.TO's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for HUZ.TO and AGCC.TO.

Drawdown Indicators

	HUZ.TO	AGCC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-81.06%	-39.17%	-41.89%
Max Drawdown (1Y) Largest decline over 1 year	-43.11%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-43.11%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.84%	—	—
Current Drawdown Current decline from peak	-36.03%	-32.50%	-3.53%
Average Drawdown Average peak-to-trough decline	-55.11%	-11.78%	-43.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.90%	—	—

Volatility

Volatility by Period

	HUZ.TO	AGCC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	57.44%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	57.58%	70.54%	-12.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.48%	70.54%	-34.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.76%	70.54%	-37.78%