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HUZ.TO vs. HXT.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HUZ.TO vs. HXT.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 S&P/TSX 60 Corporate Class ETF (HXT.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
HUZ.TO
Global X Silver ETF
5.82%129.20%18.72%-3.75%1.17%-15.10%39.27%12.48%-11.38%2.96%
HXT.TO
Global X S&P/TSX 60 Corporate Class ETF
2.91%28.74%20.94%12.02%-6.27%28.11%5.36%22.18%-7.89%9.77%

Returns By Period

In the year-to-date period, HUZ.TO achieves a 5.82% return, which is significantly higher than HXT.TO's 2.91% return. Over the past 10 years, HUZ.TO has outperformed HXT.TO with an annualized return of 13.41%, while HXT.TO has yielded a comparatively lower 12.62% annualized 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%

HXT.TO

1D
2.28%
1M
-3.20%
YTD
2.91%
6M
8.76%
1Y
30.31%
3Y*
19.91%
5Y*
14.30%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HUZ.TO has a 1.18% expense ratio, which is higher than HXT.TO's 0.07% expense ratio.


Return for Risk

HUZ.TO vs. HXT.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: 8282
Overall Rank
HUZ.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HUZ.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
HUZ.TO Omega Ratio Rank: 8787
Omega Ratio Rank
HUZ.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
HUZ.TO Martin Ratio Rank: 7272
Martin Ratio Rank

HXT.TO
HXT.TO Risk / Return Rank: 9393
Overall Rank
HXT.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HXT.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
HXT.TO Omega Ratio Rank: 9494
Omega Ratio Rank
HXT.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
HXT.TO Martin Ratio Rank: 9494
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.

HUZ.TO vs. HXT.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 S&P/TSX 60 Corporate Class ETF (HXT.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.TOHXT.TODifference

Sharpe ratio

Return per unit of total volatility

1.85

2.11

-0.26

Sortino ratio

Return per unit of downside risk

2.03

2.73

-0.71

Omega ratio

Gain probability vs. loss probability

1.36

1.42

-0.06

Calmar ratio

Return relative to maximum drawdown

2.47

2.92

-0.45

Martin ratio

Return relative to average drawdown

7.66

14.17

-6.51

HUZ.TO vs. HXT.TO - Sharpe Ratio Comparison

The current HUZ.TO Sharpe Ratio is 1.85, which is comparable to the HXT.TO Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of HUZ.TO and HXT.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HUZ.TOHXT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

2.11

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

1.13

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.84

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.67

-0.45

Correlation

The correlation between HUZ.TO and HXT.TO is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HUZ.TO vs. HXT.TO - Dividend Comparison

Neither HUZ.TO nor HXT.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HUZ.TO vs. HXT.TO - Drawdown Comparison

The maximum HUZ.TO drawdown since its inception was -81.06%, which is greater than HXT.TO's maximum drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for HUZ.TO and HXT.TO.


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Drawdown Indicators


HUZ.TOHXT.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.06%

-35.48%

-45.58%

Max Drawdown (1Y)

Largest decline over 1 year

-43.11%

-10.76%

-32.35%

Max Drawdown (5Y)

Largest decline over 5 years

-43.11%

-16.33%

-26.78%

Max Drawdown (10Y)

Largest decline over 10 years

-48.84%

-35.48%

-13.36%

Current Drawdown

Current decline from peak

-36.03%

-3.90%

-32.13%

Average Drawdown

Average peak-to-trough decline

-55.11%

-4.70%

-50.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.90%

2.22%

+11.68%

Volatility

HUZ.TO vs. HXT.TO - Volatility Comparison

Global X Silver ETF (HUZ.TO) has a higher volatility of 19.07% compared to Global X S&P/TSX 60 Corporate Class ETF (HXT.TO) at 5.32%. This indicates that HUZ.TO's price experiences larger fluctuations and is considered to be riskier than HXT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUZ.TOHXT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.07%

5.32%

+13.75%

Volatility (6M)

Calculated over the trailing 6-month period

57.44%

9.76%

+47.68%

Volatility (1Y)

Calculated over the trailing 1-year period

57.58%

14.44%

+43.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.48%

12.70%

+23.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.76%

15.15%

+17.61%