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HXD.TO vs. CNDU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HXD.TO vs. CNDU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro S&P/TSX 60 -2x Daily Bear ETF (HXD.TO) and BetaPro S&P/TSX 60 2x Daily Bull ETF (CNDU.TO). The values are adjusted to include any dividend payments, if applicable.

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HXD.TO vs. CNDU.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HXD.TO
BetaPro S&P/TSX 60 -2x Daily Bear ETF
-1.82%-39.81%271.72%-12.03%8.91%-42.56%-36.10%-31.58%15.45%-17.95%
CNDU.TO
BetaPro S&P/TSX 60 2x Daily Bull ETF
4.34%54.27%34.82%15.07%-17.75%59.15%-4.99%42.24%-19.24%15.76%

Returns By Period

In the year-to-date period, HXD.TO achieves a -1.82% return, which is significantly lower than CNDU.TO's 4.34% return. Over the past 10 years, HXD.TO has underperformed CNDU.TO with an annualized return of -9.76%, while CNDU.TO has yielded a comparatively higher 18.53% annualized return.


HXD.TO

1D
0.07%
1M
11.41%
YTD
-1.82%
6M
-12.07%
1Y
-39.16%
3Y*
26.35%
5Y*
7.82%
10Y*
-9.76%

CNDU.TO

1D
4.89%
1M
-6.84%
YTD
4.34%
6M
14.56%
1Y
58.23%
3Y*
32.99%
5Y*
21.85%
10Y*
18.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HXD.TO vs. CNDU.TO - Expense Ratio Comparison

HXD.TO has a 1.78% expense ratio, which is higher than CNDU.TO's 1.15% expense ratio.


Return for Risk

HXD.TO vs. CNDU.TO — Risk / Return Rank

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

HXD.TO
HXD.TO Risk / Return Rank: 11
Overall Rank
HXD.TO Sharpe Ratio Rank: 00
Sharpe Ratio Rank
HXD.TO Sortino Ratio Rank: 00
Sortino Ratio Rank
HXD.TO Omega Ratio Rank: 00
Omega Ratio Rank
HXD.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
HXD.TO Martin Ratio Rank: 44
Martin Ratio Rank

CNDU.TO
CNDU.TO Risk / Return Rank: 9090
Overall Rank
CNDU.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CNDU.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
CNDU.TO Omega Ratio Rank: 8989
Omega Ratio Rank
CNDU.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
CNDU.TO Martin Ratio Rank: 9393
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.

HXD.TO vs. CNDU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro S&P/TSX 60 -2x Daily Bear ETF (HXD.TO) and BetaPro S&P/TSX 60 2x Daily Bull ETF (CNDU.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.


HXD.TOCNDU.TODifference

Sharpe ratio

Return per unit of total volatility

-1.39

2.02

-3.41

Sortino ratio

Return per unit of downside risk

-2.29

2.47

-4.76

Omega ratio

Gain probability vs. loss probability

0.74

1.38

-0.64

Calmar ratio

Return relative to maximum drawdown

-0.69

2.94

-3.63

Martin ratio

Return relative to average drawdown

-0.96

13.41

-14.37

HXD.TO vs. CNDU.TO - Sharpe Ratio Comparison

The current HXD.TO Sharpe Ratio is -1.39, which is lower than the CNDU.TO Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of HXD.TO and CNDU.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


HXD.TOCNDU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.39

2.02

-3.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.87

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.62

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.26

-0.29

Correlation

The correlation between HXD.TO and CNDU.TO is -0.98. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

HXD.TO vs. CNDU.TO - Dividend Comparison

Neither HXD.TO nor CNDU.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HXD.TO vs. CNDU.TO - Drawdown Comparison

The maximum HXD.TO drawdown since its inception was -98.45%, which is greater than CNDU.TO's maximum drawdown of -78.08%. Use the drawdown chart below to compare losses from any high point for HXD.TO and CNDU.TO.


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Drawdown Indicators


HXD.TOCNDU.TODifference

Max Drawdown

Largest peak-to-trough decline

-98.45%

-78.08%

-20.37%

Max Drawdown (1Y)

Largest decline over 1 year

-55.32%

-20.72%

-34.60%

Max Drawdown (5Y)

Largest decline over 5 years

-55.32%

-32.60%

-22.72%

Max Drawdown (10Y)

Largest decline over 10 years

-88.83%

-61.51%

-27.32%

Current Drawdown

Current decline from peak

-95.16%

-8.17%

-86.99%

Average Drawdown

Average peak-to-trough decline

-78.80%

-23.55%

-55.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.83%

4.55%

+35.28%

Volatility

HXD.TO vs. CNDU.TO - Volatility Comparison

The current volatility for BetaPro S&P/TSX 60 -2x Daily Bear ETF (HXD.TO) is 9.26%, while BetaPro S&P/TSX 60 2x Daily Bull ETF (CNDU.TO) has a volatility of 10.76%. This indicates that HXD.TO experiences smaller price fluctuations and is considered to be less risky than CNDU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXD.TOCNDU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.26%

10.76%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

19.16%

19.82%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

28.97%

29.08%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

181.64%

25.44%

+156.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

130.66%

30.07%

+100.59%