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HXEM.TO vs. XBM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HXEM.TO vs. XBM.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Emerging Markets Equity Index Corporate Class ETF (HXEM.TO) and iShares S&P/TSX Global Base Metals Index ETF (XBM.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, HXEM.TO achieves a 28.95% return, which is significantly lower than XBM.TO's 38.48% return.


HXEM.TO

1D
-0.87%
1M
11.29%
YTD
28.95%
6M
29.50%
1Y
56.68%
3Y*
24.44%
5Y*
9.75%
10Y*

XBM.TO

1D
-3.17%
1M
21.23%
YTD
38.48%
6M
46.72%
1Y
119.30%
3Y*
29.93%
5Y*
19.70%
10Y*
20.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HXEM.TO vs. XBM.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HXEM.TO
Global X Emerging Markets Equity Index Corporate Class ETF
28.95%26.46%14.53%7.09%-16.39%-2.71%12.33%
XBM.TO
iShares S&P/TSX Global Base Metals Index ETF
38.48%50.69%5.96%2.84%3.69%32.04%34.42%

Correlation

The correlation between HXEM.TO and XBM.TO is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2020

0.52

The correlation between HXEM.TO and XBM.TO has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

HXEM.TO vs. XBM.TO - Sectors Allocation Comparison


Sectors
HXEM.TO
XBM.TO

Real Estate

16.6%

-

Basic Materials

-

99.8%

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

0.2%

Technology

-

-

Utilities

-

-

Real Estate

HXEM.TO
16.6%
XBM.TO

-

Basic Materials

HXEM.TO

-

XBM.TO
99.8%

Communication Services

HXEM.TO

-

XBM.TO

-

Consumer Cyclical

HXEM.TO

-

XBM.TO

-

Consumer Defensive

HXEM.TO

-

XBM.TO

-

Energy

HXEM.TO

-

XBM.TO

-

Financial Services

HXEM.TO

-

XBM.TO

-

Healthcare

HXEM.TO

-

XBM.TO

-

Industrials

HXEM.TO

-

XBM.TO
0.2%

Technology

HXEM.TO

-

XBM.TO

-

Utilities

HXEM.TO

-

XBM.TO

-

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Return for Risk

HXEM.TO vs. XBM.TO — Risk / Return Rank

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

HXEM.TO
HXEM.TO Risk / Return Rank: 8585
Overall Rank
HXEM.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HXEM.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
HXEM.TO Omega Ratio Rank: 8787
Omega Ratio Rank
HXEM.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
HXEM.TO Martin Ratio Rank: 8383
Martin Ratio Rank

XBM.TO
XBM.TO Risk / Return Rank: 8585
Overall Rank
XBM.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XBM.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
XBM.TO Omega Ratio Rank: 8080
Omega Ratio Rank
XBM.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
XBM.TO Martin Ratio Rank: 8888
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.

HXEM.TO vs. XBM.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Equity Index Corporate Class ETF (HXEM.TO) and iShares S&P/TSX Global Base Metals Index ETF (XBM.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.


HXEM.TOXBM.TODifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.53

1.49

+0.04

Calmar ratioReturn relative to maximum drawdown

4.61

5.02

-0.41

Martin ratioReturn relative to average drawdown

16.65

19.44

-2.79

HXEM.TO vs. XBM.TO - Sharpe Ratio Comparison

The current HXEM.TO Sharpe Ratio is 2.91, which is comparable to the XBM.TO Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of HXEM.TO and XBM.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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Sharpe Ratios by Period


HXEM.TOXBM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

3.37

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.60

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.25

+0.40

Drawdowns

HXEM.TO vs. XBM.TO - Drawdown Comparison

The maximum HXEM.TO drawdown since its inception was -35.00%, smaller than the maximum XBM.TO drawdown of -67.40%. Use the drawdown chart below to compare losses from any high point for HXEM.TO and XBM.TO.


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Drawdown Indicators


HXEM.TOXBM.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.00%

-67.40%

+32.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-23.88%

+11.54%

Max Drawdown (3Y)

Largest decline over 3 years

-15.40%

-37.45%

+22.05%

Max Drawdown (5Y)

Largest decline over 5 years

-30.44%

-40.57%

+10.13%

Max Drawdown (10Y)

Largest decline over 10 years

-57.24%

Current Drawdown

Current decline from peak

-0.87%

-3.17%

+2.30%

Average Drawdown

Average peak-to-trough decline

-13.75%

-25.80%

+12.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

6.16%

-2.75%

Volatility

HXEM.TO vs. XBM.TO - Volatility Comparison

The current volatility for Global X Emerging Markets Equity Index Corporate Class ETF (HXEM.TO) is 8.38%, while iShares S&P/TSX Global Base Metals Index ETF (XBM.TO) has a volatility of 13.03%. This indicates that HXEM.TO experiences smaller price fluctuations and is considered to be less risky than XBM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXEM.TOXBM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.38%

13.03%

-4.65%

Volatility (6M)

Calculated over the trailing 6-month period

17.05%

29.68%

-12.63%

Volatility (1Y)

Calculated over the trailing 1-year period

19.60%

35.62%

-16.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

33.06%

-16.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

32.66%

-15.71%

HXEM.TO vs. XBM.TO - Expense Ratio Comparison

HXEM.TO has a 0.25% expense ratio, which is lower than XBM.TO's 0.60% expense ratio.


Dividends

HXEM.TO vs. XBM.TO - Dividend Comparison

HXEM.TO has not paid dividends to shareholders, while XBM.TO's dividend yield for the trailing twelve months is around 0.62%.


PositionTTM20252024202320222021202020192018201720162015
HXEM.TO
Global X Emerging Markets Equity Index Corporate Class ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XBM.TO
iShares S&P/TSX Global Base Metals Index ETF
0.62%0.86%1.25%2.09%4.83%3.01%1.81%3.71%3.43%1.63%2.42%5.70%

Frequently Asked Questions


HXEM.TO and XBM.TO have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HXEM.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HXEM.TO is cheaper with a 0.25% expense ratio, compared with 0.60% for XBM.TO.

HXEM.TO is categorized as Emerging Markets Equities, while XBM.TO is Energy Equities. HXEM.TO tracks Global X Emerging Markets Futures Roll Index (Total Return), while XBM.TO tracks Morningstar Can Natural Resource NR CAD. They also come from different issuers: Global X and iShares. Their fees differ too: 0.25% for HXEM.TO and 0.60% for XBM.TO.

Portfolio Optimizer

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