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HXF.TO vs. ZWK.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HXF.TO vs. ZWK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X S&P/TSX Capped Financials Index Corporate Class ETF (HXF.TO) and BMO Covered Call US Banks ETF (ZWK.TO). The values are adjusted to include any dividend payments, if applicable.

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HXF.TO vs. ZWK.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HXF.TO
Global X S&P/TSX Capped Financials Index Corporate Class ETF
-4.96%35.34%30.20%12.45%-9.00%35.14%1.80%9.70%
ZWK.TO
BMO Covered Call US Banks ETF
-2.90%16.61%40.99%-15.25%-17.50%37.38%-14.63%13.05%

Returns By Period

In the year-to-date period, HXF.TO achieves a -4.96% return, which is significantly lower than ZWK.TO's -2.90% return.


HXF.TO

1D
0.11%
1M
-5.44%
YTD
-4.96%
6M
5.45%
1Y
31.51%
3Y*
23.11%
5Y*
15.32%
10Y*
13.40%

ZWK.TO

1D
3.43%
1M
-1.26%
YTD
-2.90%
6M
2.19%
1Y
18.42%
3Y*
21.66%
5Y*
5.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HXF.TO vs. ZWK.TO - Expense Ratio Comparison

HXF.TO has a 0.25% expense ratio, which is lower than ZWK.TO's 0.65% expense ratio.


Return for Risk

HXF.TO vs. ZWK.TO — Risk / Return Rank

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

HXF.TO
HXF.TO Risk / Return Rank: 9292
Overall Rank
HXF.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HXF.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
HXF.TO Omega Ratio Rank: 9595
Omega Ratio Rank
HXF.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
HXF.TO Martin Ratio Rank: 9090
Martin Ratio Rank

ZWK.TO
ZWK.TO Risk / Return Rank: 4040
Overall Rank
ZWK.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ZWK.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
ZWK.TO Omega Ratio Rank: 4040
Omega Ratio Rank
ZWK.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
ZWK.TO Martin Ratio Rank: 3838
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.

HXF.TO vs. ZWK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P/TSX Capped Financials Index Corporate Class ETF (HXF.TO) and BMO Covered Call US Banks ETF (ZWK.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.


HXF.TOZWK.TODifference

Sharpe ratio

Return per unit of total volatility

2.18

0.72

+1.45

Sortino ratio

Return per unit of downside risk

2.90

1.04

+1.86

Omega ratio

Gain probability vs. loss probability

1.47

1.16

+0.31

Calmar ratio

Return relative to maximum drawdown

2.91

1.28

+1.63

Martin ratio

Return relative to average drawdown

12.18

3.61

+8.57

HXF.TO vs. ZWK.TO - Sharpe Ratio Comparison

The current HXF.TO Sharpe Ratio is 2.18, which is higher than the ZWK.TO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of HXF.TO and ZWK.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


HXF.TOZWK.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

0.72

+1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.21

+0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.20

+0.55

Correlation

The correlation between HXF.TO and ZWK.TO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HXF.TO vs. ZWK.TO - Dividend Comparison

HXF.TO has not paid dividends to shareholders, while ZWK.TO's dividend yield for the trailing twelve months is around 6.79%.


TTM2025202420232022202120202019
HXF.TO
Global X S&P/TSX Capped Financials Index Corporate Class ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZWK.TO
BMO Covered Call US Banks ETF
6.79%6.49%7.05%10.38%8.21%6.54%8.46%5.11%

Drawdowns

HXF.TO vs. ZWK.TO - Drawdown Comparison

The maximum HXF.TO drawdown since its inception was -39.77%, smaller than the maximum ZWK.TO drawdown of -48.02%. Use the drawdown chart below to compare losses from any high point for HXF.TO and ZWK.TO.


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Drawdown Indicators


HXF.TOZWK.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.77%

-48.02%

+8.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.13%

-16.24%

+6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

-48.02%

+26.36%

Max Drawdown (10Y)

Largest decline over 10 years

-39.77%

Current Drawdown

Current decline from peak

-7.34%

-10.07%

+2.73%

Average Drawdown

Average peak-to-trough decline

-5.14%

-16.73%

+11.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

5.73%

-3.31%

Volatility

HXF.TO vs. ZWK.TO - Volatility Comparison

The current volatility for Global X S&P/TSX Capped Financials Index Corporate Class ETF (HXF.TO) is 5.77%, while BMO Covered Call US Banks ETF (ZWK.TO) has a volatility of 6.50%. This indicates that HXF.TO experiences smaller price fluctuations and is considered to be less risky than ZWK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXF.TOZWK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

6.50%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

15.48%

-5.90%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

25.71%

-11.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

24.31%

-10.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

28.77%

-11.91%