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HXH.TO vs. HXQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HXH.TO vs. HXQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Canadian High Dividend Index Corporate Class ETF (HXH.TO) and Global X Nasdaq-100 Index Corporate Class ETF (HXQ.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, HXH.TO achieves a 25.25% return, which is significantly higher than HXQ.TO's 14.56% return. Over the past 10 years, HXH.TO has underperformed HXQ.TO with an annualized return of 12.20%, while HXQ.TO has yielded a comparatively higher 21.14% annualized return.


HXH.TO

1D
-0.23%
1M
3.99%
6M
21.03%
YTD
25.25%
1Y
42.71%
3Y*
23.27%
5Y*
17.45%
10Y*
12.20%
ALL TIME*
12.39%

HXQ.TO

1D
0.69%
1M
-5.98%
6M
12.81%
YTD
14.56%
1Y
26.47%
3Y*
24.20%
5Y*
16.73%
10Y*
21.14%
ALL TIME*
21.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$171.87KCA$164.71KCA$187.22K
CA$2.97MCA$3.02MCA$3.91M

HXH.TO vs. HXQ.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HXH.TO
Global X Canadian High Dividend Index Corporate Class ETF
25.25%25.86%15.24%6.33%5.00%34.51%-7.66%22.17%-14.86%8.10%
HXQ.TO
Global X Nasdaq-100 Index Corporate Class ETF
14.56%15.05%35.98%51.16%-27.84%26.20%45.58%32.26%6.71%23.12%

Correlation

The correlation between HXH.TO and HXQ.TO is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.01

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.16

Correlation (10Y)
Provides a long-term view across more market conditions.

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2016

0.20

The correlation between HXH.TO and HXQ.TO shifts across timeframes, from 0.01 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.

HXH.TO vs. HXQ.TO - Sectors Allocation Comparison


Sectors
HXH.TO
HXQ.TO

Real Estate

32.3%
0.2%

Basic Materials

-

1.0%

Communication Services

-

15.8%

Consumer Cyclical

-

13.2%

Consumer Defensive

-

4.4%

Energy

-

0.5%

Financial Services

-

0.3%

Healthcare

-

4.4%

Industrials

-

3.1%

Technology

-

55.9%

Utilities

-

1.4%

Real Estate

HXH.TO
32.3%
HXQ.TO
0.2%

Basic Materials

HXH.TO

-

HXQ.TO
1.0%

Communication Services

HXH.TO

-

HXQ.TO
15.8%

Consumer Cyclical

HXH.TO

-

HXQ.TO
13.2%

Consumer Defensive

HXH.TO

-

HXQ.TO
4.4%

Energy

HXH.TO

-

HXQ.TO
0.5%

Financial Services

HXH.TO

-

HXQ.TO
0.3%

Healthcare

HXH.TO

-

HXQ.TO
4.4%

Industrials

HXH.TO

-

HXQ.TO
3.1%

Technology

HXH.TO

-

HXQ.TO
55.9%

Utilities

HXH.TO

-

HXQ.TO
1.4%

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Return for Risk

HXH.TO vs. HXQ.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HXH.TO
HXH.TO Risk / Return Rank: 9898
Overall Rank
HXH.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HXH.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
HXH.TO Omega Ratio Rank: 9898
Omega Ratio Rank
HXH.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
HXH.TO Martin Ratio Rank: 9898
Martin Ratio Rank

HXQ.TO
HXQ.TO Risk / Return Rank: 4949
Overall Rank
HXQ.TO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HXQ.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
HXQ.TO Omega Ratio Rank: 4949
Omega Ratio Rank
HXQ.TO Calmar Ratio Rank: 5252
Calmar Ratio Rank
HXQ.TO Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HXH.TO vs. HXQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Canadian High Dividend Index Corporate Class ETF (HXH.TO) and Global X Nasdaq-100 Index Corporate Class ETF (HXQ.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HXH.TOHXQ.TODifference
Sharpe ratioReturn per unit of total volatility

+3.62

Sortino ratioReturn per unit of downside risk

+5.51

Omega ratioGain probability vs. loss probability

1.99

1.23

+0.77

Calmar ratioReturn relative to maximum drawdown

16.64

1.90

+14.74

Martin ratioReturn relative to average drawdown

49.99

5.49

+44.49

HXH.TO vs. HXQ.TO - Sharpe Ratio Comparison

The current HXH.TO Sharpe Ratio is 4.87, which is higher than the HXQ.TO Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of HXH.TO and HXQ.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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Drawdowns

HXH.TO vs. HXQ.TO - Drawdown Comparison

The maximum HXH.TO drawdown since its inception was -40.80%, which is greater than HXQ.TO's maximum drawdown of -31.60%. Use the drawdown chart below to compare losses from any high point for HXH.TO and HXQ.TO.


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Drawdown Indicators


HXH.TOHXQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.80%

-31.60%

-9.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-12.43%

+9.91%

Max Drawdown (3Y)

Largest decline over 3 years

-10.55%

-22.58%

+12.03%

Max Drawdown (5Y)

Largest decline over 5 years

-15.48%

-31.60%

+16.12%

Max Drawdown (10Y)

Largest decline over 10 years

-40.80%

-31.60%

-9.20%

Current Drawdown

Current decline from peak

-0.43%

-7.80%

+7.37%

Average Drawdown

Average peak-to-trough decline

-4.79%

-5.72%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

4.30%

-3.46%

Volatility

HXH.TO vs. HXQ.TO - Volatility Comparison

The current volatility for Global X Canadian High Dividend Index Corporate Class ETF (HXH.TO) is 2.78%, while Global X Nasdaq-100 Index Corporate Class ETF (HXQ.TO) has a volatility of 6.71%. This indicates that HXH.TO experiences smaller price fluctuations and is considered to be less risky than HXQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXH.TOHXQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

6.71%

-3.93%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

15.67%

-9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

8.63%

18.98%

-10.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.09%

21.29%

-9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

21.07%

-5.06%

HXH.TO vs. HXQ.TO - Expense Ratio Comparison

HXH.TO has a 0.11% expense ratio, which is lower than HXQ.TO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HXH.TO vs. HXQ.TO - Dividend Comparison

Neither HXH.TO nor HXQ.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HXH.TO and HXQ.TO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HXH.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HXH.TO is cheaper with a 0.11% expense ratio, compared with 0.25% for HXQ.TO.

HXH.TO is categorized as Canada Equities, while HXQ.TO is Nasdaq-100. HXH.TO tracks Solactive Canadian High Dividend Yield Index, while HXQ.TO tracks NASDAQ-100 Index. Their fees differ too: 0.11% for HXH.TO and 0.25% for HXQ.TO.

Portfolio Optimizer

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