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

Performance

HXQ.TO vs. HXS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Horizons NASDAQ-100 Index ETF (HXQ.TO) and Global X S&P 500 Index Corporate Class ETF (HXS.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
HXQ.TO
Horizons NASDAQ-100 Index ETF
-4.70%15.05%35.98%51.16%-27.84%26.20%45.58%32.26%6.71%23.12%
HXS.TO
Global X S&P 500 Index Corporate Class ETF
-3.28%11.93%34.98%23.22%-12.72%27.30%15.78%24.69%3.03%13.60%

Returns By Period

In the year-to-date period, HXQ.TO achieves a -4.70% return, which is significantly lower than HXS.TO's -3.28% return.


HXQ.TO

1D
3.40%
1M
-3.01%
YTD
-4.70%
6M
-3.76%
1Y
19.15%
3Y*
23.30%
5Y*
15.03%
10Y*

HXS.TO

1D
2.76%
1M
-3.20%
YTD
-3.28%
6M
-2.17%
1Y
13.01%
3Y*
18.86%
5Y*
13.61%
10Y*
14.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HXQ.TO has a 0.25% expense ratio, which is higher than HXS.TO's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

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

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

HXQ.TO
HXQ.TO Risk / Return Rank: 5555
Overall Rank
HXQ.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HXQ.TO Sortino Ratio Rank: 5454
Sortino Ratio Rank
HXQ.TO Omega Ratio Rank: 5555
Omega Ratio Rank
HXQ.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
HXQ.TO Martin Ratio Rank: 5252
Martin Ratio Rank

HXS.TO
HXS.TO Risk / Return Rank: 4545
Overall Rank
HXS.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HXS.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
HXS.TO Omega Ratio Rank: 4545
Omega Ratio Rank
HXS.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
HXS.TO Martin Ratio Rank: 4848
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.

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

This table presents a comparison of risk-adjusted performance metrics for Horizons NASDAQ-100 Index ETF (HXQ.TO) and Global X S&P 500 Index Corporate Class ETF (HXS.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.


HXQ.TOHXS.TODifference

Sharpe ratio

Return per unit of total volatility

0.86

0.70

+0.15

Sortino ratio

Return per unit of downside risk

1.32

1.07

+0.25

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.53

1.16

+0.37

Martin ratio

Return relative to average drawdown

4.58

4.32

+0.26

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

The current HXQ.TO Sharpe Ratio is 0.86, which is comparable to the HXS.TO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of HXQ.TO and HXS.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


HXQ.TOHXS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.70

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.90

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.96

-0.01

Correlation

The correlation between HXQ.TO and HXS.TO is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HXQ.TO vs. HXS.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

HXQ.TO vs. HXS.TO - Drawdown Comparison

The maximum HXQ.TO drawdown since its inception was -31.60%, which is greater than HXS.TO's maximum drawdown of -27.42%. Use the drawdown chart below to compare losses from any high point for HXQ.TO and HXS.TO.


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Drawdown Indicators


HXQ.TOHXS.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-27.42%

-4.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-12.44%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-31.60%

-22.63%

-8.97%

Max Drawdown (10Y)

Largest decline over 10 years

-27.42%

Current Drawdown

Current decline from peak

-9.45%

-6.22%

-3.23%

Average Drawdown

Average peak-to-trough decline

-5.82%

-3.57%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

3.33%

+1.00%

Volatility

HXQ.TO vs. HXS.TO - Volatility Comparison

Horizons NASDAQ-100 Index ETF (HXQ.TO) has a higher volatility of 6.41% compared to Global X S&P 500 Index Corporate Class ETF (HXS.TO) at 5.16%. This indicates that HXQ.TO's price experiences larger fluctuations and is considered to be riskier than HXS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXQ.TOHXS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

5.16%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

9.53%

+3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

22.47%

18.62%

+3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.78%

15.14%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

16.53%

+4.32%