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

Performance

HXS.TO vs. BITI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X S&P 500 Index Corporate Class ETF (HXS.TO) and BetaPro Inverse Bitcoin ETF (BITI.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, HXS.TO achieves a 11.55% return, which is significantly lower than BITI.TO's 24.61% return.


HXS.TO

1D
-1.21%
1M
-0.18%
6M
8.53%
YTD
11.55%
1Y
21.46%
3Y*
21.32%
5Y*
14.98%
10Y*

BITI.TO

1D
-0.08%
1M
-1.66%
6M
35.28%
YTD
24.61%
1Y
62.12%
3Y*
29.93%
5Y*
0.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
HXS.TO
Global X S&P 500 Index Corporate Class ETF
11.55%11.93%34.98%23.22%-12.72%17.50%
BITI.TO
BetaPro Inverse Bitcoin ETF
24.61%-8.52%178.75%-67.62%80.23%-8.96%

Correlation

The correlation between HXS.TO and BITI.TO is -0.39, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.39

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

-0.30

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

-0.34

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

-0.33

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Return for Risk

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

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

HXS.TO
HXS.TO Risk / Return Rank: 6565
Overall Rank
HXS.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HXS.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
HXS.TO Omega Ratio Rank: 6565
Omega Ratio Rank
HXS.TO Calmar Ratio Rank: 6262
Calmar Ratio Rank
HXS.TO Martin Ratio Rank: 6565
Martin Ratio Rank

BITI.TO
BITI.TO Risk / Return Rank: 5353
Overall Rank
BITI.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BITI.TO Sortino Ratio Rank: 5252
Sortino Ratio Rank
BITI.TO Omega Ratio Rank: 4747
Omega Ratio Rank
BITI.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
BITI.TO Martin Ratio Rank: 4747
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Index Corporate Class ETF (HXS.TO) and BetaPro Inverse Bitcoin ETF (BITI.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.


HXS.TOBITI.TODifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratioReturn relative to maximum drawdown

2.47

2.40

+0.07

Martin ratioReturn relative to average drawdown

9.13

5.83

+3.30

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

The current HXS.TO Sharpe Ratio is 1.72, which is comparable to the BITI.TO Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of HXS.TO and BITI.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

HXS.TO vs. BITI.TO - Drawdown Comparison

The maximum HXS.TO drawdown since its inception was -27.41%, smaller than the maximum BITI.TO drawdown of -84.75%. Use the drawdown chart below to compare losses from any high point for HXS.TO and BITI.TO.


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Drawdown Indicators


HXS.TOBITI.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.41%

-84.75%

+57.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-26.02%

+17.28%

Max Drawdown (3Y)

Largest decline over 3 years

-18.98%

-69.26%

+50.28%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

-84.75%

+62.12%

Current Drawdown

Current decline from peak

-2.49%

-19.04%

+16.55%

Average Drawdown

Average peak-to-trough decline

-4.23%

-43.56%

+39.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

10.69%

-8.33%

Volatility

HXS.TO vs. BITI.TO - Volatility Comparison

The current volatility for Global X S&P 500 Index Corporate Class ETF (HXS.TO) is 3.54%, while BetaPro Inverse Bitcoin ETF (BITI.TO) has a volatility of 11.06%. This indicates that HXS.TO experiences smaller price fluctuations and is considered to be less risky than BITI.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXS.TOBITI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

11.06%

-7.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

34.97%

-25.12%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

45.34%

-32.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.28%

262.30%

-247.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

256.38%

-238.69%

Dividends

HXS.TO vs. BITI.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


HXS.TO and BITI.TO have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HXS.TO is categorized as S&P 500, while BITI.TO is Leveraged Cryptocurrency.

Portfolio Optimizer

Find the right allocation for HXS.TO and BITI.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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