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

Performance

HXS.TO vs. HSAV.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 Global X Cash Maximizer Corporate Class ETF (HSAV.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 11.99% return, which is significantly higher than HSAV.TO's 1.04% return.


HXS.TO

1D
-0.27%
1M
7.20%
YTD
11.99%
6M
10.17%
1Y
29.00%
3Y*
23.29%
5Y*
16.64%
10Y*
15.90%

HSAV.TO

1D
-0.03%
1M
0.15%
YTD
1.04%
6M
1.55%
1Y
2.70%
3Y*
3.71%
5Y*
3.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
HXS.TO
Global X S&P 500 Index Corporate Class ETF
11.99%11.93%34.98%23.22%-12.72%27.30%8.91%
HSAV.TO
Global X Cash Maximizer Corporate Class ETF
1.04%2.58%4.24%5.04%2.79%0.66%0.74%

Correlation

The correlation between HXS.TO and HSAV.TO is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.05

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

0.03

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

0.03

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Return for Risk

HXS.TO vs. HSAV.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: 7171
Overall Rank
HXS.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HXS.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
HXS.TO Omega Ratio Rank: 7474
Omega Ratio Rank
HXS.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
HXS.TO Martin Ratio Rank: 6767
Martin Ratio Rank

HSAV.TO
HSAV.TO Risk / Return Rank: 6666
Overall Rank
HSAV.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HSAV.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
HSAV.TO Omega Ratio Rank: 5959
Omega Ratio Rank
HSAV.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
HSAV.TO Martin Ratio Rank: 6767
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. HSAV.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 Global X Cash Maximizer Corporate Class ETF (HSAV.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.


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

+0.51

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.45

1.37

+0.08

Calmar ratioReturn relative to maximum drawdown

3.33

4.58

-1.25

Martin ratioReturn relative to average drawdown

12.62

12.46

+0.16

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

The current HXS.TO Sharpe Ratio is 2.46, which is comparable to the HSAV.TO Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of HXS.TO and HSAV.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


HXS.TOHSAV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

1.96

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

1.82

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

1.72

-0.70

Drawdowns

HXS.TO vs. HSAV.TO - Drawdown Comparison

The maximum HXS.TO drawdown since its inception was -27.42%, which is greater than HSAV.TO's maximum drawdown of -2.18%. Use the drawdown chart below to compare losses from any high point for HXS.TO and HSAV.TO.


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Drawdown Indicators


HXS.TOHSAV.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.42%

-2.18%

-25.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-0.59%

-8.15%

Max Drawdown (3Y)

Largest decline over 3 years

-18.98%

-1.06%

-17.92%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

-2.18%

-20.45%

Max Drawdown (10Y)

Largest decline over 10 years

-27.42%

Current Drawdown

Current decline from peak

-0.27%

-0.18%

-0.09%

Average Drawdown

Average peak-to-trough decline

-3.54%

-0.19%

-3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

0.22%

+2.08%

Volatility

HXS.TO vs. HSAV.TO - Volatility Comparison

Global X S&P 500 Index Corporate Class ETF (HXS.TO) has a higher volatility of 3.27% compared to Global X Cash Maximizer Corporate Class ETF (HSAV.TO) at 0.48%. This indicates that HXS.TO's price experiences larger fluctuations and is considered to be riskier than HSAV.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.TOHSAV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

0.48%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

1.05%

+7.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.85%

1.39%

+10.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

1.77%

+13.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

1.58%

+14.95%

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

HXS.TO has a 0.10% expense ratio, which is lower than HSAV.TO's 0.18% 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

HXS.TO vs. HSAV.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


HXS.TO and HSAV.TO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HXS.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HXS.TO is cheaper with a 0.10% expense ratio, compared with 0.18% for HSAV.TO.

HXS.TO is categorized as S&P 500, while HSAV.TO is Bank Loan. Their fees differ too: 0.10% for HXS.TO and 0.18% for HSAV.TO.

Portfolio Optimizer

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