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

HXS.TO vs. NRGU.TO

Last updated Jul 16, 2026
Documentation

HXS.TO (Global X S&P 500 Index Corporate Class ETF) and NRGU.TO (BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF) are both exchange-traded funds - HXS.TO is a S&P 500 fund tracking the S&P 500 Index, while NRGU.TO is a Leveraged Equities fund actively managed by Global X. HXS.TO is passively managed, while NRGU.TO is actively managed. Over the past 5 years, HXS.TO returned 15.36%/yr vs 49.39%/yr for NRGU.TO. At a 0.21 correlation, their price movements are largely independent.

Performance

HXS.TO vs. NRGU.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 S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.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 13.39% return, which is significantly lower than NRGU.TO's 70.96% return.

HXS.TO

1D
0.10%
1M
0.60%
6M
10.56%
YTD
13.39%
1Y
24.82%
3Y*
22.28%
5Y*
15.36%
10Y*
—

NRGU.TO

1D
-1.05%
1M
-1.19%
6M
54.57%
YTD
70.96%
1Y
111.36%
3Y*
38.90%
5Y*
49.39%
10Y*
4.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
HXS.TO
Global X S&P 500 Index Corporate Class ETF		13.39%11.93%34.98%23.22%-12.72%27.30%15.78%15.85%
NRGU.TO
BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF		70.96%21.43%16.67%-5.38%96.21%201.95%-76.24%-15.32%

Correlation

The correlation between HXS.TO and NRGU.TO is -0.12, 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

-0.12

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

0.06

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

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2019

0.21

The correlation between HXS.TO and NRGU.TO shifts across timeframes, from -0.12 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

HXS.TO vs. NRGU.TO - Sectors Allocation Comparison

Sectors
HXS.TO
NRGU.TO

Technology

39.0%

-

Financial Services

11.1%

-

Communication Services

10.6%

-

Consumer Cyclical

9.9%

-

Healthcare

8.3%

-

Industrials

7.8%

-

Consumer Defensive

4.5%

-

Energy

3.1%
100.0%

Utilities

2.1%

-

Real Estate

1.8%

-

Basic Materials

1.7%

-

Technology

HXS.TO
39.0%
NRGU.TO

-

Financial Services

HXS.TO
11.1%
NRGU.TO

-

Communication Services

HXS.TO
10.6%
NRGU.TO

-

Consumer Cyclical

HXS.TO
9.9%
NRGU.TO

-

Healthcare

HXS.TO
8.3%
NRGU.TO

-

Industrials

HXS.TO
7.8%
NRGU.TO

-

Consumer Defensive

HXS.TO
4.5%
NRGU.TO

-

Energy

HXS.TO
3.1%
NRGU.TO
100.0%

Utilities

HXS.TO
2.1%
NRGU.TO

-

Real Estate

HXS.TO
1.8%
NRGU.TO

-

Basic Materials

HXS.TO
1.7%
NRGU.TO

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X S&P 500 Index Corporate Class ETF

BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF

Often compared with HXS.TO:
HXS.TO vs. VFV.TOHXS.TO vs. HXQ.TOHXS.TO vs. ZSP.TOHXS.TO vs. VOOHXS.TO vs. XUS.TOHXS.TO vs. SPYHXS.TO vs. TEC.TO
Often compared with NRGU.TO:
NRGU.TO vs. GDXU.TONRGU.TO vs. SPXU.TONRGU.TO vs. HEQL.TONRGU.TO vs. CFOU.TONRGU.TO vs. QQQL.TONRGU.TO vs. CNDU.TONRGU.TO vs. SOXU.TO

Return for Risk

HXS.TO vs. NRGU.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: 7575
Overall Rank
HXS.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
HXS.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
HXS.TO Omega Ratio Rank: 7878
Omega Ratio Rank
HXS.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
HXS.TO Martin Ratio Rank: 7272
Martin Ratio Rank
NRGU.TO
NRGU.TO Risk / Return Rank: 7777
Overall Rank
NRGU.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NRGU.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
NRGU.TO Omega Ratio Rank: 7171
Omega Ratio Rank
NRGU.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
NRGU.TO Martin Ratio Rank: 7171
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. NRGU.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 S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.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.TONRGU.TODifference
Sharpe ratioReturn per unit of total volatility
2.00
2.32

-0.32

Sortino ratioReturn per unit of downside risk
2.76
2.60

+0.16

Omega ratioGain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratioReturn relative to maximum drawdown

2.85

3.52

-0.66

Martin ratioReturn relative to average drawdown

10.59

10.46

+0.12

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

The current HXS.TO Sharpe Ratio is 2.00, which is comparable to the NRGU.TO Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of HXS.TO and NRGU.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. NRGU.TO - Drawdown Comparison

The maximum HXS.TO drawdown since its inception was -27.41%, smaller than the maximum NRGU.TO drawdown of -99.71%. Use the drawdown chart below to compare losses from any high point for HXS.TO and NRGU.TO.

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Drawdown Indicators

HXS.TONRGU.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.41%

-99.71%

+72.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-31.84%

+23.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.98%

-51.12%

+32.14%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

-52.50%

+29.87%

Max Drawdown (10Y)

Largest decline over 10 years

—

-97.54%

—

Current Drawdown

Current decline from peak

-0.87%

-85.98%

+85.11%

Average Drawdown

Average peak-to-trough decline

-4.23%

-83.55%

+79.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

10.68%

-8.33%

Volatility

HXS.TO vs. NRGU.TO - Volatility Comparison

The current volatility for Global X S&P 500 Index Corporate Class ETF (HXS.TO) is 3.34%, while BetaPro S&P/TSX Capped Energy 2x Daily Bull ETF (NRGU.TO) has a volatility of 15.94%. This indicates that HXS.TO experiences smaller price fluctuations and is considered to be less risky than NRGU.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.TONRGU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

15.94%

-12.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

40.14%

-30.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.47%

48.31%

-35.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

57.24%

-41.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

66.55%

-48.86%

Dividends

HXS.TO vs. NRGU.TO - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

HXS.TO and NRGU.TO have a correlation of -0.12, 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 NRGU.TO is Leveraged Equities.

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