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

Performance

HXT.TO vs. HXH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X S&P/TSX 60 Corporate Class ETF (HXT.TO) and Global X Canadian High Dividend Index Corporate Class ETF (HXH.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
HXT.TO
Global X S&P/TSX 60 Corporate Class ETF
2.91%28.74%20.94%12.02%-6.27%28.11%5.36%22.18%-7.89%9.77%
HXH.TO
Global X Canadian High Dividend Index Corporate Class ETF
11.87%25.86%15.24%6.33%5.00%34.51%-7.66%22.17%-14.86%8.10%

Returns By Period

In the year-to-date period, HXT.TO achieves a 2.91% return, which is significantly lower than HXH.TO's 11.87% return.


HXT.TO

1D
2.28%
1M
-3.20%
YTD
2.91%
6M
8.76%
1Y
30.31%
3Y*
19.91%
5Y*
14.30%
10Y*
12.62%

HXH.TO

1D
-0.04%
1M
1.19%
YTD
11.87%
6M
17.08%
1Y
35.91%
3Y*
19.22%
5Y*
16.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HXT.TO has a 0.07% expense ratio, which is lower than HXH.TO's 0.11% 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%.


Return for Risk

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

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

HXT.TO
HXT.TO Risk / Return Rank: 9393
Overall Rank
HXT.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HXT.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
HXT.TO Omega Ratio Rank: 9494
Omega Ratio Rank
HXT.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
HXT.TO Martin Ratio Rank: 9494
Martin Ratio Rank

HXH.TO
HXH.TO Risk / Return Rank: 9797
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: 9393
Calmar Ratio Rank
HXH.TO Martin Ratio Rank: 9797
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X S&P/TSX 60 Corporate Class ETF (HXT.TO) and Global X Canadian High Dividend Index Corporate Class ETF (HXH.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.


HXT.TOHXH.TODifference

Sharpe ratio

Return per unit of total volatility

2.11

3.52

-1.41

Sortino ratio

Return per unit of downside risk

2.73

4.34

-1.60

Omega ratio

Gain probability vs. loss probability

1.42

1.79

-0.37

Calmar ratio

Return relative to maximum drawdown

2.92

3.43

-0.51

Martin ratio

Return relative to average drawdown

14.17

19.35

-5.18

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

The current HXT.TO Sharpe Ratio is 2.11, which is lower than the HXH.TO Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of HXT.TO and HXH.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


HXT.TOHXH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

3.52

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

1.35

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.72

-0.05

Correlation

The correlation between HXT.TO and HXH.TO is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HXT.TO vs. HXH.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

HXT.TO vs. HXH.TO - Drawdown Comparison

The maximum HXT.TO drawdown since its inception was -35.48%, smaller than the maximum HXH.TO drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for HXT.TO and HXH.TO.


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Drawdown Indicators


HXT.TOHXH.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.48%

-40.80%

+5.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-10.39%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-16.33%

-15.88%

-0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-35.48%

Current Drawdown

Current decline from peak

-3.90%

-0.31%

-3.59%

Average Drawdown

Average peak-to-trough decline

-4.70%

-4.94%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

1.84%

+0.38%

Volatility

HXT.TO vs. HXH.TO - Volatility Comparison

Global X S&P/TSX 60 Corporate Class ETF (HXT.TO) has a higher volatility of 5.32% compared to Global X Canadian High Dividend Index Corporate Class ETF (HXH.TO) at 2.87%. This indicates that HXT.TO's price experiences larger fluctuations and is considered to be riskier than HXH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXT.TOHXH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

2.87%

+2.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

6.29%

+3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

14.44%

10.26%

+4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.70%

12.17%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.15%

16.07%

-0.92%