HXX.TO vs. DGS.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Europe 50 Index Corporate Class ETF (HXX.TO) and Dividend Growth Split Corp. (DGS.TO).

HXX.TO is a passively managed fund by Global X that tracks the performance of the Solactive Europe 50 Rolling Future Index (Total Return). It was launched on Dec 6, 2016.

Performance

HXX.TO vs. DGS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Europe 50 Index Corporate Class ETF (HXX.TO) and Dividend Growth Split Corp. (DGS.TO). The values are adjusted to include any dividend payments, if applicable.

HXX.TO vs. DGS.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HXX.TO Global X Europe 50 Index Corporate Class ETF	-2.56%	31.10%	11.15%	24.55%	-9.72%	14.01%	5.46%	20.53%	-8.75%	16.68%
DGS.TO Dividend Growth Split Corp.	1.23%	34.53%	62.16%	-6.12%	-1.94%	132.50%	-33.14%	69.73%	-49.39%	19.75%

Returns By Period

In the year-to-date period, HXX.TO achieves a -2.56% return, which is significantly lower than DGS.TO's 1.23% return.

HXX.TO

• 1D: 3.65%
• 1M: -7.63%
• YTD: -2.56%
• 6M: 0.36%
• 1Y: 13.23%
• 3Y*: 14.99%
• 5Y*: 11.63%
• 10Y*: —

DGS.TO

• 1D: 0.13%
• 1M: -7.78%
• YTD: 1.23%
• 6M: 10.57%
• 1Y: 42.57%
• 3Y*: 30.61%
• 5Y*: 22.30%
• 10Y*: 15.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HXX.TO vs. DGS.TO — Risk / Return Rank

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

HXX.TO

HXX.TO Risk / Return Rank: 36
HXX.TO Sharpe Ratio Rank: 38
HXX.TO Sortino Ratio Rank: 37
HXX.TO Omega Ratio Rank: 35
HXX.TO Calmar Ratio Rank: 36
HXX.TO Martin Ratio Rank: 35

DGS.TO

DGS.TO Risk / Return Rank: 93
DGS.TO Sharpe Ratio Rank: 92
DGS.TO Sortino Ratio Rank: 91
DGS.TO Omega Ratio Rank: 95
DGS.TO Calmar Ratio Rank: 90
DGS.TO Martin Ratio Rank: 94

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.

HXX.TO vs. DGS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Europe 50 Index Corporate Class ETF (HXX.TO) and Dividend Growth Split Corp. (DGS.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.

	HXX.TO	DGS.TO	Difference
Sharpe ratio Return per unit of total volatility	0.69	2.20	-1.51
Sortino ratio Return per unit of downside risk	1.06	2.93	-1.88
Omega ratio Gain probability vs. loss probability	1.14	1.50	-0.36
Calmar ratio Return relative to maximum drawdown	0.89	3.68	-2.78
Martin ratio Return relative to average drawdown	3.19	14.84	-11.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HXX.TO vs. DGS.TO - Sharpe Ratio Comparison

The current HXX.TO Sharpe Ratio is 0.69, which is lower than the DGS.TO Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of HXX.TO and DGS.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.

Sharpe Ratios by Period

	HXX.TO	DGS.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.69	2.20	-1.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.77	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.25	+0.32

Correlation

The correlation between HXX.TO and DGS.TO is 0.43, 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

HXX.TO vs. DGS.TO - Dividend Comparison

HXX.TO has not paid dividends to shareholders, while DGS.TO's dividend yield for the trailing twelve months is around 14.29%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HXX.TO Global X Europe 50 Index Corporate Class ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DGS.TO Dividend Growth Split Corp.	14.29%	15.40%	17.47%	5.86%	17.42%	14.68%	5.88%	15.18%	24.93%	14.85%	15.33%	17.91%

Drawdowns

HXX.TO vs. DGS.TO - Drawdown Comparison

The maximum HXX.TO drawdown since its inception was -33.23%, smaller than the maximum DGS.TO drawdown of -85.18%. Use the drawdown chart below to compare losses from any high point for HXX.TO and DGS.TO.

Drawdown Indicators

	HXX.TO	DGS.TO	Difference
Max Drawdown Largest peak-to-trough decline	-33.23%	-85.18%	+51.95%
Max Drawdown (1Y) Largest decline over 1 year	-13.34%	-11.26%	-2.08%
Max Drawdown (5Y) Largest decline over 5 years	-28.91%	-40.18%	+11.27%
Max Drawdown (10Y) Largest decline over 10 years	—	-63.34%	—
Current Drawdown Current decline from peak	-8.76%	-7.78%	-0.98%
Average Drawdown Average peak-to-trough decline	-5.35%	-14.31%	+8.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.73%	2.88%	+0.85%

Volatility

HXX.TO vs. DGS.TO - Volatility Comparison

The current volatility for Global X Europe 50 Index Corporate Class ETF (HXX.TO) is 8.98%, while Dividend Growth Split Corp. (DGS.TO) has a volatility of 9.85%. This indicates that HXX.TO experiences smaller price fluctuations and is considered to be less risky than DGS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HXX.TO	DGS.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.98%	9.85%	-0.87%
Volatility (6M) Calculated over the trailing 6-month period	12.68%	13.39%	-0.71%
Volatility (1Y) Calculated over the trailing 1-year period	19.35%	19.46%	-0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.15%	29.14%	-10.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.78%	35.21%	-16.43%