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HXX.TO vs. IEUR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HXX.TO vs. IEUR - 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 iShares Core MSCI Europe ETF (IEUR). The values are adjusted to include any dividend payments, if applicable.

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HXX.TO vs. IEUR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HXX.TO
Global X Europe 50 Index Corporate Class ETF
-1.27%31.10%11.15%24.55%-9.72%14.01%5.46%20.53%-8.75%16.68%
IEUR
iShares Core MSCI Europe ETF
1.78%29.45%10.11%17.07%-9.91%15.66%3.53%18.81%-7.64%18.64%
Different Trading Currencies

HXX.TO is traded in CAD, while IEUR is traded in USD. To make them comparable, the IEUR values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HXX.TO achieves a -1.27% return, which is significantly lower than IEUR's 1.78% return.


HXX.TO

1D
1.33%
1M
-3.74%
YTD
-1.27%
6M
0.40%
1Y
14.06%
3Y*
15.49%
5Y*
11.92%
10Y*

IEUR

1D
1.38%
1M
-3.18%
YTD
1.78%
6M
4.38%
1Y
18.70%
3Y*
15.56%
5Y*
10.97%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HXX.TO vs. IEUR - Expense Ratio Comparison

HXX.TO has a 0.19% expense ratio, which is higher than IEUR's 0.09% expense ratio. However, 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

HXX.TO vs. IEUR — 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: 3737
Overall Rank
HXX.TO Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
HXX.TO Sortino Ratio Rank: 3636
Sortino Ratio Rank
HXX.TO Omega Ratio Rank: 3434
Omega Ratio Rank
HXX.TO Calmar Ratio Rank: 3939
Calmar Ratio Rank
HXX.TO Martin Ratio Rank: 3939
Martin Ratio Rank

IEUR
IEUR Risk / Return Rank: 6969
Overall Rank
IEUR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IEUR Sortino Ratio Rank: 7070
Sortino Ratio Rank
IEUR Omega Ratio Rank: 6868
Omega Ratio Rank
IEUR Calmar Ratio Rank: 7070
Calmar Ratio Rank
IEUR Martin Ratio Rank: 6868
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.

HXX.TO vs. IEUR - 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 iShares Core MSCI Europe ETF (IEUR). 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.TOIEURDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.14

-0.41

Sortino ratio

Return per unit of downside risk

1.11

1.62

-0.51

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

1.10

1.55

-0.44

Martin ratio

Return relative to average drawdown

3.92

5.98

-2.06

HXX.TO vs. IEUR - Sharpe Ratio Comparison

The current HXX.TO Sharpe Ratio is 0.73, which is lower than the IEUR Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of HXX.TO and IEUR, 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


HXX.TOIEURDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.14

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.75

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.53

+0.05

Correlation

The correlation between HXX.TO and IEUR is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HXX.TO vs. IEUR - Dividend Comparison

HXX.TO has not paid dividends to shareholders, while IEUR's dividend yield for the trailing twelve months is around 2.96%.


TTM20252024202320222021202020192018201720162015
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%
IEUR
iShares Core MSCI Europe ETF
2.96%2.97%3.54%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%

Drawdowns

HXX.TO vs. IEUR - Drawdown Comparison

The maximum HXX.TO drawdown since its inception was -33.23%, which is greater than IEUR's maximum drawdown of -30.86%. Use the drawdown chart below to compare losses from any high point for HXX.TO and IEUR.


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Drawdown Indicators


HXX.TOIEURDifference

Max Drawdown

Largest peak-to-trough decline

-33.23%

-36.96%

+3.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-12.04%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-28.91%

-32.75%

+3.84%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

Current Drawdown

Current decline from peak

-7.55%

-7.05%

-0.50%

Average Drawdown

Average peak-to-trough decline

-5.35%

-8.30%

+2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

3.13%

+0.63%

Volatility

HXX.TO vs. IEUR - Volatility Comparison

Global X Europe 50 Index Corporate Class ETF (HXX.TO) has a higher volatility of 8.46% compared to iShares Core MSCI Europe ETF (IEUR) at 7.13%. This indicates that HXX.TO's price experiences larger fluctuations and is considered to be riskier than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXX.TOIEURDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.46%

7.13%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

10.61%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

19.35%

16.50%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

14.65%

+3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

15.88%

+2.90%