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

Performance

HXX.TO vs. VVL.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 Vanguard Global Value Factor ETF CAD (VVL.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
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%
VVL.TO
Vanguard Global Value Factor ETF CAD
3.80%21.53%14.96%16.51%0.45%29.74%-3.32%13.38%-9.42%12.32%

Returns By Period

In the year-to-date period, HXX.TO achieves a -2.56% return, which is significantly lower than VVL.TO's 3.80% 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*

VVL.TO

1D
2.04%
1M
-3.64%
YTD
3.80%
6M
8.67%
1Y
24.81%
3Y*
18.53%
5Y*
13.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HXX.TO vs. VVL.TO - Expense Ratio Comparison

HXX.TO has a 0.19% expense ratio, which is lower than VVL.TO's 0.38% expense ratio.


Return for Risk

HXX.TO vs. VVL.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: 3636
Overall Rank
HXX.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HXX.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
HXX.TO Omega Ratio Rank: 3535
Omega Ratio Rank
HXX.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
HXX.TO Martin Ratio Rank: 3535
Martin Ratio Rank

VVL.TO
VVL.TO Risk / Return Rank: 7272
Overall Rank
VVL.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VVL.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
VVL.TO Omega Ratio Rank: 7373
Omega Ratio Rank
VVL.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
VVL.TO Martin Ratio Rank: 7272
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. VVL.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 Vanguard Global Value Factor ETF CAD (VVL.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.TOVVL.TODifference

Sharpe ratio

Return per unit of total volatility

0.69

1.26

-0.57

Sortino ratio

Return per unit of downside risk

1.06

1.77

-0.71

Omega ratio

Gain probability vs. loss probability

1.14

1.26

-0.12

Calmar ratio

Return relative to maximum drawdown

0.89

1.79

-0.90

Martin ratio

Return relative to average drawdown

3.19

7.07

-3.89

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

The current HXX.TO Sharpe Ratio is 0.69, which is lower than the VVL.TO Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of HXX.TO and VVL.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


HXX.TOVVL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.26

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.83

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.63

-0.06

Correlation

The correlation between HXX.TO and VVL.TO is 0.58, 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. VVL.TO - Dividend Comparison

HXX.TO has not paid dividends to shareholders, while VVL.TO's dividend yield for the trailing twelve months is around 1.82%.


TTM2025202420232022202120202019201820172016
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%
VVL.TO
Vanguard Global Value Factor ETF CAD
1.82%1.89%2.19%2.65%2.52%1.48%1.67%2.60%2.11%1.33%0.59%

Drawdowns

HXX.TO vs. VVL.TO - Drawdown Comparison

The maximum HXX.TO drawdown since its inception was -33.23%, smaller than the maximum VVL.TO drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for HXX.TO and VVL.TO.


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Drawdown Indicators


HXX.TOVVL.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.23%

-43.93%

+10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-14.38%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-28.91%

-18.10%

-10.81%

Current Drawdown

Current decline from peak

-8.76%

-4.83%

-3.93%

Average Drawdown

Average peak-to-trough decline

-5.35%

-5.79%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

3.63%

+0.10%

Volatility

HXX.TO vs. VVL.TO - Volatility Comparison

Global X Europe 50 Index Corporate Class ETF (HXX.TO) has a higher volatility of 8.98% compared to Vanguard Global Value Factor ETF CAD (VVL.TO) at 5.32%. This indicates that HXX.TO's price experiences larger fluctuations and is considered to be riskier than VVL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HXX.TOVVL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.98%

5.32%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.68%

10.48%

+2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

19.35%

19.82%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

16.08%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

18.85%

-0.07%