HXX.TO vs. XESG.TO
Compare and contrast key facts about Global X Europe 50 Index Corporate Class ETF (HXX.TO) and iShares ESG Aware MSCI Canada Index ETF (XESG.TO).
HXX.TO and XESG.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. XESG.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Canada GR CAD. It was launched on Mar 18, 2019. Both HXX.TO and XESG.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HXX.TO vs. XESG.TO - Performance Comparison
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HXX.TO vs. XESG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HXX.TO Global X Europe 50 Index Corporate Class ETF | -1.27% | 31.10% | 11.15% | 24.55% | -9.72% | 14.01% | 5.46% | 9.81% |
XESG.TO iShares ESG Aware MSCI Canada Index ETF | 3.80% | 26.25% | 20.05% | 10.13% | -7.77% | 22.91% | 4.80% | 15.28% |
Returns By Period
In the year-to-date period, HXX.TO achieves a -1.27% return, which is significantly lower than XESG.TO's 3.80% 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*
- —
XESG.TO
- 1D
- 0.61%
- 1M
- -4.57%
- YTD
- 3.80%
- 6M
- 6.01%
- 1Y
- 29.59%
- 3Y*
- 18.45%
- 5Y*
- 12.63%
- 10Y*
- —
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HXX.TO vs. XESG.TO - Expense Ratio Comparison
HXX.TO has a 0.19% expense ratio, which is higher than XESG.TO's 0.16% 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. XESG.TO — Risk / Return Rank
HXX.TO
XESG.TO
HXX.TO vs. XESG.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 iShares ESG Aware MSCI Canada Index ETF (XESG.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 | XESG.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.84 | -1.11 |
Sortino ratioReturn per unit of downside risk | 1.11 | 2.34 | -1.22 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.37 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.62 | -1.52 |
Martin ratioReturn relative to average drawdown | 3.92 | 11.76 | -7.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HXX.TO | XESG.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.84 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.94 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.78 | -0.20 |
Correlation
The correlation between HXX.TO and XESG.TO is 0.54, 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. XESG.TO - Dividend Comparison
HXX.TO has not paid dividends to shareholders, while XESG.TO's dividend yield for the trailing twelve months is around 2.09%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
XESG.TO iShares ESG Aware MSCI Canada Index ETF | 2.09% | 2.13% | 2.45% | 2.74% | 2.63% | 1.88% | 2.15% | 1.05% |
Drawdowns
HXX.TO vs. XESG.TO - Drawdown Comparison
The maximum HXX.TO drawdown since its inception was -33.23%, smaller than the maximum XESG.TO drawdown of -37.36%. Use the drawdown chart below to compare losses from any high point for HXX.TO and XESG.TO.
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Drawdown Indicators
| HXX.TO | XESG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.23% | -37.36% | +4.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -11.51% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -28.91% | -17.91% | -11.00% |
Current DrawdownCurrent decline from peak | -7.55% | -4.57% | -2.98% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -4.63% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 2.57% | +1.19% |
Volatility
HXX.TO vs. XESG.TO - Volatility Comparison
Global X Europe 50 Index Corporate Class ETF (HXX.TO) has a higher volatility of 8.46% compared to iShares ESG Aware MSCI Canada Index ETF (XESG.TO) at 5.70%. This indicates that HXX.TO's price experiences larger fluctuations and is considered to be riskier than XESG.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.TO | XESG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.46% | 5.70% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 11.39% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 16.19% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.15% | 13.53% | +4.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 16.93% | +1.85% |