HXX.TO vs. ZDI.TO
Compare and contrast key facts about Global X Europe 50 Index Corporate Class ETF (HXX.TO) and BMO International Dividend ETF (ZDI.TO).
HXX.TO and ZDI.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. ZDI.TO is an actively managed fund by BMO. It was launched on Nov 5, 2014.
Performance
HXX.TO vs. ZDI.TO - Performance Comparison
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HXX.TO vs. ZDI.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% |
ZDI.TO BMO International Dividend ETF | 6.64% | 22.48% | 10.57% | 17.05% | 0.31% | 12.87% | -6.21% | 12.96% | -6.84% | 15.07% |
Returns By Period
In the year-to-date period, HXX.TO achieves a -2.56% return, which is significantly lower than ZDI.TO's 6.64% 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*
- —
ZDI.TO
- 1D
- 2.56%
- 1M
- -4.38%
- YTD
- 6.64%
- 6M
- 9.28%
- 1Y
- 18.85%
- 3Y*
- 16.10%
- 5Y*
- 12.61%
- 10Y*
- 9.14%
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HXX.TO vs. ZDI.TO - Expense Ratio Comparison
HXX.TO has a 0.19% expense ratio, which is lower than ZDI.TO's 0.44% expense ratio.
Return for Risk
HXX.TO vs. ZDI.TO — Risk / Return Rank
HXX.TO
ZDI.TO
HXX.TO vs. ZDI.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 BMO International Dividend ETF (ZDI.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 | ZDI.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.22 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.70 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.64 | -0.75 |
Martin ratioReturn relative to average drawdown | 3.19 | 6.45 | -3.26 |
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 | ZDI.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.22 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.98 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.52 | +0.05 |
Correlation
The correlation between HXX.TO and ZDI.TO is 0.74, 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. ZDI.TO - Dividend Comparison
HXX.TO has not paid dividends to shareholders, while ZDI.TO's dividend yield for the trailing twelve months is around 3.15%.
| 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% |
ZDI.TO BMO International Dividend ETF | 3.15% | 3.34% | 3.94% | 4.15% | 3.99% | 3.72% | 4.96% | 4.92% | 5.23% | 4.23% | 4.62% | 4.26% |
Drawdowns
HXX.TO vs. ZDI.TO - Drawdown Comparison
The maximum HXX.TO drawdown since its inception was -33.23%, roughly equal to the maximum ZDI.TO drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for HXX.TO and ZDI.TO.
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Drawdown Indicators
| HXX.TO | ZDI.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.23% | -33.89% | +0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -13.34% | -11.30% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -28.91% | -18.97% | -9.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.89% | — |
Current DrawdownCurrent decline from peak | -8.76% | -4.76% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -4.89% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 2.87% | +0.86% |
Volatility
HXX.TO vs. ZDI.TO - Volatility Comparison
Global X Europe 50 Index Corporate Class ETF (HXX.TO) has a higher volatility of 8.98% compared to BMO International Dividend ETF (ZDI.TO) at 6.83%. This indicates that HXX.TO's price experiences larger fluctuations and is considered to be riskier than ZDI.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 | ZDI.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.98% | 6.83% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.68% | 9.99% | +2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 15.48% | +3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.15% | 12.92% | +5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 15.74% | +3.04% |