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MIX.TO vs. GBAL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIX.TO vs. GBAL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Enhanced Mixed Asset ETF (MIX.TO) and iShares ESG Balanced ETF Portfolio (GBAL.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MIX.TO achieves a 8.17% return, which is significantly lower than GBAL.TO's 9.21% return.


MIX.TO

1D
-0.70%
1M
3.91%
YTD
8.17%
6M
7.84%
1Y
28.31%
3Y*
5Y*
10Y*

GBAL.TO

1D
-0.24%
1M
5.86%
YTD
9.21%
6M
7.46%
1Y
17.91%
3Y*
15.59%
5Y*
9.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIX.TO vs. GBAL.TO - Yearly Performance Comparison


2026 (YTD)2025
MIX.TO
Hamilton Enhanced Mixed Asset ETF
8.17%25.24%
GBAL.TO
iShares ESG Balanced ETF Portfolio
9.21%13.91%

Correlation

The correlation between MIX.TO and GBAL.TO is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

0.69

The correlation between MIX.TO and GBAL.TO has been stable across timeframes, ranging from 0.69 to 0.71 - a consistent structural relationship.

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Return for Risk

MIX.TO vs. GBAL.TO — Risk / Return Rank

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

MIX.TO
MIX.TO Risk / Return Rank: 6363
Overall Rank
MIX.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
MIX.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
MIX.TO Omega Ratio Rank: 6666
Omega Ratio Rank
MIX.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
MIX.TO Martin Ratio Rank: 6262
Martin Ratio Rank

GBAL.TO
GBAL.TO Risk / Return Rank: 5858
Overall Rank
GBAL.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
GBAL.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
GBAL.TO Omega Ratio Rank: 5959
Omega Ratio Rank
GBAL.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
GBAL.TO Martin Ratio Rank: 6262
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.

MIX.TO vs. GBAL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Enhanced Mixed Asset ETF (MIX.TO) and iShares ESG Balanced ETF Portfolio (GBAL.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.


MIX.TOGBAL.TODifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.40

1.36

+0.04

Calmar ratioReturn relative to maximum drawdown

2.66

2.81

-0.15

Martin ratioReturn relative to average drawdown

11.08

11.18

-0.10

MIX.TO vs. GBAL.TO - Sharpe Ratio Comparison

The current MIX.TO Sharpe Ratio is 2.22, which is comparable to the GBAL.TO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of MIX.TO and GBAL.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MIX.TOGBAL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

1.91

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

2.53

1.03

+1.50

Drawdowns

MIX.TO vs. GBAL.TO - Drawdown Comparison

The maximum MIX.TO drawdown since its inception was -10.71%, smaller than the maximum GBAL.TO drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for MIX.TO and GBAL.TO.


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Drawdown Indicators


MIX.TOGBAL.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.71%

-18.92%

+8.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-6.40%

-4.31%

Max Drawdown (3Y)

Largest decline over 3 years

-10.24%

Max Drawdown (5Y)

Largest decline over 5 years

-18.92%

Current Drawdown

Current decline from peak

-0.70%

-0.24%

-0.46%

Average Drawdown

Average peak-to-trough decline

-1.38%

-4.30%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

1.61%

+0.95%

Volatility

MIX.TO vs. GBAL.TO - Volatility Comparison

Hamilton Enhanced Mixed Asset ETF (MIX.TO) has a higher volatility of 4.07% compared to iShares ESG Balanced ETF Portfolio (GBAL.TO) at 3.20%. This indicates that MIX.TO's price experiences larger fluctuations and is considered to be riskier than GBAL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIX.TOGBAL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

3.20%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

7.87%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

12.82%

9.42%

+3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.63%

9.70%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.63%

9.54%

+3.09%

MIX.TO vs. GBAL.TO - Expense Ratio Comparison

MIX.TO has a 0.00% expense ratio, which is lower than GBAL.TO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MIX.TO vs. GBAL.TO - Dividend Comparison

MIX.TO's dividend yield for the trailing twelve months is around 1.57%, less than GBAL.TO's 1.71% yield.


PositionTTM202520242023202220212020
GBAL.TO
iShares ESG Balanced ETF Portfolio
1.71%1.83%1.84%2.40%1.87%1.43%0.96%
MIX.TO
Hamilton Enhanced Mixed Asset ETF
1.57%1.23%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MIX.TO and GBAL.TO have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MIX.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MIX.TO is cheaper with a 0.00% expense ratio, compared with 0.25% for GBAL.TO.

They also come from different issuers: Hamilton and iShares. Their fees differ too: 0.00% for MIX.TO and 0.25% for GBAL.TO.

Portfolio Optimizer

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