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MTRX.TO vs. HXS.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MTRX.TO vs. HXS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Artificial Intelligence Infrastructure Index ETF (MTRX.TO) and Global X S&P 500 Index Corporate Class ETF (HXS.TO). The values are adjusted to include any dividend payments, if applicable.

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MTRX.TO vs. HXS.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MTRX.TO achieves a 12.31% return, which is significantly higher than HXS.TO's -3.28% return.


MTRX.TO

1D
4.95%
1M
-7.80%
YTD
12.31%
6M
16.39%
1Y
76.89%
3Y*
5Y*
10Y*

HXS.TO

1D
2.76%
1M
-3.20%
YTD
-3.28%
6M
-2.17%
1Y
13.01%
3Y*
18.86%
5Y*
13.61%
10Y*
14.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MTRX.TO vs. HXS.TO - Expense Ratio Comparison

MTRX.TO has a 0.49% expense ratio, which is higher than HXS.TO's 0.10% expense ratio.


Return for Risk

MTRX.TO vs. HXS.TO — Risk / Return Rank

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

MTRX.TO
MTRX.TO Risk / Return Rank: 9696
Overall Rank
MTRX.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MTRX.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
MTRX.TO Omega Ratio Rank: 9595
Omega Ratio Rank
MTRX.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
MTRX.TO Martin Ratio Rank: 9595
Martin Ratio Rank

HXS.TO
HXS.TO Risk / Return Rank: 4545
Overall Rank
HXS.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HXS.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
HXS.TO Omega Ratio Rank: 4545
Omega Ratio Rank
HXS.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
HXS.TO Martin Ratio Rank: 4848
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.

MTRX.TO vs. HXS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Artificial Intelligence Infrastructure Index ETF (MTRX.TO) and Global X S&P 500 Index Corporate Class ETF (HXS.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.


MTRX.TOHXS.TODifference

Sharpe ratio

Return per unit of total volatility

2.54

0.70

+1.83

Sortino ratio

Return per unit of downside risk

3.44

1.07

+2.37

Omega ratio

Gain probability vs. loss probability

1.48

1.17

+0.31

Calmar ratio

Return relative to maximum drawdown

4.37

1.16

+3.21

Martin ratio

Return relative to average drawdown

14.98

4.32

+10.66

MTRX.TO vs. HXS.TO - Sharpe Ratio Comparison

The current MTRX.TO Sharpe Ratio is 2.54, which is higher than the HXS.TO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MTRX.TO and HXS.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


MTRX.TOHXS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

0.70

+1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

0.96

+0.57

Correlation

The correlation between MTRX.TO and HXS.TO is 0.50, 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

MTRX.TO vs. HXS.TO - Dividend Comparison

MTRX.TO's dividend yield for the trailing twelve months is around 0.03%, while HXS.TO has not paid dividends to shareholders.


Drawdowns

MTRX.TO vs. HXS.TO - Drawdown Comparison

The maximum MTRX.TO drawdown since its inception was -19.75%, smaller than the maximum HXS.TO drawdown of -27.42%. Use the drawdown chart below to compare losses from any high point for MTRX.TO and HXS.TO.


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Drawdown Indicators


MTRX.TOHXS.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.75%

-27.42%

+7.67%

Max Drawdown (1Y)

Largest decline over 1 year

-14.79%

-12.44%

-2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

Max Drawdown (10Y)

Largest decline over 10 years

-27.42%

Current Drawdown

Current decline from peak

-9.93%

-6.22%

-3.71%

Average Drawdown

Average peak-to-trough decline

-4.35%

-3.57%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.31%

3.33%

+0.98%

Volatility

MTRX.TO vs. HXS.TO - Volatility Comparison

Global X Artificial Intelligence Infrastructure Index ETF (MTRX.TO) has a higher volatility of 13.44% compared to Global X S&P 500 Index Corporate Class ETF (HXS.TO) at 5.16%. This indicates that MTRX.TO's price experiences larger fluctuations and is considered to be riskier than HXS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTRX.TOHXS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.44%

5.16%

+8.28%

Volatility (6M)

Calculated over the trailing 6-month period

22.35%

9.53%

+12.82%

Volatility (1Y)

Calculated over the trailing 1-year period

31.32%

18.62%

+12.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.59%

15.14%

+16.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.59%

16.53%

+15.06%