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NRGY.TO vs. HXT.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NRGY.TO vs. HXT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Equal Weight Canadian Oil & Gas Index ETF (NRGY.TO) and Global X S&P/TSX 60 Corporate Class ETF (HXT.TO). The values are adjusted to include any dividend payments, if applicable.

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NRGY.TO vs. HXT.TO - Yearly Performance Comparison


2026 (YTD)20252024
NRGY.TO
Global X Equal Weight Canadian Oil & Gas Index ETF
30.90%14.36%-3.17%
HXT.TO
Global X S&P/TSX 60 Corporate Class ETF
2.91%28.74%0.26%

Returns By Period

In the year-to-date period, NRGY.TO achieves a 30.90% return, which is significantly higher than HXT.TO's 2.91% return.


NRGY.TO

1D
-1.14%
1M
10.66%
YTD
30.90%
6M
31.97%
1Y
41.48%
3Y*
5Y*
10Y*

HXT.TO

1D
2.28%
1M
-3.20%
YTD
2.91%
6M
8.76%
1Y
30.31%
3Y*
19.91%
5Y*
14.30%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NRGY.TO vs. HXT.TO - Expense Ratio Comparison

NRGY.TO has a 0.49% expense ratio, which is higher than HXT.TO's 0.07% expense ratio.


Return for Risk

NRGY.TO vs. HXT.TO — Risk / Return Rank

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

NRGY.TO
NRGY.TO Risk / Return Rank: 9090
Overall Rank
NRGY.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NRGY.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
NRGY.TO Omega Ratio Rank: 9393
Omega Ratio Rank
NRGY.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
NRGY.TO Martin Ratio Rank: 8484
Martin Ratio Rank

HXT.TO
HXT.TO Risk / Return Rank: 9393
Overall Rank
HXT.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HXT.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
HXT.TO Omega Ratio Rank: 9494
Omega Ratio Rank
HXT.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
HXT.TO Martin Ratio Rank: 9494
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.

NRGY.TO vs. HXT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Equal Weight Canadian Oil & Gas Index ETF (NRGY.TO) and Global X S&P/TSX 60 Corporate Class ETF (HXT.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.


NRGY.TOHXT.TODifference

Sharpe ratio

Return per unit of total volatility

2.22

2.11

+0.11

Sortino ratio

Return per unit of downside risk

2.66

2.73

-0.08

Omega ratio

Gain probability vs. loss probability

1.43

1.42

0.00

Calmar ratio

Return relative to maximum drawdown

2.67

2.92

-0.25

Martin ratio

Return relative to average drawdown

9.93

14.17

-4.24

NRGY.TO vs. HXT.TO - Sharpe Ratio Comparison

The current NRGY.TO Sharpe Ratio is 2.22, which is comparable to the HXT.TO Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of NRGY.TO and HXT.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


NRGY.TOHXT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

2.11

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

1.64

0.67

+0.97

Correlation

The correlation between NRGY.TO and HXT.TO is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NRGY.TO vs. HXT.TO - Dividend Comparison

NRGY.TO's dividend yield for the trailing twelve months is around 2.87%, while HXT.TO has not paid dividends to shareholders.


Drawdowns

NRGY.TO vs. HXT.TO - Drawdown Comparison

The maximum NRGY.TO drawdown since its inception was -16.59%, smaller than the maximum HXT.TO drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for NRGY.TO and HXT.TO.


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Drawdown Indicators


NRGY.TOHXT.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.59%

-35.48%

+18.89%

Max Drawdown (1Y)

Largest decline over 1 year

-16.18%

-10.76%

-5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-16.33%

Max Drawdown (10Y)

Largest decline over 10 years

-35.48%

Current Drawdown

Current decline from peak

-1.21%

-3.90%

+2.69%

Average Drawdown

Average peak-to-trough decline

-3.55%

-4.70%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

2.22%

+2.13%

Volatility

NRGY.TO vs. HXT.TO - Volatility Comparison

The current volatility for Global X Equal Weight Canadian Oil & Gas Index ETF (NRGY.TO) is 3.80%, while Global X S&P/TSX 60 Corporate Class ETF (HXT.TO) has a volatility of 5.32%. This indicates that NRGY.TO experiences smaller price fluctuations and is considered to be less risky than HXT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NRGY.TOHXT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

5.32%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

9.76%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

18.77%

14.44%

+4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

12.70%

+6.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

15.15%

+3.65%