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OILU.TO vs. HEWB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILU.TO vs. HEWB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in SavvyLong Geared Crude Oil ETF (OILU.TO) and Global X Equal Weight Canadian Banks Index Corporate Class ETF (HEWB.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, OILU.TO achieves a 103.72% return, which is significantly higher than HEWB.TO's 29.89% return.


OILU.TO

1D
-8.85%
1M
-35.47%
YTD
103.72%
6M
97.59%
1Y
69.89%
3Y*
5Y*
10Y*

HEWB.TO

1D
-0.39%
1M
6.90%
YTD
29.89%
6M
29.34%
1Y
71.45%
3Y*
37.65%
5Y*
20.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILU.TO vs. HEWB.TO - Yearly Performance Comparison


Correlation

The correlation between OILU.TO and HEWB.TO is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.32

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2025

-0.27

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Return for Risk

OILU.TO vs. HEWB.TO — Risk / Return Rank

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

OILU.TO
OILU.TO Risk / Return Rank: 3232
Overall Rank
OILU.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
OILU.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
OILU.TO Omega Ratio Rank: 4141
Omega Ratio Rank
OILU.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
OILU.TO Martin Ratio Rank: 2929
Martin Ratio Rank

HEWB.TO
HEWB.TO Risk / Return Rank: 9797
Overall Rank
HEWB.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HEWB.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
HEWB.TO Omega Ratio Rank: 9898
Omega Ratio Rank
HEWB.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
HEWB.TO Martin Ratio Rank: 9797
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.

OILU.TO vs. HEWB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SavvyLong Geared Crude Oil ETF (OILU.TO) and Global X Equal Weight Canadian Banks Index Corporate Class ETF (HEWB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OILU.TOHEWB.TODifference
Sharpe ratioReturn per unit of total volatility

-4.72

Sortino ratioReturn per unit of downside risk

-5.67

Omega ratioGain probability vs. loss probability

1.24

2.01

-0.77

Calmar ratioReturn relative to maximum drawdown

1.36

8.01

-6.65

Martin ratioReturn relative to average drawdown

3.66

36.49

-32.83

OILU.TO vs. HEWB.TO - Sharpe Ratio Comparison

The current OILU.TO Sharpe Ratio is 0.80, which is lower than the HEWB.TO Sharpe Ratio of 5.52. The chart below compares the historical Sharpe Ratios of OILU.TO and HEWB.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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Drawdowns

OILU.TO vs. HEWB.TO - Drawdown Comparison

The maximum OILU.TO drawdown since its inception was -52.00%, which is greater than HEWB.TO's maximum drawdown of -39.43%. Use the drawdown chart below to compare losses from any high point for OILU.TO and HEWB.TO.


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Drawdown Indicators


OILU.TOHEWB.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.00%

-39.43%

-12.57%

Max Drawdown (1Y)

Largest decline over 1 year

-52.00%

-8.97%

-43.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.84%

Max Drawdown (5Y)

Largest decline over 5 years

-25.89%

Current Drawdown

Current decline from peak

-52.00%

-0.39%

-51.61%

Average Drawdown

Average peak-to-trough decline

-28.75%

-7.21%

-21.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.30%

1.96%

+17.34%

Volatility

OILU.TO vs. HEWB.TO - Volatility Comparison

SavvyLong Geared Crude Oil ETF (OILU.TO) has a higher volatility of 25.20% compared to Global X Equal Weight Canadian Banks Index Corporate Class ETF (HEWB.TO) at 4.07%. This indicates that OILU.TO's price experiences larger fluctuations and is considered to be riskier than HEWB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILU.TOHEWB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

25.20%

4.07%

+21.13%

Volatility (6M)

Calculated over the trailing 6-month period

81.27%

11.39%

+69.88%

Volatility (1Y)

Calculated over the trailing 1-year period

88.91%

13.03%

+75.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.87%

14.03%

+68.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.87%

19.25%

+63.62%

OILU.TO vs. HEWB.TO - Expense Ratio Comparison

OILU.TO has a 1.25% expense ratio, which is higher than HEWB.TO's 0.28% expense ratio.


Dividends

OILU.TO vs. HEWB.TO - Dividend Comparison

Neither OILU.TO nor HEWB.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


OILU.TO and HEWB.TO have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEWB.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEWB.TO is cheaper with a 0.28% expense ratio, compared with 1.25% for OILU.TO.

OILU.TO is categorized as Oil & Gas, while HEWB.TO is Canada Equities. OILU.TO tracks Solactive Crude Oil Rolling Futures Index, while HEWB.TO tracks Solactive Equal Weight Canada Banks Index. They also come from different issuers: LongPoint and Global X. Their fees differ too: 1.25% for OILU.TO and 0.28% for HEWB.TO.

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