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PPLN.TO vs. HXQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPLN.TO vs. HXQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Equal Weight Canadian Pipelines Index ETF (PPLN.TO) and Global X Nasdaq-100 Index Corporate Class ETF (HXQ.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, PPLN.TO achieves a 29.42% return, which is significantly higher than HXQ.TO's 20.91% return. Over the past 10 years, PPLN.TO has underperformed HXQ.TO with an annualized return of 10.30%, while HXQ.TO has yielded a comparatively higher 21.30% annualized return.


PPLN.TO

1D
-1.88%
1M
0.67%
6M
22.74%
YTD
29.42%
1Y
39.27%
3Y*
16.60%
5Y*
14.53%
10Y*
10.30%
ALL TIME*
7.69%

HXQ.TO

1D
5.54%
1M
-0.77%
6M
21.27%
YTD
20.91%
1Y
33.47%
3Y*
27.41%
5Y*
17.58%
10Y*
21.30%
ALL TIME*
21.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$3.30MCA$3.05MCA$3.96M
CA$660.10KCA$655.42KCA$723.74K

PPLN.TO vs. HXQ.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPLN.TO
Global X Equal Weight Canadian Pipelines Index ETF
29.42%4.14%17.18%8.45%16.63%33.83%-17.80%20.50%-11.54%-2.67%
HXQ.TO
Global X Nasdaq-100 Index Corporate Class ETF
20.91%15.05%35.98%51.16%-27.84%26.20%45.58%32.26%6.71%23.12%

Correlation

The correlation between PPLN.TO and HXQ.TO is -0.25, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.25

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.15

Correlation (10Y)
Provides a long-term view across more market conditions.

0.17

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2016

0.16

The correlation between PPLN.TO and HXQ.TO shifts across timeframes, from -0.25 (1 year) to 0.17 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

PPLN.TO vs. HXQ.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PPLN.TO
PPLN.TO Risk / Return Rank: 8686
Overall Rank
PPLN.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PPLN.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
PPLN.TO Omega Ratio Rank: 8888
Omega Ratio Rank
PPLN.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
PPLN.TO Martin Ratio Rank: 7272
Martin Ratio Rank

HXQ.TO
HXQ.TO Risk / Return Rank: 6565
Overall Rank
HXQ.TO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HXQ.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
HXQ.TO Omega Ratio Rank: 6565
Omega Ratio Rank
HXQ.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
HXQ.TO Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PPLN.TO vs. HXQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Equal Weight Canadian Pipelines Index ETF (PPLN.TO) and Global X Nasdaq-100 Index Corporate Class ETF (HXQ.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.


PPLN.TOHXQ.TODifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.43

1.31

+0.12

Calmar ratioReturn relative to maximum drawdown

3.86

2.71

+1.15

Martin ratioReturn relative to average drawdown

10.10

7.81

+2.29

PPLN.TO vs. HXQ.TO - Sharpe Ratio Comparison

The current PPLN.TO Sharpe Ratio is 2.51, which is higher than the HXQ.TO Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of PPLN.TO and HXQ.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

PPLN.TO vs. HXQ.TO - Drawdown Comparison

The maximum PPLN.TO drawdown since its inception was -59.05%, which is greater than HXQ.TO's maximum drawdown of -31.60%. Use the drawdown chart below to compare losses from any high point for PPLN.TO and HXQ.TO.


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Drawdown Indicators


PPLN.TOHXQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-31.60%

-27.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.22%

-12.43%

+2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-15.31%

-22.58%

+7.27%

Max Drawdown (5Y)

Largest decline over 5 years

-18.54%

-31.60%

+13.06%

Max Drawdown (10Y)

Largest decline over 10 years

-59.05%

-31.60%

-27.45%

Current Drawdown

Current decline from peak

-5.97%

-2.69%

-3.28%

Average Drawdown

Average peak-to-trough decline

-9.36%

-5.72%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

4.30%

-0.40%

Volatility

PPLN.TO vs. HXQ.TO - Volatility Comparison

The current volatility for Global X Equal Weight Canadian Pipelines Index ETF (PPLN.TO) is 6.13%, while Global X Nasdaq-100 Index Corporate Class ETF (HXQ.TO) has a volatility of 8.65%. This indicates that PPLN.TO experiences smaller price fluctuations and is considered to be less risky than HXQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPLN.TOHXQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

8.65%

-2.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.49%

16.51%

-4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.74%

19.63%

-3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

21.43%

-3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.20%

21.12%

+2.08%

PPLN.TO vs. HXQ.TO - Expense Ratio Comparison

PPLN.TO has a 0.31% expense ratio, which is higher than HXQ.TO's 0.25% expense ratio.


Dividends

PPLN.TO vs. HXQ.TO - Dividend Comparison

PPLN.TO's dividend yield for the trailing twelve months is around 4.27%, while HXQ.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HXQ.TO
Global X Nasdaq-100 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%
PPLN.TO
Global X Equal Weight Canadian Pipelines Index ETF
4.27%4.35%2.94%3.77%3.23%3.47%5.76%4.40%5.21%4.31%3.99%4.41%

Frequently Asked Questions


PPLN.TO and HXQ.TO have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HXQ.TO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HXQ.TO is cheaper with a 0.25% expense ratio, compared with 0.31% for PPLN.TO.

PPLN.TO is categorized as Energy Equities, while HXQ.TO is Nasdaq-100. PPLN.TO tracks Mirae Asset Equal Weight Canadian Pipeline Index, while HXQ.TO tracks NASDAQ-100 Index. Their fees differ too: 0.31% for PPLN.TO and 0.25% for HXQ.TO.

Portfolio Optimizer

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