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SLVU.TO vs. HXD.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLVU.TO vs. HXD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro Silver 2x Daily Bull ETF (SLVU.TO) and BetaPro S&P/TSX 60 -2x Daily Bear ETF (HXD.TO). The values are adjusted to include any dividend payments, if applicable.

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SLVU.TO vs. HXD.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLVU.TO
BetaPro Silver 2x Daily Bull ETF
-24.53%349.11%20.71%-16.01%-10.21%-34.59%55.46%16.28%-26.54%1.00%
HXD.TO
BetaPro S&P/TSX 60 -2x Daily Bear ETF
-1.82%-39.81%271.72%-12.03%8.91%-42.56%-36.10%-31.58%15.45%-17.95%

Returns By Period

In the year-to-date period, SLVU.TO achieves a -24.53% return, which is significantly lower than HXD.TO's -1.82% return. Over the past 10 years, SLVU.TO has outperformed HXD.TO with an annualized return of 10.30%, while HXD.TO has yielded a comparatively lower -9.76% annualized return.


SLVU.TO

1D
14.89%
1M
-38.47%
YTD
-24.53%
6M
53.78%
1Y
149.33%
3Y*
52.18%
5Y*
19.48%
10Y*
10.30%

HXD.TO

1D
0.07%
1M
11.41%
YTD
-1.82%
6M
-12.07%
1Y
-39.16%
3Y*
26.35%
5Y*
7.82%
10Y*
-9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BetaPro Silver 2x Daily Bull ETF

Often compared with HXD.TO:
HXD.TO vs. CNDU.TO

SLVU.TO vs. HXD.TO - Expense Ratio Comparison

SLVU.TO has a 2.20% expense ratio, which is higher than HXD.TO's 1.78% expense ratio.


Return for Risk

SLVU.TO vs. HXD.TO — Risk / Return Rank

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

SLVU.TO
SLVU.TO Risk / Return Rank: 7272
Overall Rank
SLVU.TO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SLVU.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
SLVU.TO Omega Ratio Rank: 8585
Omega Ratio Rank
SLVU.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
SLVU.TO Martin Ratio Rank: 5353
Martin Ratio Rank

HXD.TO
HXD.TO Risk / Return Rank: 11
Overall Rank
HXD.TO Sharpe Ratio Rank: 00
Sharpe Ratio Rank
HXD.TO Sortino Ratio Rank: 00
Sortino Ratio Rank
HXD.TO Omega Ratio Rank: 00
Omega Ratio Rank
HXD.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
HXD.TO Martin Ratio Rank: 44
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.

SLVU.TO vs. HXD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro Silver 2x Daily Bull ETF (SLVU.TO) and BetaPro S&P/TSX 60 -2x Daily Bear ETF (HXD.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.


SLVU.TOHXD.TODifference

Sharpe ratio

Return per unit of total volatility

1.31

-1.39

+2.70

Sortino ratio

Return per unit of downside risk

1.94

-2.29

+4.23

Omega ratio

Gain probability vs. loss probability

1.35

0.74

+0.61

Calmar ratio

Return relative to maximum drawdown

1.95

-0.69

+2.63

Martin ratio

Return relative to average drawdown

5.30

-0.96

+6.26

SLVU.TO vs. HXD.TO - Sharpe Ratio Comparison

The current SLVU.TO Sharpe Ratio is 1.31, which is higher than the HXD.TO Sharpe Ratio of -1.39. The chart below compares the historical Sharpe Ratios of SLVU.TO and HXD.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


SLVU.TOHXD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

-1.39

+2.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.04

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

-0.08

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

-0.02

-0.03

Correlation

The correlation between SLVU.TO and HXD.TO is -0.29. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SLVU.TO vs. HXD.TO - Dividend Comparison

Neither SLVU.TO nor HXD.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SLVU.TO vs. HXD.TO - Drawdown Comparison

The maximum SLVU.TO drawdown since its inception was -98.60%, roughly equal to the maximum HXD.TO drawdown of -98.45%. Use the drawdown chart below to compare losses from any high point for SLVU.TO and HXD.TO.


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Drawdown Indicators


SLVU.TOHXD.TODifference

Max Drawdown

Largest peak-to-trough decline

-98.60%

-98.45%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-76.62%

-55.32%

-21.30%

Max Drawdown (5Y)

Largest decline over 5 years

-76.62%

-55.32%

-21.30%

Max Drawdown (10Y)

Largest decline over 10 years

-80.27%

-88.83%

+8.56%

Current Drawdown

Current decline from peak

-89.47%

-95.16%

+5.69%

Average Drawdown

Average peak-to-trough decline

-84.27%

-78.80%

-5.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.12%

39.83%

-11.71%

Volatility

SLVU.TO vs. HXD.TO - Volatility Comparison

BetaPro Silver 2x Daily Bull ETF (SLVU.TO) has a higher volatility of 38.33% compared to BetaPro S&P/TSX 60 -2x Daily Bear ETF (HXD.TO) at 9.26%. This indicates that SLVU.TO's price experiences larger fluctuations and is considered to be riskier than HXD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVU.TOHXD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

38.33%

9.26%

+29.07%

Volatility (6M)

Calculated over the trailing 6-month period

130.40%

19.16%

+111.24%

Volatility (1Y)

Calculated over the trailing 1-year period

114.99%

28.97%

+86.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.06%

181.64%

-109.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.51%

130.66%

-66.15%