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

Performance

SPXD.TO vs. HXS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro S&P 500 -2x Daily Bear ETF (SPXD.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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Returns By Period

In the year-to-date period, SPXD.TO achieves a -16.73% return, which is significantly lower than HXS.TO's 13.44% return.


SPXD.TO

1D
-1.59%
1M
2.08%
YTD
-16.73%
6M
-15.52%
1Y
-30.42%
3Y*
-28.05%
5Y*
-21.90%
10Y*
-33.02%

HXS.TO

1D
0.63%
1M
1.77%
YTD
13.44%
6M
12.73%
1Y
26.56%
3Y*
22.71%
5Y*
15.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
SPXD.TO
BetaPro S&P 500 -2x Daily Bear ETF
-16.73%-28.74%-30.20%-32.04%32.32%-43.18%-74.72%-28.04%
HXS.TO
Global X S&P 500 Index Corporate Class ETF
13.44%11.93%34.98%23.22%-12.72%27.30%15.78%15.85%

Correlation

The correlation between SPXD.TO and HXS.TO is -0.89, 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

-0.89

Correlation (3Y)
Calculated over the trailing 3-year period

-0.89

Correlation (5Y)
Calculated over the trailing 5-year period

-0.89

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2019

-0.88

The correlation between SPXD.TO and HXS.TO has been stable across timeframes, ranging from -0.89 to -0.88 - a consistent structural relationship.

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Return for Risk

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

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

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

HXS.TO
HXS.TO Risk / Return Rank: 7676
Overall Rank
HXS.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
HXS.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
HXS.TO Omega Ratio Rank: 7979
Omega Ratio Rank
HXS.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
HXS.TO Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for BetaPro S&P 500 -2x Daily Bear ETF (SPXD.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.

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.


SPXD.TOHXS.TODifference
Sharpe ratioReturn per unit of total volatility

-3.37

Sortino ratioReturn per unit of downside risk

-4.76

Omega ratioGain probability vs. loss probability

0.80

1.39

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.95

3.05

-4.01

Martin ratioReturn relative to average drawdown

-1.77

11.35

-13.11

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

The current SPXD.TO Sharpe Ratio is -1.22, which is lower than the HXS.TO Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of SPXD.TO and HXS.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

SPXD.TO vs. HXS.TO - Drawdown Comparison

The maximum SPXD.TO drawdown since its inception was -99.93%, which is greater than HXS.TO's maximum drawdown of -27.41%. Use the drawdown chart below to compare losses from any high point for SPXD.TO and HXS.TO.


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Drawdown Indicators


SPXD.TOHXS.TODifference

Max Drawdown

Largest peak-to-trough decline

-99.93%

-27.41%

-72.52%

Max Drawdown (1Y)

Largest decline over 1 year

-32.29%

-8.74%

-23.55%

Max Drawdown (3Y)

Largest decline over 3 years

-69.67%

-18.98%

-50.69%

Max Drawdown (5Y)

Largest decline over 5 years

-76.70%

-22.63%

-54.07%

Max Drawdown (10Y)

Largest decline over 10 years

-98.25%

Current Drawdown

Current decline from peak

-99.93%

-0.42%

-99.51%

Average Drawdown

Average peak-to-trough decline

-89.70%

-4.25%

-85.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.51%

2.35%

+15.16%

Volatility

SPXD.TO vs. HXS.TO - Volatility Comparison

BetaPro S&P 500 -2x Daily Bear ETF (SPXD.TO) has a higher volatility of 10.53% compared to Global X S&P 500 Index Corporate Class ETF (HXS.TO) at 4.85%. This indicates that SPXD.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


SPXD.TOHXS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.53%

4.85%

+5.68%

Volatility (6M)

Calculated over the trailing 6-month period

20.21%

9.75%

+10.46%

Volatility (1Y)

Calculated over the trailing 1-year period

25.07%

12.39%

+12.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.77%

15.27%

+18.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.74%

17.73%

+21.01%

Dividends

SPXD.TO vs. HXS.TO - Dividend Comparison

Neither SPXD.TO nor HXS.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPXD.TO and HXS.TO have a correlation of -0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPXD.TO is categorized as Inverse Equities, while HXS.TO is S&P 500.

Portfolio Optimizer

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