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TULV.TO vs. HULC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

TULV.TO vs. HULC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about TD Q U.S. Low Volatility ETF (TULV.TO) and Global X US Large Cap Index Corporate Class ETF (HULC.TO).

TULV.TO and HULC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TULV.TO is an actively managed fund by TD. It was launched on May 26, 2020. HULC.TO is a passively managed fund by Global X that tracks the performance of the Solactive US Large Cap Index (CA NTR). It was launched on Feb 5, 2020.

Performance

TULV.TO vs. HULC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Q U.S. Low Volatility ETF (TULV.TO) and Global X US Large Cap Index Corporate Class ETF (HULC.TO). The values are adjusted to include any dividend payments, if applicable.

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TULV.TO vs. HULC.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
TULV.TO
TD Q U.S. Low Volatility ETF		3.26%3.62%23.74%-3.31%2.02%23.84%0.90%
HULC.TO
Global X US Large Cap Index Corporate Class ETF		-3.02%12.69%35.93%24.43%-14.75%153.78%16.83%

Returns By Period

In the year-to-date period, TULV.TO achieves a 3.26% return, which is significantly higher than HULC.TO's -3.02% return.

TULV.TO

1D
0.26%
1M
-3.98%
YTD
3.26%
6M
3.11%
1Y
-0.99%
3Y*
9.28%
5Y*
10.49%
10Y*
—

HULC.TO

1D
2.87%
1M
-3.04%
YTD
-3.02%
6M
-1.94%
1Y
14.06%
3Y*
19.72%
5Y*
30.63%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

TD Q U.S. Low Volatility ETF

Global X US Large Cap Index Corporate Class ETF

Often compared with TULV.TO:
TULV.TO vs. TCLV.TOTULV.TO vs. JEPI.TOTULV.TO vs. ZSP-U.TOTULV.TO vs. KNGC.TOTULV.TO vs. ETSX.TOTULV.TO vs. CNCL.TOTULV.TO vs. XUU.TO
Often compared with HULC.TO:
HULC.TO vs. HXS.TOHULC.TO vs. FCUQ.TOHULC.TO vs. ZUQ.TOHULC.TO vs. ZNQ.TOHULC.TO vs. TPU.TOHULC.TO vs. XMTM.TOHULC.TO vs. XUU.TO

TULV.TO vs. HULC.TO - Expense Ratio Comparison

TULV.TO has a 0.35% expense ratio, which is higher than HULC.TO's 0.08% expense ratio.

TULV.TO
TD Q U.S. Low Volatility ETF
HULC.TO
Global X US Large Cap Index Corporate Class ETF

Return for Risk

TULV.TO vs. HULC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TULV.TO
TULV.TO Risk / Return Rank: 1111
Overall Rank
TULV.TO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TULV.TO Sortino Ratio Rank: 99
Sortino Ratio Rank
TULV.TO Omega Ratio Rank: 99
Omega Ratio Rank
TULV.TO Calmar Ratio Rank: 1313
Calmar Ratio Rank
TULV.TO Martin Ratio Rank: 1212
Martin Ratio Rank
HULC.TO
HULC.TO Risk / Return Rank: 4242
Overall Rank
HULC.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HULC.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
HULC.TO Omega Ratio Rank: 4242
Omega Ratio Rank
HULC.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
HULC.TO Martin Ratio Rank: 4646
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.

TULV.TO vs. HULC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Q U.S. Low Volatility ETF (TULV.TO) and Global X US Large Cap Index Corporate Class ETF (HULC.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.

TULV.TOHULC.TODifference

Sharpe ratio

Return per unit of total volatility

-0.08

0.73

-0.81

Sortino ratio

Return per unit of downside risk

-0.03

1.11

-1.14

Omega ratio

Gain probability vs. loss probability

1.00

1.17

-0.18

Calmar ratio

Return relative to maximum drawdown

0.05

1.21

-1.16

Martin ratio

Return relative to average drawdown

0.09

4.51

-4.42

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TULV.TO vs. HULC.TO - Sharpe Ratio Comparison

The current TULV.TO Sharpe Ratio is -0.08, which is lower than the HULC.TO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of TULV.TO and HULC.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

TULV.TOHULC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

0.73

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.66

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.03

+0.73

Correlation

The correlation between TULV.TO and HULC.TO is 0.25, 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

TULV.TO vs. HULC.TO - Dividend Comparison

TULV.TO's dividend yield for the trailing twelve months is around 1.77%, while HULC.TO has not paid dividends to shareholders.

TTM202520242023202220212020
TULV.TO
TD Q U.S. Low Volatility ETF		1.77%1.80%1.48%1.96%1.57%1.37%0.83%
HULC.TO
Global X US Large Cap Index Corporate Class ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TULV.TO vs. HULC.TO - Drawdown Comparison

The maximum TULV.TO drawdown since its inception was -11.78%, smaller than the maximum HULC.TO drawdown of -81.67%. Use the drawdown chart below to compare losses from any high point for TULV.TO and HULC.TO.

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Drawdown Indicators

TULV.TOHULC.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.78%

-81.67%

+69.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-12.74%

+2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-11.78%

-23.94%

+12.16%

Current Drawdown

Current decline from peak

-4.02%

-6.08%

+2.06%

Average Drawdown

Average peak-to-trough decline

-3.58%

-33.60%

+30.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.63%

3.42%

+2.21%

Volatility

TULV.TO vs. HULC.TO - Volatility Comparison

The current volatility for TD Q U.S. Low Volatility ETF (TULV.TO) is 3.15%, while Global X US Large Cap Index Corporate Class ETF (HULC.TO) has a volatility of 5.55%. This indicates that TULV.TO experiences smaller price fluctuations and is considered to be less risky than HULC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TULV.TOHULC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

5.55%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

10.48%

-3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

19.36%

-7.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.01%

47.01%

-35.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.58%

53.99%

-42.41%