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UTIL.TO vs. HUTL.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTIL.TO vs. HUTL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Equal Weight Canadian Utilities Index ETF (UTIL.TO) and Harvest Equal Weight Global Utilities Income ETF (HUTL.TO). The values are adjusted to include any dividend payments, if applicable.

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UTIL.TO vs. HUTL.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
UTIL.TO
Global X Equal Weight Canadian Utilities Index ETF
11.63%19.08%8.82%-1.83%-11.79%
HUTL.TO
Harvest Equal Weight Global Utilities Income ETF
11.42%15.59%14.70%3.11%-6.67%

Returns By Period

The year-to-date returns for both stocks are quite close, with UTIL.TO having a 11.63% return and HUTL.TO slightly lower at 11.42%.


UTIL.TO

1D
0.37%
1M
0.93%
YTD
11.63%
6M
13.43%
1Y
25.40%
3Y*
10.99%
5Y*
10Y*

HUTL.TO

1D
0.00%
1M
-0.30%
YTD
11.42%
6M
12.52%
1Y
19.38%
3Y*
13.28%
5Y*
9.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UTIL.TO vs. HUTL.TO - Expense Ratio Comparison


Return for Risk

UTIL.TO vs. HUTL.TO — Risk / Return Rank

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

UTIL.TO
UTIL.TO Risk / Return Rank: 9595
Overall Rank
UTIL.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
UTIL.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
UTIL.TO Omega Ratio Rank: 9696
Omega Ratio Rank
UTIL.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
UTIL.TO Martin Ratio Rank: 9393
Martin Ratio Rank

HUTL.TO
HUTL.TO Risk / Return Rank: 8181
Overall Rank
HUTL.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HUTL.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
HUTL.TO Omega Ratio Rank: 7979
Omega Ratio Rank
HUTL.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
HUTL.TO Martin Ratio Rank: 8989
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.

UTIL.TO vs. HUTL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Equal Weight Canadian Utilities Index ETF (UTIL.TO) and Harvest Equal Weight Global Utilities Income ETF (HUTL.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.


UTIL.TOHUTL.TODifference

Sharpe ratio

Return per unit of total volatility

2.53

1.43

+1.10

Sortino ratio

Return per unit of downside risk

3.26

1.96

+1.30

Omega ratio

Gain probability vs. loss probability

1.51

1.31

+0.20

Calmar ratio

Return relative to maximum drawdown

3.92

2.66

+1.26

Martin ratio

Return relative to average drawdown

14.17

11.46

+2.71

UTIL.TO vs. HUTL.TO - Sharpe Ratio Comparison

The current UTIL.TO Sharpe Ratio is 2.53, which is higher than the HUTL.TO Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of UTIL.TO and HUTL.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


UTIL.TOHUTL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

1.43

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.51

0.00

Correlation

The correlation between UTIL.TO and HUTL.TO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UTIL.TO vs. HUTL.TO - Dividend Comparison

UTIL.TO's dividend yield for the trailing twelve months is around 3.25%, less than HUTL.TO's 7.34% yield.


TTM2025202420232022202120202019
UTIL.TO
Global X Equal Weight Canadian Utilities Index ETF
3.25%4.07%4.38%4.45%1.87%0.00%0.00%0.00%
HUTL.TO
Harvest Equal Weight Global Utilities Income ETF
7.34%7.94%8.30%8.56%8.13%7.16%7.73%5.33%

Drawdowns

UTIL.TO vs. HUTL.TO - Drawdown Comparison

The maximum UTIL.TO drawdown since its inception was -25.61%, smaller than the maximum HUTL.TO drawdown of -34.00%. Use the drawdown chart below to compare losses from any high point for UTIL.TO and HUTL.TO.


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Drawdown Indicators


UTIL.TOHUTL.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.61%

-34.00%

+8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-7.22%

+0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

Current Drawdown

Current decline from peak

-0.04%

-0.98%

+0.94%

Average Drawdown

Average peak-to-trough decline

-8.22%

-6.80%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.67%

+0.14%

Volatility

UTIL.TO vs. HUTL.TO - Volatility Comparison

Global X Equal Weight Canadian Utilities Index ETF (UTIL.TO) and Harvest Equal Weight Global Utilities Income ETF (HUTL.TO) have volatilities of 3.63% and 3.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTIL.TOHUTL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

3.63%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.29%

6.70%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.07%

13.62%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.47%

12.83%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.47%

15.29%

-2.82%