PortfoliosLab logoPortfoliosLab logo
XBM.TO vs. HSAV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBM.TO vs. HSAV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Global Base Metals Index ETF (XBM.TO) and Global X Cash Maximizer Corporate Class ETF (HSAV.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XBM.TO achieves a 38.48% return, which is significantly higher than HSAV.TO's 1.04% return.


XBM.TO

1D
-3.17%
1M
21.23%
YTD
38.48%
6M
46.72%
1Y
119.30%
3Y*
29.93%
5Y*
19.70%
10Y*
20.17%

HSAV.TO

1D
-0.03%
1M
0.15%
YTD
1.04%
6M
1.55%
1Y
2.70%
3Y*
3.71%
5Y*
3.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBM.TO vs. HSAV.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XBM.TO
iShares S&P/TSX Global Base Metals Index ETF
38.48%50.69%5.96%2.84%3.69%32.04%42.07%
HSAV.TO
Global X Cash Maximizer Corporate Class ETF
1.04%2.58%4.24%5.04%2.79%0.66%0.74%

Correlation

The correlation between XBM.TO and HSAV.TO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

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

0.02

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

0.01

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2020

0.01

Compare stocks, funds, or ETFs

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


Return for Risk

XBM.TO vs. HSAV.TO — Risk / Return Rank

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

XBM.TO
XBM.TO Risk / Return Rank: 8585
Overall Rank
XBM.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XBM.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
XBM.TO Omega Ratio Rank: 8080
Omega Ratio Rank
XBM.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
XBM.TO Martin Ratio Rank: 8888
Martin Ratio Rank

HSAV.TO
HSAV.TO Risk / Return Rank: 6666
Overall Rank
HSAV.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HSAV.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
HSAV.TO Omega Ratio Rank: 5959
Omega Ratio Rank
HSAV.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
HSAV.TO Martin Ratio Rank: 6767
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.

XBM.TO vs. HSAV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Global Base Metals Index ETF (XBM.TO) and Global X Cash Maximizer Corporate Class ETF (HSAV.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.


XBM.TOHSAV.TODifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.49

1.37

+0.12

Calmar ratioReturn relative to maximum drawdown

5.02

4.58

+0.44

Martin ratioReturn relative to average drawdown

19.44

12.46

+6.97

XBM.TO vs. HSAV.TO - Sharpe Ratio Comparison

The current XBM.TO Sharpe Ratio is 3.37, which is higher than the HSAV.TO Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of XBM.TO and HSAV.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.


Loading charts...

Sharpe Ratios by Period


XBM.TOHSAV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.37

1.96

+1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.82

-1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

1.72

-1.47

Drawdowns

XBM.TO vs. HSAV.TO - Drawdown Comparison

The maximum XBM.TO drawdown since its inception was -67.40%, which is greater than HSAV.TO's maximum drawdown of -2.18%. Use the drawdown chart below to compare losses from any high point for XBM.TO and HSAV.TO.


Loading charts...

Drawdown Indicators


XBM.TOHSAV.TODifference

Max Drawdown

Largest peak-to-trough decline

-67.40%

-2.18%

-65.22%

Max Drawdown (1Y)

Largest decline over 1 year

-23.88%

-0.59%

-23.29%

Max Drawdown (3Y)

Largest decline over 3 years

-37.45%

-1.06%

-36.39%

Max Drawdown (5Y)

Largest decline over 5 years

-40.57%

-2.18%

-38.39%

Max Drawdown (10Y)

Largest decline over 10 years

-57.24%

Current Drawdown

Current decline from peak

-3.17%

-0.18%

-2.99%

Average Drawdown

Average peak-to-trough decline

-25.80%

-0.19%

-25.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

0.22%

+5.94%

Volatility

XBM.TO vs. HSAV.TO - Volatility Comparison

iShares S&P/TSX Global Base Metals Index ETF (XBM.TO) has a higher volatility of 13.03% compared to Global X Cash Maximizer Corporate Class ETF (HSAV.TO) at 0.48%. This indicates that XBM.TO's price experiences larger fluctuations and is considered to be riskier than HSAV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XBM.TOHSAV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.03%

0.48%

+12.55%

Volatility (6M)

Calculated over the trailing 6-month period

29.68%

1.05%

+28.63%

Volatility (1Y)

Calculated over the trailing 1-year period

35.62%

1.39%

+34.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.06%

1.77%

+31.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.66%

1.58%

+31.08%

XBM.TO vs. HSAV.TO - Expense Ratio Comparison

XBM.TO has a 0.60% expense ratio, which is higher than HSAV.TO's 0.18% expense ratio.


Dividends

XBM.TO vs. HSAV.TO - Dividend Comparison

XBM.TO's dividend yield for the trailing twelve months is around 0.62%, while HSAV.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HSAV.TO
Global X Cash Maximizer 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%
XBM.TO
iShares S&P/TSX Global Base Metals Index ETF
0.62%0.86%1.25%2.09%4.83%3.01%1.81%3.71%3.43%1.63%2.42%5.70%

Frequently Asked Questions


XBM.TO and HSAV.TO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HSAV.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HSAV.TO is cheaper with a 0.18% expense ratio, compared with 0.60% for XBM.TO.

XBM.TO is categorized as Energy Equities, while HSAV.TO is Bank Loan. They also come from different issuers: iShares and Global X. Their fees differ too: 0.60% for XBM.TO and 0.18% for HSAV.TO.

Portfolio Optimizer

Find the right allocation for XBM.TO and HSAV.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer