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

Performance

XTOT.TO vs. HULC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.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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XTOT.TO vs. HULC.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XTOT.TO achieves a -2.69% return, which is significantly higher than HULC.TO's -3.02% return.


XTOT.TO

1D
3.22%
1M
-2.94%
YTD
-2.69%
6M
-1.74%
1Y
3Y*
5Y*
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)

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

XTOT.TO has a 0.07% expense ratio, which is lower than HULC.TO's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

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

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

XTOT.TO

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market Index ETF (XTOT.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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


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Sharpe Ratios by Period


XTOT.TOHULC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

0.03

+1.15

Correlation

The correlation between XTOT.TO and HULC.TO is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XTOT.TO vs. HULC.TO - Dividend Comparison

XTOT.TO's dividend yield for the trailing twelve months is around 0.71%, while HULC.TO has not paid dividends to shareholders.


Drawdowns

XTOT.TO vs. HULC.TO - Drawdown Comparison

The maximum XTOT.TO drawdown since its inception was -9.64%, smaller than the maximum HULC.TO drawdown of -81.67%. Use the drawdown chart below to compare losses from any high point for XTOT.TO and HULC.TO.


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Drawdown Indicators


XTOT.TOHULC.TODifference

Max Drawdown

Largest peak-to-trough decline

-9.64%

-81.67%

+72.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

Max Drawdown (5Y)

Largest decline over 5 years

-23.94%

Current Drawdown

Current decline from peak

-6.73%

-6.08%

-0.65%

Average Drawdown

Average peak-to-trough decline

-1.94%

-33.60%

+31.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

Volatility

XTOT.TO vs. HULC.TO - Volatility Comparison


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Volatility by Period


XTOT.TOHULC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.18%

19.36%

-6.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

47.01%

-33.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

53.99%

-40.81%