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XUSF.TO vs. HFG.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUSF.TO vs. HFG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P U.S. Financials Index ETF (XUSF.TO) and Hamilton Global Financials ETF (HFG.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, XUSF.TO achieves a 4.97% return, which is significantly lower than HFG.TO's 7.82% return.


XUSF.TO

1D
-0.98%
1M
3.70%
6M
4.76%
YTD
4.97%
1Y
10.42%
3Y*
5Y*
10Y*

HFG.TO

1D
-0.79%
1M
4.91%
6M
6.75%
YTD
7.82%
1Y
17.90%
3Y*
24.59%
5Y*
15.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUSF.TO vs. HFG.TO - Yearly Performance Comparison


2026 (YTD)202520242023
XUSF.TO
iShares S&P U.S. Financials Index ETF
4.97%9.67%39.77%8.23%
HFG.TO
Hamilton Global Financials ETF
7.82%22.93%30.80%9.89%

Correlation

The correlation between XUSF.TO and HFG.TO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2023

0.42

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Return for Risk

XUSF.TO vs. HFG.TO — Risk / Return Rank

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

XUSF.TO
XUSF.TO Risk / Return Rank: 2323
Overall Rank
XUSF.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XUSF.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
XUSF.TO Omega Ratio Rank: 2626
Omega Ratio Rank
XUSF.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
XUSF.TO Martin Ratio Rank: 2020
Martin Ratio Rank

HFG.TO
HFG.TO Risk / Return Rank: 5050
Overall Rank
HFG.TO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HFG.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
HFG.TO Omega Ratio Rank: 5858
Omega Ratio Rank
HFG.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
HFG.TO Martin Ratio Rank: 4343
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.

XUSF.TO vs. HFG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Financials Index ETF (XUSF.TO) and Hamilton Global Financials ETF (HFG.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.


XUSF.TOHFG.TODifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.15

1.27

-0.12

Calmar ratioReturn relative to maximum drawdown

0.72

1.64

-0.93

Martin ratioReturn relative to average drawdown

1.70

5.19

-3.49

XUSF.TO vs. HFG.TO - Sharpe Ratio Comparison

The current XUSF.TO Sharpe Ratio is 0.68, which is lower than the HFG.TO Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of XUSF.TO and HFG.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

XUSF.TO vs. HFG.TO - Drawdown Comparison

The maximum XUSF.TO drawdown since its inception was -16.88%, smaller than the maximum HFG.TO drawdown of -42.71%. Use the drawdown chart below to compare losses from any high point for XUSF.TO and HFG.TO.


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Drawdown Indicators


XUSF.TOHFG.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.88%

-42.71%

+25.83%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-10.95%

-3.71%

Max Drawdown (3Y)

Largest decline over 3 years

-13.64%

Max Drawdown (5Y)

Largest decline over 5 years

-20.20%

Current Drawdown

Current decline from peak

-0.98%

-0.79%

-0.19%

Average Drawdown

Average peak-to-trough decline

-3.44%

-5.37%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

3.46%

+2.69%

Volatility

XUSF.TO vs. HFG.TO - Volatility Comparison

iShares S&P U.S. Financials Index ETF (XUSF.TO) has a higher volatility of 4.60% compared to Hamilton Global Financials ETF (HFG.TO) at 3.65%. This indicates that XUSF.TO's price experiences larger fluctuations and is considered to be riskier than HFG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUSF.TOHFG.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

3.65%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

10.72%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

13.05%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.82%

16.04%

+1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

20.25%

-2.43%

Dividends

XUSF.TO vs. HFG.TO - Dividend Comparison

XUSF.TO's dividend yield for the trailing twelve months is around 0.85%, less than HFG.TO's 2.40% yield.


PositionTTM202520242023202220212020
HFG.TO
Hamilton Global Financials ETF
2.40%2.55%3.05%3.86%10.09%4.16%1.85%
XUSF.TO
iShares S&P U.S. Financials Index ETF
0.85%0.75%0.81%0.34%0.00%0.00%0.00%

Frequently Asked Questions


XUSF.TO and HFG.TO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: iShares and Hamilton.

Portfolio Optimizer

Find the right allocation for XUSF.TO and HFG.TO

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

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