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

Performance

XUSF.TO vs. HXF.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 Global X S&P/TSX Capped Financials Index Corporate Class ETF (HXF.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
XUSF.TO
iShares S&P U.S. Financials Index ETF
-8.65%9.67%39.77%8.23%
HXF.TO
Global X S&P/TSX Capped Financials Index Corporate Class ETF
-4.96%35.34%30.20%9.71%

Returns By Period

In the year-to-date period, XUSF.TO achieves a -8.65% return, which is significantly lower than HXF.TO's -4.96% return.


XUSF.TO

1D
3.72%
1M
-1.34%
YTD
-8.65%
6M
-7.69%
1Y
-1.44%
3Y*
5Y*
10Y*

HXF.TO

1D
0.11%
1M
-5.44%
YTD
-4.96%
6M
5.45%
1Y
31.51%
3Y*
23.11%
5Y*
15.32%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XUSF.TO vs. HXF.TO - Expense Ratio Comparison

Both XUSF.TO and HXF.TO have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

XUSF.TO vs. HXF.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: 1010
Overall Rank
XUSF.TO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XUSF.TO Sortino Ratio Rank: 1010
Sortino Ratio Rank
XUSF.TO Omega Ratio Rank: 1010
Omega Ratio Rank
XUSF.TO Calmar Ratio Rank: 1010
Calmar Ratio Rank
XUSF.TO Martin Ratio Rank: 1010
Martin Ratio Rank

HXF.TO
HXF.TO Risk / Return Rank: 9292
Overall Rank
HXF.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HXF.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
HXF.TO Omega Ratio Rank: 9595
Omega Ratio Rank
HXF.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
HXF.TO Martin Ratio Rank: 9090
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. HXF.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 Global X S&P/TSX Capped Financials Index Corporate Class ETF (HXF.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.


XUSF.TOHXF.TODifference

Sharpe ratio

Return per unit of total volatility

-0.06

2.18

-2.24

Sortino ratio

Return per unit of downside risk

0.06

2.90

-2.84

Omega ratio

Gain probability vs. loss probability

1.01

1.47

-0.46

Calmar ratio

Return relative to maximum drawdown

-0.10

2.91

-3.01

Martin ratio

Return relative to average drawdown

-0.26

12.18

-12.44

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

The current XUSF.TO Sharpe Ratio is -0.06, which is lower than the HXF.TO Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of XUSF.TO and HXF.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


XUSF.TOHXF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

2.18

-2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.75

+0.22

Correlation

The correlation between XUSF.TO and HXF.TO is 0.21, 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

XUSF.TO vs. HXF.TO - Dividend Comparison

XUSF.TO's dividend yield for the trailing twelve months is around 0.93%, while HXF.TO has not paid dividends to shareholders.


TTM202520242023
XUSF.TO
iShares S&P U.S. Financials Index ETF
0.93%0.75%0.81%0.34%
HXF.TO
Global X S&P/TSX Capped Financials Index Corporate Class ETF
0.00%0.00%0.00%0.00%

Drawdowns

XUSF.TO vs. HXF.TO - Drawdown Comparison

The maximum XUSF.TO drawdown since its inception was -16.88%, smaller than the maximum HXF.TO drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for XUSF.TO and HXF.TO.


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Drawdown Indicators


XUSF.TOHXF.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.88%

-39.77%

+22.89%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-10.13%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

Max Drawdown (10Y)

Largest decline over 10 years

-39.77%

Current Drawdown

Current decline from peak

-11.42%

-7.34%

-4.08%

Average Drawdown

Average peak-to-trough decline

-3.12%

-5.14%

+2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

2.42%

+3.16%

Volatility

XUSF.TO vs. HXF.TO - Volatility Comparison

iShares S&P U.S. Financials Index ETF (XUSF.TO) and Global X S&P/TSX Capped Financials Index Corporate Class ETF (HXF.TO) have volatilities of 5.76% and 5.77%, 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


XUSF.TOHXF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

5.77%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

9.58%

+3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

22.33%

14.65%

+7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.34%

14.17%

+4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

16.86%

+1.48%