Global X S&P 500 Corporate Class ETF

10-Year Study

HXS.TO · · CA · ETF

Executive Summary: Global X S&P 500 Corporate Class ETF has compounded at 14.9% annually over the last 10 years, with a maximum drawdown of 18.9% and an annualized volatility of 13.0%.

1Y CAGR
+21.6%
3Y CAGR
+20.9%
5Y CAGR
+15.1%
10Y CAGR
+14.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
18.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.89
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +35.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.6-0.7-3.26.3————————2.8%
20253.8-1.9-6.0-5.05.64.34.01.05.03.1-0.4-1.611.9%
20243.16.23.1-2.63.84.12.1-0.02.42.06.50.135.0%
20234.6-0.12.61.80.74.02.60.9-4.3-0.16.72.123.2%
2022-4.8-3.22.4-6.4-1.4-6.98.9-1.6-4.56.54.2-5.2-12.7%
2021-0.62.33.22.7-1.15.12.94.3-4.24.22.53.527.3%
20202.1-7.0-8.211.53.60.54.24.4-1.9-2.58.01.715.8%
20194.33.33.44.4-5.53.42.6-1.01.41.34.90.224.7%
20183.30.9-2.40.13.22.32.33.4-0.4-5.22.8-6.73.0%
2017-1.46.10.33.60.2-3.4-1.80.31.85.93.1-1.513.6%
2016———-3.16.4-1.44.70.40.20.44.11.714.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 77.6% of variance. Idiosyncratic stock-specific factors contribute 5.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019693.982337235573
2016-05-0110318.340521667695
2016-06-0110176.627644280139
2016-07-0110659.272951324707
2016-08-0110706.51057712056
2016-09-0110727.048675292668
2016-10-0110772.23249127131
2016-11-0111209.693982337236
2016-12-0111398.644485520641
2017-01-0111238.447319778188
2017-02-0111928.527418361058
2017-03-0111969.60361470528
2017-04-0112400.903676319575
2017-05-0112425.549394126105
2017-06-0112006.572191415074
2017-07-0111788.868350790717
2017-08-0111829.944547134935
2017-09-0112041.486958307662
2017-10-0112752.105155062643
2017-11-0113144.382830149927
2017-12-0112949.27089751489
2018-01-0113376.463339494761
2018-02-0113491.476689258574
2018-03-0113166.97473813925
2018-04-0113175.189977408092
2018-05-0113594.16718011912
2018-06-0113912.507701786813
2018-07-0114226.740603820088
2018-08-0114713.493530499076
2018-09-0114658.040665434382
2018-10-0113900.184842883551
2018-11-0114294.516327788047
2018-12-0113341.548572602176
2019-01-0113912.507701786813
2019-02-0114366.39967139043
2019-03-0114855.20640788663
2019-04-0115502.156500308072
2019-05-0114651.87923598275
2019-06-0115155.062641199425
2019-07-0115547.340316286713
2019-08-0115397.412199630313
2019-09-0115615.116040254672
2019-10-0115822.550831792978
2019-11-0116605.05237215034
2019-12-0116635.859519408503
2020-01-0116980.89956869994
2020-02-0115791.743684534813
2020-03-0114504.004929143564
2020-04-0116177.859930170465
2020-05-0116765.24953789279
2020-06-0116841.240501129596
2020-07-0117549.804888067367
2020-08-0118315.875949887042
2020-09-0117976.99733004724
2020-10-0117521.051550626413
2020-11-0118929.96508523311
2020-12-0119260.628465804068
2021-01-0119141.507496405833
2021-02-0119591.29184637503
2021-03-0120219.757650441574
2021-04-0120764.01725200246
2021-05-0120527.82912302321
2021-06-0121577.325939617996
2021-07-0122201.684124050113
2021-08-0123154.651879235982
2021-09-0122172.930786609162
2021-10-0123113.575682891766
2021-11-0123692.750051345247
2021-12-0124518.381597864038
2022-01-0123343.602382419387
2022-02-0122604.230848223455
2022-03-0123154.651879235982
2022-04-0121671.801191209695
2022-05-0121367.83733826248
2022-06-0119884.986650236187
2022-07-0121659.47833230643
2022-08-0121302.11542411173
2022-09-0120336.82481002259
2022-10-0121667.693571575273
2022-11-0122571.369891148082
2022-12-0121400.698295337854
2023-01-0122386.527007599096
2023-02-0122370.09652906141
2023-03-0122949.27089751489
2023-04-0123360.032860957075
2023-05-0123520.230026699526
2023-06-0124460.874922982133
2023-07-0125097.555966317523
2023-08-0125311.152187307456
2023-09-0124226.740603820086
2023-10-0124206.20250564798
2023-11-0125836.92750051345
2023-12-0126370.918052988298
2024-01-0127188.33436023824
2024-02-0128864.243171082355
2024-03-0129772.02711028959
2024-04-0129012.117477921543
2024-05-0130100.63668104334
2024-06-0131320.599712466625
2024-07-0131973.711234339702
2024-08-0131965.495995070854
2024-09-0132733.62086670774
2024-10-0133386.732388580815
2024-11-0135555.555555555555
2024-12-0135596.631751899775
2025-01-0136964.469090162245
2025-02-0136274.38899157938
2025-03-0134101.45820497022
2025-04-0132413.226535222835
2025-05-0134237.00965290614
2025-06-0135715.75272129801
2025-07-0137141.09673444239
2025-08-0137510.78250154036
2025-09-0139392.07229410557
2025-10-0140624.35818443212
2025-11-0140476.48387759294
2025-12-0139843.91045389197
2026-01-0140073.937153419596
2026-02-0139811.049496816595
2026-03-0138537.687410145816
2026-04-0140973.50585335798
Annual Return Matrix
YearAnnual Return
20170.13603603603603598
20180.030293417922283794
20190.24692118226601
20200.1577777777777778
20210.2729793132864149
2022-0.12715697771821066
20230.23224568138195778
20240.34984423676012444
20250.11931687052850215
20260.028350515463917425
Total Factor Risk
0.12995274456814865
VTI.US Exposure
0.7760202604923706
VEA.US Exposure
0.04066727407512389
VWO.US Exposure
0.021540749155874114
QQQ.US Exposure
-0.07043142777281539
VTV.US Exposure
-0.06432532740552249
IJR.US Exposure
-0.057896198713269315
QUAL.US Exposure
0.11980159306219916
SHV.US Exposure
0.16074344131105242
TLT.US Exposure
0.007320604336034351
LQD.US Exposure
-0.017032199541363705
HYG.US Exposure
0.03330303005119626
GLD.US Exposure
-0.0003053609575458072
USO.US Exposure
0.01501378324004756
VNQ.US Exposure
-0.028863733861055455
BTC-USD.CC Exposure
0.0009948082328376595
CPER.US Exposure
-0.0008868814964578522
VIX.INDX Exposure
-0.037585694039175346
UUP.US Exposure
0.042023234804685165
TIP.US Exposure
0.0073058368090447075
Idiosyncratic Exposure
0.05259220821673938
Value Score
41.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →22.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$576.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X S&P 500 Corporate Class ETF a high-risk investment?

Global X S&P 500 Corporate Class ETF (HXS.TO) has an annualized volatility of 13.0% and experienced a maximum drawdown of 18.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of HXS.TO?

Over the past 10 years, HXS.TO has generated a Compound Annual Growth Rate (CAGR) of 14.9%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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