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AIGO.TO vs. ENCC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIGO.TO vs. ENCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) and Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.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, AIGO.TO achieves a 35.74% return, which is significantly higher than ENCC.TO's 24.43% return.


AIGO.TO

1D
0.19%
1M
9.07%
YTD
35.74%
6M
35.73%
1Y
64.86%
3Y*
5Y*
10Y*

ENCC.TO

1D
0.64%
1M
-4.83%
YTD
24.43%
6M
25.49%
1Y
34.49%
3Y*
22.40%
5Y*
23.41%
10Y*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIGO.TO vs. ENCC.TO - Yearly Performance Comparison


Correlation

The correlation between AIGO.TO and ENCC.TO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

Correlation (All Time)
Calculated using the full available price history since May 15, 2024

0.04

The correlation between AIGO.TO and ENCC.TO shifts across timeframes, from -0.13 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AIGO.TO vs. ENCC.TO — Risk / Return Rank

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

AIGO.TO
AIGO.TO Risk / Return Rank: 7777
Overall Rank
AIGO.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AIGO.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
AIGO.TO Omega Ratio Rank: 7878
Omega Ratio Rank
AIGO.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
AIGO.TO Martin Ratio Rank: 6666
Martin Ratio Rank

ENCC.TO
ENCC.TO Risk / Return Rank: 7777
Overall Rank
ENCC.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ENCC.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
ENCC.TO Omega Ratio Rank: 7676
Omega Ratio Rank
ENCC.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
ENCC.TO Martin Ratio Rank: 7575
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.

AIGO.TO vs. ENCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) and Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.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.


AIGO.TOENCC.TODifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.43

1.42

+0.01

Calmar ratioReturn relative to maximum drawdown

3.93

4.09

-0.16

Martin ratioReturn relative to average drawdown

11.41

13.56

-2.15

AIGO.TO vs. ENCC.TO - Sharpe Ratio Comparison

The current AIGO.TO Sharpe Ratio is 2.64, which is comparable to the ENCC.TO Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of AIGO.TO and ENCC.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

AIGO.TO vs. ENCC.TO - Drawdown Comparison

The maximum AIGO.TO drawdown since its inception was -26.71%, smaller than the maximum ENCC.TO drawdown of -93.29%. Use the drawdown chart below to compare losses from any high point for AIGO.TO and ENCC.TO.


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Drawdown Indicators


AIGO.TOENCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.71%

-93.29%

+66.58%

Max Drawdown (1Y)

Largest decline over 1 year

-17.14%

-8.48%

-8.66%

Max Drawdown (3Y)

Largest decline over 3 years

-16.67%

Max Drawdown (5Y)

Largest decline over 5 years

-25.58%

Max Drawdown (10Y)

Largest decline over 10 years

-82.15%

Current Drawdown

Current decline from peak

-2.44%

-28.36%

+25.92%

Average Drawdown

Average peak-to-trough decline

-4.39%

-55.98%

+51.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

2.56%

+3.26%

Volatility

AIGO.TO vs. ENCC.TO - Volatility Comparison

Global X Artificial Intelligence & Technology Index ETF (AIGO.TO) has a higher volatility of 13.02% compared to Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) at 5.30%. This indicates that AIGO.TO's price experiences larger fluctuations and is considered to be riskier than ENCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIGO.TOENCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.02%

5.30%

+7.72%

Volatility (6M)

Calculated over the trailing 6-month period

21.18%

12.33%

+8.85%

Volatility (1Y)

Calculated over the trailing 1-year period

25.53%

14.53%

+11.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.97%

22.97%

+5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.97%

29.02%

-1.05%

AIGO.TO vs. ENCC.TO - Expense Ratio Comparison

AIGO.TO has a 0.60% expense ratio, which is lower than ENCC.TO's 0.76% expense ratio.


Dividends

AIGO.TO vs. ENCC.TO - Dividend Comparison

AIGO.TO's dividend yield for the trailing twelve months is around 0.06%, less than ENCC.TO's 11.50% yield.


PositionTTM20252024202320222021202020192018201720162015
AIGO.TO
Global X Artificial Intelligence & Technology Index ETF
0.06%0.09%0.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
11.50%13.62%14.58%14.87%12.55%4.23%5.10%6.11%8.37%6.93%4.34%3.03%

Frequently Asked Questions


AIGO.TO and ENCC.TO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AIGO.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AIGO.TO is cheaper with a 0.60% expense ratio, compared with 0.76% for ENCC.TO.

AIGO.TO is categorized as Technology Equities, while ENCC.TO is Derivative Income. Their fees differ too: 0.60% for AIGO.TO and 0.76% for ENCC.TO.

Portfolio Optimizer

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