BIGY.TO vs. CANY.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Evolve US Equity UltraYield ETF (BIGY.TO) and Evolve Canadian Equity UltraYield ETF (CANY.TO).

BIGY.TO and CANY.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BIGY.TO is an actively managed fund by Evolve. It was launched on Sep 9, 2025. CANY.TO is an actively managed fund by Evolve. It was launched on Sep 17, 2025.

Performance

BIGY.TO vs. CANY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve US Equity UltraYield ETF (BIGY.TO) and Evolve Canadian Equity UltraYield ETF (CANY.TO). The values are adjusted to include any dividend payments, if applicable.

BIGY.TO vs. CANY.TO - Yearly Performance Comparison

	2026 (YTD)	2025
BIGY.TO Evolve US Equity UltraYield ETF	-19.53%	-5.18%
CANY.TO Evolve Canadian Equity UltraYield ETF	1.73%	5.75%

Returns By Period

In the year-to-date period, BIGY.TO achieves a -19.53% return, which is significantly lower than CANY.TO's 1.73% return.

BIGY.TO

• 1D: 0.00%
• 1M: -10.56%
• YTD: -19.53%
• 6M: -23.89%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CANY.TO

• 1D: 2.98%
• 1M: -1.92%
• YTD: 1.73%
• 6M: 6.64%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BIGY.TO vs. CANY.TO - Expense Ratio Comparison

Both BIGY.TO and CANY.TO have an expense ratio of 0.40%.

BIGY.TO

Evolve US Equity UltraYield ETF

CANY.TO

Evolve Canadian Equity UltraYield ETF

Return for Risk

BIGY.TO vs. CANY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve US Equity UltraYield ETF (BIGY.TO) and Evolve Canadian Equity UltraYield ETF (CANY.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.

Sharpe Ratios by Period

	BIGY.TO	CANY.TO	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-1.09	0.83	-1.91

Correlation

The correlation between BIGY.TO and CANY.TO is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BIGY.TO vs. CANY.TO - Dividend Comparison

BIGY.TO's dividend yield for the trailing twelve months is around 23.72%, more than CANY.TO's 11.28% yield.

	TTM	2025
BIGY.TO Evolve US Equity UltraYield ETF	23.72%	9.53%
CANY.TO Evolve Canadian Equity UltraYield ETF	11.28%	5.87%

Drawdowns

BIGY.TO vs. CANY.TO - Drawdown Comparison

The maximum BIGY.TO drawdown since its inception was -27.82%, which is greater than CANY.TO's maximum drawdown of -8.34%. Use the drawdown chart below to compare losses from any high point for BIGY.TO and CANY.TO.

Drawdown Indicators

	BIGY.TO	CANY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-27.82%	-8.34%	-19.48%
Current Drawdown Current decline from peak	-27.82%	-3.83%	-23.99%
Average Drawdown Average peak-to-trough decline	-10.27%	-2.48%	-7.79%

Volatility

Volatility by Period

	BIGY.TO	CANY.TO	Difference
Volatility (1Y) Calculated over the trailing 1-year period	29.34%	18.03%	+11.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.34%	18.03%	+11.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.34%	18.03%	+11.31%