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BKCC.TO vs. DXQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKCC.TO vs. DXQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO) and Dynamic Active Enhanced Yield Covered Options ETF (DXQ.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, BKCC.TO achieves a 14.24% return, which is significantly higher than DXQ.TO's 6.80% return.


BKCC.TO

1D
-0.27%
1M
3.92%
YTD
14.24%
6M
18.13%
1Y
41.73%
3Y*
22.19%
5Y*
10.06%
10Y*
9.35%

DXQ.TO

1D
-0.70%
1M
2.65%
YTD
6.80%
6M
5.77%
1Y
19.04%
3Y*
17.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKCC.TO vs. DXQ.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
BKCC.TO
Global X Equal Weight Canadian Bank Covered Call ETF
14.24%28.05%17.14%5.41%-1.96%
DXQ.TO
Dynamic Active Enhanced Yield Covered Options ETF
6.80%12.99%21.07%20.08%3.57%

Correlation

The correlation between BKCC.TO and DXQ.TO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2022

0.35

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Return for Risk

BKCC.TO vs. DXQ.TO — Risk / Return Rank

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

BKCC.TO
BKCC.TO Risk / Return Rank: 9494
Overall Rank
BKCC.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BKCC.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
BKCC.TO Omega Ratio Rank: 9696
Omega Ratio Rank
BKCC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
BKCC.TO Martin Ratio Rank: 9494
Martin Ratio Rank

DXQ.TO
DXQ.TO Risk / Return Rank: 6565
Overall Rank
DXQ.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DXQ.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
DXQ.TO Omega Ratio Rank: 6666
Omega Ratio Rank
DXQ.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
DXQ.TO Martin Ratio Rank: 6060
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.

BKCC.TO vs. DXQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO) and Dynamic Active Enhanced Yield Covered Options ETF (DXQ.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.


BKCC.TODXQ.TODifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+2.90

Omega ratioGain probability vs. loss probability

1.80

1.40

+0.40

Calmar ratioReturn relative to maximum drawdown

5.75

3.74

+2.01

Martin ratioReturn relative to average drawdown

26.70

10.46

+16.24

BKCC.TO vs. DXQ.TO - Sharpe Ratio Comparison

The current BKCC.TO Sharpe Ratio is 4.06, which is higher than the DXQ.TO Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of BKCC.TO and DXQ.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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Sharpe Ratios by Period


BKCC.TODXQ.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.06

2.08

+1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

1.61

-1.61

Drawdowns

BKCC.TO vs. DXQ.TO - Drawdown Comparison

The maximum BKCC.TO drawdown since its inception was -41.18%, which is greater than DXQ.TO's maximum drawdown of -15.54%. Use the drawdown chart below to compare losses from any high point for BKCC.TO and DXQ.TO.


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Drawdown Indicators


BKCC.TODXQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-41.18%

-15.54%

-25.64%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-5.11%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-13.16%

-15.54%

+2.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

Current Drawdown

Current decline from peak

-1.42%

-0.70%

-0.72%

Average Drawdown

Average peak-to-trough decline

-5.91%

-1.27%

-4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

1.82%

-0.25%

Volatility

BKCC.TO vs. DXQ.TO - Volatility Comparison

Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO) has a higher volatility of 3.59% compared to Dynamic Active Enhanced Yield Covered Options ETF (DXQ.TO) at 2.38%. This indicates that BKCC.TO's price experiences larger fluctuations and is considered to be riskier than DXQ.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKCC.TODXQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

2.38%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

7.14%

+2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

10.31%

9.21%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.99%

10.92%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

10.92%

+6.07%

BKCC.TO vs. DXQ.TO - Expense Ratio Comparison

BKCC.TO has a 0.84% expense ratio, which is higher than DXQ.TO's 0.72% expense ratio.


Dividends

BKCC.TO vs. DXQ.TO - Dividend Comparison

BKCC.TO's dividend yield for the trailing twelve months is around 9.52%, more than DXQ.TO's 7.77% yield.


PositionTTM20252024202320222021202020192018201720162015
BKCC.TO
Global X Equal Weight Canadian Bank Covered Call ETF
9.52%10.43%12.30%10.93%8.23%5.52%5.92%5.44%6.24%5.76%5.79%7.35%
DXQ.TO
Dynamic Active Enhanced Yield Covered Options ETF
7.77%7.45%5.74%6.54%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BKCC.TO and DXQ.TO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXQ.TO is cheaper at 0.72% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXQ.TO is cheaper with a 0.72% expense ratio, compared with 0.84% for BKCC.TO.

They also come from different issuers: Global X and Dynamic. Their fees differ too: 0.84% for BKCC.TO and 0.72% for DXQ.TO.

Portfolio Optimizer

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