BKCL.TO vs. INTY.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Enhanced Equal Weight Canadian Banks Covered Call ETF (BKCL.TO) and Evolve International Equity UltraYield ETF (INTY.TO).

BKCL.TO and INTY.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BKCL.TO is an actively managed fund by Global X. It was launched on Jul 5, 2023. INTY.TO is a passively managed fund by Evolve that tracks the performance of the MSCI EAFE Index. It was launched on Jan 14, 2026.

Performance

BKCL.TO vs. INTY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced Equal Weight Canadian Banks Covered Call ETF (BKCL.TO) and Evolve International Equity UltraYield ETF (INTY.TO). The values are adjusted to include any dividend payments, if applicable.

BKCL.TO vs. INTY.TO - Yearly Performance Comparison

	2026 (YTD)
BKCL.TO Global X Enhanced Equal Weight Canadian Banks Covered Call ETF	-2.79%
INTY.TO Evolve International Equity UltraYield ETF	-7.77%

Returns By Period

BKCL.TO

• 1D: 0.00%
• 1M: -7.08%
• YTD: -1.56%
• 6M: 10.30%
• 1Y: 38.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

INTY.TO

• 1D: 1.23%
• 1M: -6.30%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BKCL.TO vs. INTY.TO - Expense Ratio Comparison

BKCL.TO has a 1.68% expense ratio, which is higher than INTY.TO's 0.60% expense ratio.

BKCL.TO

Global X Enhanced Equal Weight Canadian Banks Covered Call ETF

INTY.TO

Evolve International Equity UltraYield ETF

Return for Risk

BKCL.TO vs. INTY.TO — Risk / Return Rank

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

BKCL.TO

BKCL.TO Risk / Return Rank: 96
BKCL.TO Sharpe Ratio Rank: 97
BKCL.TO Sortino Ratio Rank: 97
BKCL.TO Omega Ratio Rank: 97
BKCL.TO Calmar Ratio Rank: 95
BKCL.TO Martin Ratio Rank: 96

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.

BKCL.TO vs. INTY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced Equal Weight Canadian Banks Covered Call ETF (BKCL.TO) and Evolve International Equity UltraYield ETF (INTY.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.

	BKCL.TO	INTY.TO	Difference
Sharpe ratio Return per unit of total volatility	2.75	—	—
Sortino ratio Return per unit of downside risk	3.54	—	—
Omega ratio Gain probability vs. loss probability	1.57	—	—
Calmar ratio Return relative to maximum drawdown	3.99	—	—
Martin ratio Return relative to average drawdown	16.68	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BKCL.TO	INTY.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.62	-1.40	+3.02

Correlation

The correlation between BKCL.TO and INTY.TO is 0.51, 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

BKCL.TO vs. INTY.TO - Dividend Comparison

BKCL.TO's dividend yield for the trailing twelve months is around 13.14%, more than INTY.TO's 4.70% yield.

	TTM	2025	2024	2023
BKCL.TO Global X Enhanced Equal Weight Canadian Banks Covered Call ETF	13.14%	12.60%	15.02%	7.91%
INTY.TO Evolve International Equity UltraYield ETF	4.70%	0.00%	0.00%	0.00%

Drawdowns

BKCL.TO vs. INTY.TO - Drawdown Comparison

The maximum BKCL.TO drawdown since its inception was -16.58%, which is greater than INTY.TO's maximum drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for BKCL.TO and INTY.TO.

Drawdown Indicators

	BKCL.TO	INTY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-16.58%	-11.06%	-5.52%
Max Drawdown (1Y) Largest decline over 1 year	-9.90%	—	—
Current Drawdown Current decline from peak	-8.94%	-9.21%	+0.27%
Average Drawdown Average peak-to-trough decline	-2.79%	-5.34%	+2.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	—	—

Volatility

Volatility by Period

	BKCL.TO	INTY.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.03%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.97%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.22%	23.46%	-9.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.91%	23.46%	-10.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.91%	23.46%	-10.55%