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

Performance

BNKL.TO vs. ENCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced Equal Weight Banks Index ETF (BNKL.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, BNKL.TO achieves a 37.19% return, which is significantly higher than ENCC.TO's 24.43% return.


BNKL.TO

1D
1.12%
1M
9.71%
YTD
37.19%
6M
37.14%
1Y
97.19%
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)

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


2026 (YTD)202520242023
BNKL.TO
Global X Enhanced Equal Weight Banks Index ETF
37.19%55.98%29.92%7.40%
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
24.43%13.13%17.39%5.78%

Correlation

The correlation between BNKL.TO and ENCC.TO is -0.15, 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

-0.15

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2023

0.05

The correlation between BNKL.TO and ENCC.TO shifts across timeframes, from -0.15 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

BNKL.TO
BNKL.TO Risk / Return Rank: 9898
Overall Rank
BNKL.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BNKL.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
BNKL.TO Omega Ratio Rank: 9898
Omega Ratio Rank
BNKL.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
BNKL.TO Martin Ratio Rank: 9797
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced Equal Weight Banks Index ETF (BNKL.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.


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

+3.96

Sortino ratioReturn per unit of downside risk

+4.99

Omega ratioGain probability vs. loss probability

2.12

1.42

+0.69

Calmar ratioReturn relative to maximum drawdown

9.11

4.09

+5.02

Martin ratioReturn relative to average drawdown

39.64

13.56

+26.08

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

The current BNKL.TO Sharpe Ratio is 6.35, which is higher than the ENCC.TO Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of BNKL.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

BNKL.TO vs. ENCC.TO - Drawdown Comparison

The maximum BNKL.TO drawdown since its inception was -18.58%, smaller than the maximum ENCC.TO drawdown of -93.29%. Use the drawdown chart below to compare losses from any high point for BNKL.TO and ENCC.TO.


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Drawdown Indicators


BNKL.TOENCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-93.29%

+74.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-8.48%

-2.31%

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

0.00%

-28.36%

+28.36%

Average Drawdown

Average peak-to-trough decline

-3.01%

-55.98%

+52.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.56%

-0.09%

Volatility

BNKL.TO vs. ENCC.TO - Volatility Comparison

The current volatility for Global X Enhanced Equal Weight Banks Index ETF (BNKL.TO) is 4.29%, while Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) has a volatility of 5.30%. This indicates that BNKL.TO experiences smaller price fluctuations and is considered to be less risky 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


BNKL.TOENCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

5.30%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

12.33%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

15.50%

14.53%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

22.97%

-7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

29.02%

-13.26%

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

BNKL.TO has a 1.33% expense ratio, which is higher than ENCC.TO's 0.76% expense ratio.


Dividends

BNKL.TO vs. ENCC.TO - Dividend Comparison

BNKL.TO's dividend yield for the trailing twelve months is around 2.63%, less than ENCC.TO's 11.50% yield.


PositionTTM20252024202320222021202020192018201720162015
BNKL.TO
Global X Enhanced Equal Weight Banks Index ETF
2.63%3.40%4.39%2.79%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


BNKL.TO and ENCC.TO have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ENCC.TO is cheaper at 0.76% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENCC.TO is cheaper with a 0.76% expense ratio, compared with 1.33% for BNKL.TO.

BNKL.TO is categorized as Financials Equities, while ENCC.TO is Derivative Income. Their fees differ too: 1.33% for BNKL.TO and 0.76% for ENCC.TO.

Portfolio Optimizer

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