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CALL.TO vs. HBIL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CALL.TO vs. HBIL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve US Banks Enhanced Yield Fund Hedged Units (CALL.TO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF (CAD Hedged) (HBIL.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, CALL.TO achieves a 10.93% return, which is significantly higher than HBIL.TO's 0.41% return.


CALL.TO

1D
0.61%
1M
1.96%
6M
9.99%
YTD
10.93%
1Y
20.33%
3Y*
22.20%
5Y*
6.13%
10Y*
ALL TIME*
5.91%

HBIL.TO

1D
0.14%
1M
-0.52%
6M
0.14%
YTD
0.41%
1Y
1.99%
3Y*
5Y*
10Y*
ALL TIME*
1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$110.65KCA$160.68KCA$121.83K
CA$300.95KCA$246.79KCA$300.15K

CALL.TO vs. HBIL.TO - Yearly Performance Comparison


Correlation

The correlation between CALL.TO and HBIL.TO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2024

0.09

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Return for Risk

CALL.TO vs. HBIL.TO — Risk / Return Rank

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

CALL.TO
CALL.TO Risk / Return Rank: 3939
Overall Rank
CALL.TO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CALL.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
CALL.TO Omega Ratio Rank: 4242
Omega Ratio Rank
CALL.TO Calmar Ratio Rank: 3737
Calmar Ratio Rank
CALL.TO Martin Ratio Rank: 3535
Martin Ratio Rank

HBIL.TO
HBIL.TO Risk / Return Rank: 5252
Overall Rank
HBIL.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
HBIL.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
HBIL.TO Omega Ratio Rank: 5151
Omega Ratio Rank
HBIL.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
HBIL.TO Martin Ratio Rank: 5252
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.

CALL.TO vs. HBIL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve US Banks Enhanced Yield Fund Hedged Units (CALL.TO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF (CAD Hedged) (HBIL.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.


CALL.TOHBIL.TODifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratioReturn relative to maximum drawdown

1.28

2.10

-0.83

Martin ratioReturn relative to average drawdown

3.59

6.04

-2.45

CALL.TO vs. HBIL.TO - Sharpe Ratio Comparison

The current CALL.TO Sharpe Ratio is 1.03, which is comparable to the HBIL.TO Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of CALL.TO and HBIL.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

CALL.TO vs. HBIL.TO - Drawdown Comparison

The maximum CALL.TO drawdown since its inception was -52.03%, which is greater than HBIL.TO's maximum drawdown of -1.66%. Use the drawdown chart below to compare losses from any high point for CALL.TO and HBIL.TO.


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Drawdown Indicators


CALL.TOHBIL.TODifference

Max Drawdown

Largest peak-to-trough decline

-52.03%

-1.66%

-50.37%

Max Drawdown (1Y)

Largest decline over 1 year

-15.97%

-0.95%

-15.02%

Max Drawdown (3Y)

Largest decline over 3 years

-26.25%

Max Drawdown (5Y)

Largest decline over 5 years

-52.03%

Current Drawdown

Current decline from peak

-1.53%

-0.66%

-0.87%

Average Drawdown

Average peak-to-trough decline

-18.51%

-0.47%

-18.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

0.33%

+5.36%

Volatility

CALL.TO vs. HBIL.TO - Volatility Comparison

Evolve US Banks Enhanced Yield Fund Hedged Units (CALL.TO) has a higher volatility of 4.52% compared to Hamilton U.S. T-Bill YIELD MAXIMIZER ETF (CAD Hedged) (HBIL.TO) at 0.86%. This indicates that CALL.TO's price experiences larger fluctuations and is considered to be riskier than HBIL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CALL.TOHBIL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

0.86%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

1.46%

+12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.74%

1.77%

+17.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.95%

2.06%

+24.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.97%

2.06%

+26.91%

Dividends

CALL.TO vs. HBIL.TO - Dividend Comparison

CALL.TO's dividend yield for the trailing twelve months is around 10.16%, more than HBIL.TO's 6.26% yield.


PositionTTM202520242023202220212020201920182017
CALL.TO
Evolve US Banks Enhanced Yield Fund Hedged Units
10.16%10.68%11.24%13.02%10.20%6.87%8.49%6.15%5.59%0.35%
HBIL.TO
Hamilton U.S. T-Bill YIELD MAXIMIZER ETF (CAD Hedged)
6.26%7.48%2.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CALL.TO and HBIL.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.

They also come from different issuers: Evolve Funds Group Inc. and Hamilton Capital.

Portfolio Optimizer

Find the right allocation for CALL.TO and HBIL.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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