CANY.TO vs. INTY.TO

Last updated Apr 2, 2026

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

CANY.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. CANY.TO is an actively managed fund by Evolve. It was launched on Sep 17, 2025. 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

CANY.TO vs. INTY.TO - Performance Comparison

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

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

	2026 (YTD)
CANY.TO Evolve Canadian Equity UltraYield ETF	-1.01%
INTY.TO Evolve International Equity UltraYield ETF	-7.77%

Returns By Period

CANY.TO

• 1D: -0.04%
• 1M: -3.87%
• YTD: 1.68%
• 6M: 6.57%
• 1Y: —
• 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)

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

CANY.TO has a 0.40% expense ratio, which is lower than INTY.TO's 0.60% expense ratio.

INTY.TO

Evolve International Equity UltraYield ETF

CANY.TO

Evolve Canadian Equity UltraYield ETF

Return for Risk

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

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CANY.TO	INTY.TO	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	-1.40	+2.21

Correlation

The correlation between CANY.TO and INTY.TO is 0.68, 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

CANY.TO vs. INTY.TO - Dividend Comparison

CANY.TO's dividend yield for the trailing twelve months is around 11.28%, more than INTY.TO's 4.70% yield.

	TTM	2025
CANY.TO Evolve Canadian Equity UltraYield ETF	11.28%	5.87%
INTY.TO Evolve International Equity UltraYield ETF	4.70%	0.00%

Drawdowns

CANY.TO vs. INTY.TO - Drawdown Comparison

The maximum CANY.TO drawdown since its inception was -8.34%, smaller than the maximum INTY.TO drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for CANY.TO and INTY.TO.

Drawdown Indicators

	CANY.TO	INTY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-8.34%	-11.06%	+2.72%
Current Drawdown Current decline from peak	-3.87%	-9.21%	+5.34%
Average Drawdown Average peak-to-trough decline	-2.49%	-5.34%	+2.85%

Volatility

Volatility by Period

	CANY.TO	INTY.TO	Difference
Volatility (1Y) Calculated over the trailing 1-year period	17.96%	23.46%	-5.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.96%	23.46%	-5.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.96%	23.46%	-5.50%