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CBIL.TO vs. ENCL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBIL.TO vs. ENCL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X 0-3 Month T-Bill ETF (CBIL.TO) and Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.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, CBIL.TO achieves a 0.97% return, which is significantly lower than ENCL.TO's 30.80% return.


CBIL.TO

1D
0.00%
1M
0.18%
YTD
0.97%
6M
1.08%
1Y
2.34%
3Y*
3.58%
5Y*
10Y*

ENCL.TO

1D
1.40%
1M
-5.96%
YTD
30.80%
6M
32.16%
1Y
43.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBIL.TO vs. ENCL.TO - Yearly Performance Comparison


2026 (YTD)202520242023
CBIL.TO
Global X 0-3 Month T-Bill ETF
0.97%2.68%4.47%1.19%
ENCL.TO
Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD
30.80%14.97%20.32%-11.68%

Correlation

The correlation between CBIL.TO and ENCL.TO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2023

-0.02

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Return for Risk

CBIL.TO vs. ENCL.TO — Risk / Return Rank

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

CBIL.TO
CBIL.TO Risk / Return Rank: 9999
Overall Rank
CBIL.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CBIL.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CBIL.TO Omega Ratio Rank: 9999
Omega Ratio Rank
CBIL.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CBIL.TO Martin Ratio Rank: 9999
Martin Ratio Rank

ENCL.TO
ENCL.TO Risk / Return Rank: 7676
Overall Rank
ENCL.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ENCL.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
ENCL.TO Omega Ratio Rank: 7373
Omega Ratio Rank
ENCL.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
ENCL.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.

CBIL.TO vs. ENCL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X 0-3 Month T-Bill ETF (CBIL.TO) and Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.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.


CBIL.TOENCL.TODifference
Sharpe ratioReturn per unit of total volatility

+6.89

Sortino ratioReturn per unit of downside risk

+18.86

Omega ratioGain probability vs. loss probability

5.74

1.41

+4.33

Calmar ratioReturn relative to maximum drawdown

58.67

4.03

+54.63

Martin ratioReturn relative to average drawdown

328.45

13.52

+314.93

CBIL.TO vs. ENCL.TO - Sharpe Ratio Comparison

The current CBIL.TO Sharpe Ratio is 9.27, which is higher than the ENCL.TO Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of CBIL.TO and ENCL.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

CBIL.TO vs. ENCL.TO - Drawdown Comparison

The maximum CBIL.TO drawdown since its inception was -0.06%, smaller than the maximum ENCL.TO drawdown of -21.05%. Use the drawdown chart below to compare losses from any high point for CBIL.TO and ENCL.TO.


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Drawdown Indicators


CBIL.TOENCL.TODifference

Max Drawdown

Largest peak-to-trough decline

-0.06%

-21.05%

+20.99%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-10.75%

+10.71%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

Current Drawdown

Current decline from peak

0.00%

-6.66%

+6.66%

Average Drawdown

Average peak-to-trough decline

-0.00%

-4.81%

+4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

3.21%

-3.20%

Volatility

CBIL.TO vs. ENCL.TO - Volatility Comparison

The current volatility for Global X 0-3 Month T-Bill ETF (CBIL.TO) is 0.06%, while Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.TO) has a volatility of 6.80%. This indicates that CBIL.TO experiences smaller price fluctuations and is considered to be less risky than ENCL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBIL.TOENCL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

6.80%

-6.74%

Volatility (6M)

Calculated over the trailing 6-month period

0.19%

15.64%

-15.45%

Volatility (1Y)

Calculated over the trailing 1-year period

0.25%

18.36%

-18.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.32%

20.89%

-20.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.32%

20.89%

-20.57%

CBIL.TO vs. ENCL.TO - Expense Ratio Comparison

CBIL.TO has a 0.10% expense ratio, which is lower than ENCL.TO's 1.86% expense ratio.


Dividends

CBIL.TO vs. ENCL.TO - Dividend Comparison

CBIL.TO's dividend yield for the trailing twelve months is around 2.29%, less than ENCL.TO's 13.94% yield.


PositionTTM202520242023
CBIL.TO
Global X 0-3 Month T-Bill ETF
2.29%2.58%4.38%3.39%
ENCL.TO
Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD
13.94%17.14%18.56%4.68%

Frequently Asked Questions


CBIL.TO and ENCL.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBIL.TO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBIL.TO is cheaper with a 0.10% expense ratio, compared with 1.86% for ENCL.TO.

CBIL.TO is categorized as Canadian Government Bonds, while ENCL.TO is Energy Equities. Their fees differ too: 0.10% for CBIL.TO and 1.86% for ENCL.TO.

Portfolio Optimizer

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