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CFOD.TO vs. USCL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CFOD.TO vs. USCL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF (CFOD.TO) and Global X Enhanced S&P 500 Covered Call ETF (USCL.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, CFOD.TO achieves a -34.29% return, which is significantly lower than USCL.TO's 14.39% return.


CFOD.TO

1D
-1.41%
1M
-16.18%
YTD
-34.29%
6M
-33.59%
1Y
-55.77%
3Y*
-41.80%
5Y*
-29.47%
10Y*
-29.60%

USCL.TO

1D
0.75%
1M
3.16%
YTD
14.39%
6M
13.87%
1Y
29.45%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CFOD.TO vs. USCL.TO - Yearly Performance Comparison


2026 (YTD)202520242023
CFOD.TO
BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF
-34.29%-45.59%-36.06%-13.59%
USCL.TO
Global X Enhanced S&P 500 Covered Call ETF
14.39%10.03%38.54%8.88%

Correlation

The correlation between CFOD.TO and USCL.TO is -0.53, 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

-0.53

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2023

-0.49

The correlation between CFOD.TO and USCL.TO has been stable across timeframes, ranging from -0.53 to -0.49 - a consistent structural relationship.

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Return for Risk

CFOD.TO vs. USCL.TO — Risk / Return Rank

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

CFOD.TO
CFOD.TO Risk / Return Rank: 00
Overall Rank
CFOD.TO Sharpe Ratio Rank: 00
Sharpe Ratio Rank
CFOD.TO Sortino Ratio Rank: 00
Sortino Ratio Rank
CFOD.TO Omega Ratio Rank: 00
Omega Ratio Rank
CFOD.TO Calmar Ratio Rank: 00
Calmar Ratio Rank
CFOD.TO Martin Ratio Rank: 00
Martin Ratio Rank

USCL.TO
USCL.TO Risk / Return Rank: 8484
Overall Rank
USCL.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
USCL.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
USCL.TO Omega Ratio Rank: 8888
Omega Ratio Rank
USCL.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
USCL.TO Martin Ratio Rank: 8282
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.

CFOD.TO vs. USCL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF (CFOD.TO) and Global X Enhanced S&P 500 Covered Call ETF (USCL.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.


CFOD.TOUSCL.TODifference
Sharpe ratioReturn per unit of total volatility

-4.67

Sortino ratioReturn per unit of downside risk

-7.08

Omega ratioGain probability vs. loss probability

0.59

1.46

-0.87

Calmar ratioReturn relative to maximum drawdown

-1.00

3.45

-4.46

Martin ratioReturn relative to average drawdown

-1.80

13.86

-15.67

CFOD.TO vs. USCL.TO - Sharpe Ratio Comparison

The current CFOD.TO Sharpe Ratio is -2.26, which is lower than the USCL.TO Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of CFOD.TO and USCL.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

CFOD.TO vs. USCL.TO - Drawdown Comparison

The maximum CFOD.TO drawdown since its inception was -99.88%, which is greater than USCL.TO's maximum drawdown of -21.85%. Use the drawdown chart below to compare losses from any high point for CFOD.TO and USCL.TO.


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Drawdown Indicators


CFOD.TOUSCL.TODifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-21.85%

-78.03%

Max Drawdown (1Y)

Largest decline over 1 year

-55.77%

-8.56%

-47.21%

Max Drawdown (3Y)

Largest decline over 3 years

-84.12%

Max Drawdown (5Y)

Largest decline over 5 years

-84.12%

Max Drawdown (10Y)

Largest decline over 10 years

-97.06%

Current Drawdown

Current decline from peak

-99.88%

0.00%

-99.88%

Average Drawdown

Average peak-to-trough decline

-86.99%

-2.51%

-84.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.94%

2.13%

+28.81%

Volatility

CFOD.TO vs. USCL.TO - Volatility Comparison

BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF (CFOD.TO) has a higher volatility of 4.97% compared to Global X Enhanced S&P 500 Covered Call ETF (USCL.TO) at 4.57%. This indicates that CFOD.TO's price experiences larger fluctuations and is considered to be riskier than USCL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFOD.TOUSCL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

4.57%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

20.82%

10.09%

+10.73%

Volatility (1Y)

Calculated over the trailing 1-year period

24.70%

12.32%

+12.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.64%

15.64%

+12.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.56%

15.64%

+17.92%

Dividends

CFOD.TO vs. USCL.TO - Dividend Comparison

CFOD.TO has not paid dividends to shareholders, while USCL.TO's dividend yield for the trailing twelve months is around 11.69%.


PositionTTM202520242023
CFOD.TO
BetaPro S&P/TSX Capped Financials -2x Daily Bear ETF
0.00%0.00%0.00%0.00%
USCL.TO
Global X Enhanced S&P 500 Covered Call ETF
11.69%12.94%11.57%7.08%

Frequently Asked Questions


CFOD.TO and USCL.TO have a correlation of -0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CFOD.TO is categorized as Inverse Equities, while USCL.TO is Derivative Income.

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