CFOU.TO vs. ENBE.TO
CFOU.TO (BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF) and ENBE.TO (Harvest Enbridge Enhanced High Income Shares ETF) are both exchange-traded funds - CFOU.TO is a Leveraged Equities fund tracking the S&P/TSX Capped Financials Index, while ENBE.TO is a Derivative Income fund actively managed by Harvest. CFOU.TO is passively managed, while ENBE.TO is actively managed. Their -0.03 correlation means they have often moved in opposite directions in the past. CFOU.TO charges 1.52%/yr vs 0.40%/yr for ENBE.TO.
Performance
CFOU.TO vs. ENBE.TO - Performance Comparison
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Returns By Period
In the year-to-date period, CFOU.TO achieves a 48.45% return, which is significantly higher than ENBE.TO's 20.40% return.
CFOU.TO
- 1D
- 0.56%
- 1M
- 1.87%
- 6M
- 54.34%
- YTD
- 48.45%
- 1Y
- 113.20%
- 3Y*
- 62.03%
- 5Y*
- 33.54%
- 10Y*
- 25.60%
- ALL TIME*
- 13.84%
ENBE.TO
- 1D
- -1.28%
- 1M
- -0.09%
- 6M
- 20.42%
- YTD
- 20.40%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$1.27M | CA$1.07M | CA$653.17K | |
| CA$135.36K | CA$104.71K | CA$69.67K |
CFOU.TO vs. ENBE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CFOU.TO BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF | 48.45% | 37.52% |
ENBE.TO Harvest Enbridge Enhanced High Income Shares ETF | 20.40% | -0.98% |
Correlation
The correlation between CFOU.TO and ENBE.TO is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025 | -0.03 |
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Return for Risk
CFOU.TO vs. ENBE.TO — Risk / Return Rank
CFOU.TO
ENBE.TO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CFOU.TO vs. ENBE.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF (CFOU.TO) and Harvest Enbridge Enhanced High Income Shares ETF (ENBE.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.
| CFOU.TO | ENBE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.61 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 6.83 | — | — |
| Martin ratioReturn relative to average drawdown | 27.16 | — | — |
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Drawdowns
CFOU.TO vs. ENBE.TO - Drawdown Comparison
The maximum CFOU.TO drawdown since its inception was -86.23%, which is greater than ENBE.TO's maximum drawdown of -11.28%. Use the drawdown chart below to compare losses from any high point for CFOU.TO and ENBE.TO.
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Drawdown Indicators
| CFOU.TO | ENBE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.23% | -11.28% | -74.95% |
Max Drawdown (1Y)Largest decline over 1 year | -16.08% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -24.70% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -45.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -67.30% | — | — |
Current DrawdownCurrent decline from peak | -4.83% | -5.26% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -22.27% | -3.14% | -19.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | — | — |
Volatility
CFOU.TO vs. ENBE.TO - Volatility Comparison
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Volatility by Period
| CFOU.TO | ENBE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.19% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 22.79% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 26.87% | 18.34% | +8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.84% | 18.34% | +9.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.89% | 18.34% | +15.55% |
CFOU.TO vs. ENBE.TO - Expense Ratio Comparison
CFOU.TO has a 1.52% expense ratio, which is higher than ENBE.TO's 0.40% expense ratio.
Dividends
CFOU.TO vs. ENBE.TO - Dividend Comparison
CFOU.TO has not paid dividends to shareholders, while ENBE.TO's dividend yield for the trailing twelve months is around 10.95%.
| Position | TTM | 2025 |
|---|---|---|
CFOU.TO BetaPro S&P/TSX Capped Financials 2x Daily Bull ETF | 0.00% | 0.00% |
ENBE.TO Harvest Enbridge Enhanced High Income Shares ETF | 10.95% | 4.47% |
Frequently Asked Questions
CFOU.TO and ENBE.TO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ENBE.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ENBE.TO is cheaper with a 0.40% expense ratio, compared with 1.52% for CFOU.TO.
CFOU.TO is categorized as Leveraged Equities, while ENBE.TO is Derivative Income. They also come from different issuers: Global X and Harvest. Their fees differ too: 1.52% for CFOU.TO and 0.40% for ENBE.TO.
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