PortfoliosLab logoPortfoliosLab logo
CNCC.TO vs. CBIL.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNCC.TO vs. CBIL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Canadian S&P/TSX 60 Covered Call ETF (CNCC.TO) and Global X 0-3 Month T-Bill ETF (CBIL.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023
CNCC.TO
Global X Canadian S&P/TSX 60 Covered Call ETF
1.41%19.53%14.81%2.38%
CBIL.TO
Global X 0-3 Month T-Bill ETF
0.47%2.68%4.47%3.36%

Returns By Period

In the year-to-date period, CNCC.TO achieves a 1.41% return, which is significantly higher than CBIL.TO's 0.47% return.


CNCC.TO

1D
1.33%
1M
-2.91%
YTD
1.41%
6M
6.56%
1Y
19.60%
3Y*
13.31%
5Y*
10.90%
10Y*
8.48%

CBIL.TO

1D
0.02%
1M
0.17%
YTD
0.47%
6M
1.11%
1Y
2.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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


Return for Risk

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

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

CNCC.TO
CNCC.TO Risk / Return Rank: 8282
Overall Rank
CNCC.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CNCC.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
CNCC.TO Omega Ratio Rank: 8888
Omega Ratio Rank
CNCC.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
CNCC.TO Martin Ratio Rank: 8787
Martin Ratio Rank

CBIL.TO
CBIL.TO Risk / Return Rank: 100100
Overall Rank
CBIL.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CBIL.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
CBIL.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CBIL.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CBIL.TO Martin Ratio Rank: 100100
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Canadian S&P/TSX 60 Covered Call ETF (CNCC.TO) and Global X 0-3 Month T-Bill ETF (CBIL.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.


CNCC.TOCBIL.TODifference

Sharpe ratio

Return per unit of total volatility

1.61

10.62

-9.01

Sortino ratio

Return per unit of downside risk

2.14

29.97

-27.83

Omega ratio

Gain probability vs. loss probability

1.37

7.31

-5.94

Calmar ratio

Return relative to maximum drawdown

1.98

60.86

-58.88

Martin ratio

Return relative to average drawdown

10.75

434.28

-423.53

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

The current CNCC.TO Sharpe Ratio is 1.61, which is lower than the CBIL.TO Sharpe Ratio of 10.62. The chart below compares the historical Sharpe Ratios of CNCC.TO and CBIL.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CNCC.TOCBIL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

10.62

-9.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

11.94

-11.94

Correlation

The correlation between CNCC.TO and CBIL.TO is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CNCC.TO vs. CBIL.TO - Dividend Comparison

CNCC.TO's dividend yield for the trailing twelve months is around 6.82%, more than CBIL.TO's 2.42% yield.


TTM20252024202320222021202020192018201720162015
CNCC.TO
Global X Canadian S&P/TSX 60 Covered Call ETF
6.82%7.59%9.68%10.07%9.93%5.28%5.53%5.33%6.06%5.52%5.24%8.54%
CBIL.TO
Global X 0-3 Month T-Bill ETF
2.42%2.59%4.38%3.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CNCC.TO vs. CBIL.TO - Drawdown Comparison

The maximum CNCC.TO drawdown since its inception was -38.22%, which is greater than CBIL.TO's maximum drawdown of -0.06%. Use the drawdown chart below to compare losses from any high point for CNCC.TO and CBIL.TO.


Loading graphics...

Drawdown Indicators


CNCC.TOCBIL.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.22%

-0.06%

-38.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.28%

-0.04%

-10.24%

Max Drawdown (5Y)

Largest decline over 5 years

-16.01%

Max Drawdown (10Y)

Largest decline over 10 years

-38.22%

Current Drawdown

Current decline from peak

-3.43%

0.00%

-3.43%

Average Drawdown

Average peak-to-trough decline

-6.24%

0.00%

-6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

0.01%

+1.89%

Volatility

CNCC.TO vs. CBIL.TO - Volatility Comparison

Global X Canadian S&P/TSX 60 Covered Call ETF (CNCC.TO) has a higher volatility of 4.12% compared to Global X 0-3 Month T-Bill ETF (CBIL.TO) at 0.05%. This indicates that CNCC.TO's price experiences larger fluctuations and is considered to be riskier than CBIL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CNCC.TOCBIL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

0.05%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

0.17%

+7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

0.23%

+12.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.44%

0.31%

+12.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.80%

0.31%

+14.49%