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CNCL.TO vs. HULC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNCL.TO vs. HULC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced S&P/TSX 60 Covered Call ETF (CNCL.TO) and Global X US Large Cap Index Corporate Class ETF (HULC.TO). The values are adjusted to include any dividend payments, if applicable.

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CNCL.TO vs. HULC.TO - Yearly Performance Comparison


2026 (YTD)202520242023
CNCL.TO
Global X Enhanced S&P/TSX 60 Covered Call ETF
0.31%22.73%17.93%4.66%
HULC.TO
Global X US Large Cap Index Corporate Class ETF
-3.02%12.69%35.93%8.17%

Returns By Period

In the year-to-date period, CNCL.TO achieves a 0.31% return, which is significantly higher than HULC.TO's -3.02% return.


CNCL.TO

1D
0.91%
1M
-5.41%
YTD
0.31%
6M
6.80%
1Y
23.05%
3Y*
5Y*
10Y*

HULC.TO

1D
2.87%
1M
-3.04%
YTD
-3.02%
6M
-1.94%
1Y
14.06%
3Y*
19.72%
5Y*
30.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNCL.TO vs. HULC.TO - Expense Ratio Comparison

CNCL.TO has a 0.65% expense ratio, which is higher than HULC.TO's 0.08% expense ratio.


Return for Risk

CNCL.TO vs. HULC.TO — Risk / Return Rank

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

CNCL.TO
CNCL.TO Risk / Return Rank: 7878
Overall Rank
CNCL.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CNCL.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
CNCL.TO Omega Ratio Rank: 8585
Omega Ratio Rank
CNCL.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
CNCL.TO Martin Ratio Rank: 7979
Martin Ratio Rank

HULC.TO
HULC.TO Risk / Return Rank: 4242
Overall Rank
HULC.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HULC.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
HULC.TO Omega Ratio Rank: 4242
Omega Ratio Rank
HULC.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
HULC.TO Martin Ratio Rank: 4646
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.

CNCL.TO vs. HULC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced S&P/TSX 60 Covered Call ETF (CNCL.TO) and Global X US Large Cap Index Corporate Class ETF (HULC.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.


CNCL.TOHULC.TODifference

Sharpe ratio

Return per unit of total volatility

1.64

0.73

+0.90

Sortino ratio

Return per unit of downside risk

2.11

1.11

+1.00

Omega ratio

Gain probability vs. loss probability

1.35

1.17

+0.17

Calmar ratio

Return relative to maximum drawdown

1.72

1.21

+0.51

Martin ratio

Return relative to average drawdown

8.96

4.51

+4.46

CNCL.TO vs. HULC.TO - Sharpe Ratio Comparison

The current CNCL.TO Sharpe Ratio is 1.64, which is higher than the HULC.TO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of CNCL.TO and HULC.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.


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Sharpe Ratios by Period


CNCL.TOHULC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.73

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

0.03

+1.29

Correlation

The correlation between CNCL.TO and HULC.TO is 0.50, 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

CNCL.TO vs. HULC.TO - Dividend Comparison

CNCL.TO's dividend yield for the trailing twelve months is around 8.36%, while HULC.TO has not paid dividends to shareholders.


TTM202520242023
CNCL.TO
Global X Enhanced S&P/TSX 60 Covered Call ETF
8.36%9.15%11.88%6.29%
HULC.TO
Global X US Large Cap Index Corporate Class ETF
0.00%0.00%0.00%0.00%

Drawdowns

CNCL.TO vs. HULC.TO - Drawdown Comparison

The maximum CNCL.TO drawdown since its inception was -13.75%, smaller than the maximum HULC.TO drawdown of -81.67%. Use the drawdown chart below to compare losses from any high point for CNCL.TO and HULC.TO.


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Drawdown Indicators


CNCL.TOHULC.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.75%

-81.67%

+67.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-12.74%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-23.94%

Current Drawdown

Current decline from peak

-5.41%

-6.08%

+0.67%

Average Drawdown

Average peak-to-trough decline

-1.57%

-33.60%

+32.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

3.42%

-1.05%

Volatility

CNCL.TO vs. HULC.TO - Volatility Comparison

The current volatility for Global X Enhanced S&P/TSX 60 Covered Call ETF (CNCL.TO) is 5.04%, while Global X US Large Cap Index Corporate Class ETF (HULC.TO) has a volatility of 5.55%. This indicates that CNCL.TO experiences smaller price fluctuations and is considered to be less risky than HULC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNCL.TOHULC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

5.55%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

10.48%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

14.24%

19.36%

-5.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.55%

47.01%

-34.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.55%

53.99%

-41.44%