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CPCC.TO vs. CASH.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPCC.TO vs. CASH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Copper Producer Equity Covered Call ETF (CPCC.TO) and Global X High Interest Savings ETF (CASH.TO). The values are adjusted to include any dividend payments, if applicable.

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CPCC.TO vs. CASH.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CPCC.TO achieves a 0.71% return, which is significantly higher than CASH.TO's 0.48% return.


CPCC.TO

1D
6.72%
1M
-17.90%
YTD
0.71%
6M
1Y
3Y*
5Y*
10Y*

CASH.TO

1D
-0.01%
1M
0.16%
YTD
0.48%
6M
1.02%
1Y
2.30%
3Y*
3.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPCC.TO vs. CASH.TO - Expense Ratio Comparison

CPCC.TO has a 0.65% expense ratio, which is higher than CASH.TO's 0.11% expense ratio.


Return for Risk

CPCC.TO vs. CASH.TO — Risk / Return Rank

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

CPCC.TO

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

CPCC.TO vs. CASH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Copper Producer Equity Covered Call ETF (CPCC.TO) and Global X High Interest Savings ETF (CASH.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CPCC.TO vs. CASH.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CPCC.TOCASH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

5.51

-4.67

Correlation

The correlation between CPCC.TO and CASH.TO is 0.00, 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

CPCC.TO vs. CASH.TO - Dividend Comparison

CPCC.TO's dividend yield for the trailing twelve months is around 1.94%, less than CASH.TO's 2.31% yield.


TTM20252024202320222021
CPCC.TO
Global X Copper Producer Equity Covered Call ETF
1.94%0.65%0.00%0.00%0.00%0.00%
CASH.TO
Global X High Interest Savings ETF
2.31%2.53%4.37%5.06%2.30%0.10%

Drawdowns

CPCC.TO vs. CASH.TO - Drawdown Comparison

The maximum CPCC.TO drawdown since its inception was -27.12%, which is greater than CASH.TO's maximum drawdown of -0.80%. Use the drawdown chart below to compare losses from any high point for CPCC.TO and CASH.TO.


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Drawdown Indicators


CPCC.TOCASH.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.12%

-0.80%

-26.32%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

Current Drawdown

Current decline from peak

-18.06%

-0.01%

-18.05%

Average Drawdown

Average peak-to-trough decline

-5.88%

0.00%

-5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

Volatility

CPCC.TO vs. CASH.TO - Volatility Comparison


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Volatility by Period


CPCC.TOCASH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

Volatility (6M)

Calculated over the trailing 6-month period

0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

43.22%

0.22%

+43.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.22%

0.62%

+42.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.22%

0.62%

+42.60%