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EACC.NEO vs. AVGY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EACC.NEO vs. AVGY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X MSCI EAFE Covered Call ETF (EACC.NEO) and Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.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, EACC.NEO achieves a 7.82% return, which is significantly lower than AVGY.TO's 42.92% return.


EACC.NEO

1D
-0.48%
1M
6.14%
YTD
7.82%
6M
8.11%
1Y
19.76%
3Y*
5Y*
10Y*

AVGY.TO

1D
-0.45%
1M
19.17%
YTD
42.92%
6M
27.21%
1Y
107.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EACC.NEO vs. AVGY.TO - Yearly Performance Comparison


Correlation

The correlation between EACC.NEO and AVGY.TO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2025

0.33

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Return for Risk

EACC.NEO vs. AVGY.TO — Risk / Return Rank

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

EACC.NEO
EACC.NEO Risk / Return Rank: 3838
Overall Rank
EACC.NEO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EACC.NEO Sortino Ratio Rank: 3535
Sortino Ratio Rank
EACC.NEO Omega Ratio Rank: 4242
Omega Ratio Rank
EACC.NEO Calmar Ratio Rank: 3636
Calmar Ratio Rank
EACC.NEO Martin Ratio Rank: 3939
Martin Ratio Rank

AVGY.TO
AVGY.TO Risk / Return Rank: 6565
Overall Rank
AVGY.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AVGY.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
AVGY.TO Omega Ratio Rank: 6363
Omega Ratio Rank
AVGY.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
AVGY.TO Martin Ratio Rank: 5252
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.

EACC.NEO vs. AVGY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI EAFE Covered Call ETF (EACC.NEO) and Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.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.


EACC.NEOAVGY.TODifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.27

1.38

-0.12

Calmar ratioReturn relative to maximum drawdown

1.76

3.81

-2.05

Martin ratioReturn relative to average drawdown

6.04

8.81

-2.77

EACC.NEO vs. AVGY.TO - Sharpe Ratio Comparison

The current EACC.NEO Sharpe Ratio is 1.33, which is lower than the AVGY.TO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of EACC.NEO and AVGY.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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Sharpe Ratios by Period


EACC.NEOAVGY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

2.39

-1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

2.30

-1.40

Drawdowns

EACC.NEO vs. AVGY.TO - Drawdown Comparison

The maximum EACC.NEO drawdown since its inception was -13.35%, smaller than the maximum AVGY.TO drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for EACC.NEO and AVGY.TO.


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Drawdown Indicators


EACC.NEOAVGY.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.35%

-28.78%

+15.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-28.50%

+17.20%

Current Drawdown

Current decline from peak

-0.48%

-0.45%

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.09%

-8.43%

+6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

12.29%

-9.01%

Volatility

EACC.NEO vs. AVGY.TO - Volatility Comparison

The current volatility for Global X MSCI EAFE Covered Call ETF (EACC.NEO) is 4.43%, while Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) has a volatility of 13.20%. This indicates that EACC.NEO experiences smaller price fluctuations and is considered to be less risky than AVGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EACC.NEOAVGY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

13.20%

-8.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.76%

33.23%

-20.47%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

45.46%

-30.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.05%

51.13%

-36.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

51.13%

-36.08%

EACC.NEO vs. AVGY.TO - Expense Ratio Comparison

EACC.NEO has a 0.49% expense ratio, which is higher than AVGY.TO's 0.40% expense ratio.


Dividends

EACC.NEO vs. AVGY.TO - Dividend Comparison

EACC.NEO's dividend yield for the trailing twelve months is around 7.46%, less than AVGY.TO's 19.08% yield.


PositionTTM20252024
AVGY.TO
Harvest Broadcom Enhanced High Income Shares ETF - Class A Units
19.08%14.82%0.00%
EACC.NEO
Global X MSCI EAFE Covered Call ETF
7.46%7.55%5.12%

Frequently Asked Questions


EACC.NEO and AVGY.TO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVGY.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVGY.TO is cheaper with a 0.40% expense ratio, compared with 0.49% for EACC.NEO.

They also come from different issuers: Global X and Harvest. Their fees differ too: 0.49% for EACC.NEO and 0.40% for AVGY.TO.

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