EACC.NEO vs. GOGY.TO
EACC.NEO (Global X MSCI EAFE Covered Call ETF) and GOGY.TO (Harvest Alphabet Enhanced High Income Shares ETF Class A Units) are both Derivative Income funds. EACC.NEO is passively managed, while GOGY.TO is actively managed. Over the past year, EACC.NEO returned 20.09% vs 132.30% for GOGY.TO. At a 0.35 correlation, their price movements are largely independent. EACC.NEO charges 0.49%/yr vs 0.40%/yr for GOGY.TO.
Performance
EACC.NEO vs. GOGY.TO - Performance Comparison
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Returns By Period
In the year-to-date period, EACC.NEO achieves a 8.26% return, which is significantly lower than GOGY.TO's 19.65% return.
EACC.NEO
- 1D
- 0.66%
- 1M
- 4.81%
- YTD
- 8.26%
- 6M
- 8.64%
- 1Y
- 20.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOGY.TO
- 1D
- 4.65%
- 1M
- -2.52%
- YTD
- 19.65%
- 6M
- 16.71%
- 1Y
- 132.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EACC.NEO vs. GOGY.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EACC.NEO Global X MSCI EAFE Covered Call ETF | 8.26% | 10.74% |
GOGY.TO Harvest Alphabet Enhanced High Income Shares ETF Class A Units | 19.65% | 80.98% |
Correlation
The correlation between EACC.NEO and GOGY.TO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2025 | 0.35 |
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Return for Risk
EACC.NEO vs. GOGY.TO — Risk / Return Rank
EACC.NEO
GOGY.TO
EACC.NEO vs. GOGY.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 Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.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.NEO | GOGY.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.96 | ||
| Sortino ratioReturn per unit of downside risk | -3.46 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.64 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 6.61 | -4.82 |
| Martin ratioReturn relative to average drawdown | 6.14 | 24.24 | -18.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EACC.NEO | GOGY.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 4.31 | -2.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 2.48 | -1.58 |
Drawdowns
EACC.NEO vs. GOGY.TO - Drawdown Comparison
The maximum EACC.NEO drawdown since its inception was -13.35%, smaller than the maximum GOGY.TO drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for EACC.NEO and GOGY.TO.
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Drawdown Indicators
| EACC.NEO | GOGY.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.35% | -20.87% | +7.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -20.14% | +8.84% |
Current DrawdownCurrent decline from peak | -0.08% | -6.41% | +6.33% |
Average DrawdownAverage peak-to-trough decline | -2.09% | -5.08% | +2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 5.48% | -2.20% |
Volatility
EACC.NEO vs. GOGY.TO - Volatility Comparison
The current volatility for Global X MSCI EAFE Covered Call ETF (EACC.NEO) is 4.26%, while Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) has a volatility of 10.24%. This indicates that EACC.NEO experiences smaller price fluctuations and is considered to be less risky than GOGY.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.NEO | GOGY.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 10.24% | -5.98% |
Volatility (6M)Calculated over the trailing 6-month period | 12.79% | 21.87% | -9.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.97% | 30.90% | -15.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.05% | 34.78% | -19.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | 34.78% | -19.73% |
EACC.NEO vs. GOGY.TO - Expense Ratio Comparison
EACC.NEO has a 0.49% expense ratio, which is higher than GOGY.TO's 0.40% expense ratio.
Dividends
EACC.NEO vs. GOGY.TO - Dividend Comparison
EACC.NEO's dividend yield for the trailing twelve months is around 7.43%, less than GOGY.TO's 12.21% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EACC.NEO Global X MSCI EAFE Covered Call ETF | 7.43% | 7.55% | 5.12% |
GOGY.TO Harvest Alphabet Enhanced High Income Shares ETF Class A Units | 12.21% | 8.04% | 0.00% |
Frequently Asked Questions
EACC.NEO and GOGY.TO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GOGY.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GOGY.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 GOGY.TO.
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