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EBIT-U.TO vs. UTES.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EBIT-U.TO vs. UTES.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evolve Bitcoin ETF USD (EBIT-U.TO) and Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EBIT-U.TO is traded in USD, while UTES.TO is traded in CAD. To make them comparable, the UTES.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EBIT-U.TO achieves a -26.81% return, which is significantly lower than UTES.TO's 10.23% return.


EBIT-U.TO

1D
1.65%
1M
-2.19%
6M
-33.71%
YTD
-26.81%
1Y
-45.49%
3Y*
27.56%
5Y*
13.31%
10Y*

UTES.TO

1D
1.67%
1M
-2.79%
6M
12.27%
YTD
10.23%
1Y
17.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBIT-U.TO vs. UTES.TO - Yearly Performance Comparison


2026 (YTD)20252024
EBIT-U.TO
Evolve Bitcoin ETF USD
-26.81%-6.74%59.23%
UTES.TO
Evolve Canadian Utilities Enhanced Yield Index Fund ETF
10.23%24.34%-9.54%

Correlation

The correlation between EBIT-U.TO and UTES.TO is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2024

-0.07

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Return for Risk

EBIT-U.TO vs. UTES.TO — Risk / Return Rank

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

EBIT-U.TO
EBIT-U.TO Risk / Return Rank: 22
Overall Rank
EBIT-U.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EBIT-U.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
EBIT-U.TO Omega Ratio Rank: 22
Omega Ratio Rank
EBIT-U.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
EBIT-U.TO Martin Ratio Rank: 22
Martin Ratio Rank

UTES.TO
UTES.TO Risk / Return Rank: 7777
Overall Rank
UTES.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
UTES.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
UTES.TO Omega Ratio Rank: 7777
Omega Ratio Rank
UTES.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
UTES.TO Martin Ratio Rank: 6666
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.

EBIT-U.TO vs. UTES.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Bitcoin ETF USD (EBIT-U.TO) and Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EBIT-U.TOUTES.TODifference
Sharpe ratioReturn per unit of total volatility

-2.56

Sortino ratioReturn per unit of downside risk

-3.70

Omega ratioGain probability vs. loss probability

0.84

1.27

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.84

2.29

-3.13

Martin ratioReturn relative to average drawdown

-1.37

7.56

-8.92

EBIT-U.TO vs. UTES.TO - Sharpe Ratio Comparison

The current EBIT-U.TO Sharpe Ratio is -0.99, which is lower than the UTES.TO Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of EBIT-U.TO and UTES.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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Drawdowns

EBIT-U.TO vs. UTES.TO - Drawdown Comparison

The maximum EBIT-U.TO drawdown since its inception was -77.55%, which is greater than UTES.TO's maximum drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for EBIT-U.TO and UTES.TO.


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Drawdown Indicators


EBIT-U.TOUTES.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.55%

-14.19%

-63.36%

Max Drawdown (1Y)

Largest decline over 1 year

-54.37%

-7.80%

-46.57%

Max Drawdown (3Y)

Largest decline over 3 years

-54.37%

Max Drawdown (5Y)

Largest decline over 5 years

-77.55%

Current Drawdown

Current decline from peak

-48.57%

-3.40%

-45.17%

Average Drawdown

Average peak-to-trough decline

-34.50%

-3.35%

-31.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.35%

2.36%

+30.99%

Volatility

EBIT-U.TO vs. UTES.TO - Volatility Comparison

Evolve Bitcoin ETF USD (EBIT-U.TO) has a higher volatility of 13.32% compared to Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO) at 5.21%. This indicates that EBIT-U.TO's price experiences larger fluctuations and is considered to be riskier than UTES.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBIT-U.TOUTES.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.32%

5.21%

+8.11%

Volatility (6M)

Calculated over the trailing 6-month period

37.75%

9.11%

+28.64%

Volatility (1Y)

Calculated over the trailing 1-year period

46.29%

11.35%

+34.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.49%

12.85%

+41.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.01%

12.85%

+43.16%

Dividends

EBIT-U.TO vs. UTES.TO - Dividend Comparison

EBIT-U.TO has not paid dividends to shareholders, while UTES.TO's dividend yield for the trailing twelve months is around 17.65%.


PositionTTM20252024
EBIT-U.TO
Evolve Bitcoin ETF USD
0.00%0.00%0.00%
UTES.TO
Evolve Canadian Utilities Enhanced Yield Index Fund ETF
17.65%18.30%6.05%

Frequently Asked Questions


EBIT-U.TO and UTES.TO have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EBIT-U.TO is categorized as Cryptocurrency, while UTES.TO is Derivative Income.

Portfolio Optimizer

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