EBNK.TO vs. BIGY.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.TO) and Evolve US Equity UltraYield ETF (BIGY.TO).

EBNK.TO and BIGY.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EBNK.TO is an actively managed fund by Evolve. It was launched on Jan 7, 2022. BIGY.TO is an actively managed fund by Evolve. It was launched on Sep 9, 2025.

Performance

EBNK.TO vs. BIGY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.TO) and Evolve US Equity UltraYield ETF (BIGY.TO). The values are adjusted to include any dividend payments, if applicable.

EBNK.TO vs. BIGY.TO - Yearly Performance Comparison

	2026 (YTD)	2025
EBNK.TO Evolve European Banks Enhanced Yield ETF Hedged CAD	-0.96%	13.42%
BIGY.TO Evolve US Equity UltraYield ETF	-14.92%	0.64%

Returns By Period

In the year-to-date period, EBNK.TO achieves a -0.96% return, which is significantly higher than BIGY.TO's -14.92% return.

EBNK.TO

• 1D: 2.78%
• 1M: -2.09%
• YTD: -0.96%
• 6M: 9.63%
• 1Y: 31.35%
• 3Y*: 33.92%
• 5Y*: —
• 10Y*: —

BIGY.TO

• 1D: 0.74%
• 1M: -6.64%
• YTD: -14.92%
• 6M: -20.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EBNK.TO vs. BIGY.TO - Expense Ratio Comparison

EBNK.TO has a 0.60% expense ratio, which is higher than BIGY.TO's 0.40% expense ratio.

EBNK.TO

Evolve European Banks Enhanced Yield ETF Hedged CAD

BIGY.TO

Evolve US Equity UltraYield ETF

Return for Risk

EBNK.TO vs. BIGY.TO — Risk / Return Rank

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

EBNK.TO

EBNK.TO Risk / Return Rank: 63
EBNK.TO Sharpe Ratio Rank: 59
EBNK.TO Sortino Ratio Rank: 63
EBNK.TO Omega Ratio Rank: 61
EBNK.TO Calmar Ratio Rank: 66
EBNK.TO Martin Ratio Rank: 68

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.

EBNK.TO vs. BIGY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.TO) and Evolve US Equity UltraYield ETF (BIGY.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.

	EBNK.TO	BIGY.TO	Difference
Sharpe ratio Return per unit of total volatility	1.08	—	—
Sortino ratio Return per unit of downside risk	1.66	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.80	—	—
Martin ratio Return relative to average drawdown	7.34	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EBNK.TO	BIGY.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	-0.81	+1.65

Correlation

The correlation between EBNK.TO and BIGY.TO is 0.47, 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

EBNK.TO vs. BIGY.TO - Dividend Comparison

EBNK.TO's dividend yield for the trailing twelve months is around 11.47%, less than BIGY.TO's 22.85% yield.

	TTM	2025	2024	2023	2022
EBNK.TO Evolve European Banks Enhanced Yield ETF Hedged CAD	11.47%	11.05%	12.56%	7.32%	7.52%
BIGY.TO Evolve US Equity UltraYield ETF	22.85%	9.53%	0.00%	0.00%	0.00%

Drawdowns

EBNK.TO vs. BIGY.TO - Drawdown Comparison

The maximum EBNK.TO drawdown since its inception was -31.02%, which is greater than BIGY.TO's maximum drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for EBNK.TO and BIGY.TO.

Drawdown Indicators

	EBNK.TO	BIGY.TO	Difference
Max Drawdown Largest peak-to-trough decline	-31.02%	-27.82%	-3.20%
Max Drawdown (1Y) Largest decline over 1 year	-17.39%	—	—
Current Drawdown Current decline from peak	-7.81%	-23.69%	+15.88%
Average Drawdown Average peak-to-trough decline	-7.56%	-10.34%	+2.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.26%	—	—

Volatility

Volatility by Period

	EBNK.TO	BIGY.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.79%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.29%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	29.15%	30.04%	-0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.06%	30.04%	-2.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.06%	30.04%	-2.98%