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EBNK.TO vs. FTHI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EBNK.TO vs. FTHI - 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 First Trust BuyWrite Income ETF (FTHI). The values are adjusted to include any dividend payments, if applicable.

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EBNK.TO vs. FTHI - Yearly Performance Comparison


2026 (YTD)2025202420232022
EBNK.TO
Evolve European Banks Enhanced Yield ETF Hedged CAD
-4.60%60.13%28.78%20.83%-4.75%
FTHI
First Trust BuyWrite Income ETF
0.73%5.94%29.24%18.06%-0.13%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, EBNK.TO achieves a -4.60% return, which is significantly lower than FTHI's 0.73% return.


EBNK.TO

1D
1.86%
1M
-7.58%
YTD
-4.60%
6M
6.07%
1Y
26.42%
3Y*
32.26%
5Y*
10Y*

FTHI

1D
2.11%
1M
-0.37%
YTD
0.73%
6M
1.18%
1Y
11.02%
3Y*
15.24%
5Y*
12.47%
10Y*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EBNK.TO vs. FTHI - Expense Ratio Comparison

EBNK.TO has a 0.60% expense ratio, which is lower than FTHI's 0.85% expense ratio.


Return for Risk

EBNK.TO vs. FTHI — 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: 5858
Overall Rank
EBNK.TO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EBNK.TO Sortino Ratio Rank: 5757
Sortino Ratio Rank
EBNK.TO Omega Ratio Rank: 5656
Omega Ratio Rank
EBNK.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
EBNK.TO Martin Ratio Rank: 6363
Martin Ratio Rank

FTHI
FTHI Risk / Return Rank: 6565
Overall Rank
FTHI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FTHI Sortino Ratio Rank: 6262
Sortino Ratio Rank
FTHI Omega Ratio Rank: 7070
Omega Ratio Rank
FTHI Calmar Ratio Rank: 5959
Calmar Ratio Rank
FTHI Martin Ratio Rank: 7777
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.

EBNK.TO vs. FTHI - 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 First Trust BuyWrite Income ETF (FTHI). 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.TOFTHIDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.75

+0.17

Sortino ratio

Return per unit of downside risk

1.46

1.09

+0.36

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.50

1.11

+0.39

Martin ratio

Return relative to average drawdown

6.16

4.85

+1.31

EBNK.TO vs. FTHI - Sharpe Ratio Comparison

The current EBNK.TO Sharpe Ratio is 0.92, which is comparable to the FTHI Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of EBNK.TO and FTHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EBNK.TOFTHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.75

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.70

+0.10

Correlation

The correlation between EBNK.TO and FTHI is 0.30, 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

EBNK.TO vs. FTHI - Dividend Comparison

EBNK.TO's dividend yield for the trailing twelve months is around 10.81%, more than FTHI's 8.99% yield.


TTM20252024202320222021202020192018201720162015
EBNK.TO
Evolve European Banks Enhanced Yield ETF Hedged CAD
10.81%11.05%12.56%7.32%7.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
8.99%8.70%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%

Drawdowns

EBNK.TO vs. FTHI - Drawdown Comparison

The maximum EBNK.TO drawdown since its inception was -31.02%, which is greater than FTHI's maximum drawdown of -26.29%. Use the drawdown chart below to compare losses from any high point for EBNK.TO and FTHI.


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Drawdown Indicators


EBNK.TOFTHIDifference

Max Drawdown

Largest peak-to-trough decline

-31.02%

-32.65%

+1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-17.39%

-10.92%

-6.47%

Max Drawdown (5Y)

Largest decline over 5 years

-16.70%

Max Drawdown (10Y)

Largest decline over 10 years

-32.65%

Current Drawdown

Current decline from peak

-11.20%

-3.36%

-7.84%

Average Drawdown

Average peak-to-trough decline

-7.56%

-3.73%

-3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

1.95%

+2.29%

Volatility

EBNK.TO vs. FTHI - Volatility Comparison

Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.TO) has a higher volatility of 9.36% compared to First Trust BuyWrite Income ETF (FTHI) at 4.46%. This indicates that EBNK.TO's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBNK.TOFTHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.36%

4.46%

+4.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.91%

7.90%

+7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

28.95%

14.86%

+14.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.02%

11.92%

+15.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.02%

13.12%

+13.90%