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EIT-UN.TO vs. BCCL.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIT-UN.TO vs. BCCL.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canoe EIT Income Fund (EIT-UN.TO) and Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EIT-UN.TO achieves a 14.30% return, which is significantly higher than BCCL.NEO's -29.24% return.


EIT-UN.TO

1D
0.58%
1M
1.74%
YTD
14.30%
6M
14.60%
1Y
20.74%
3Y*
20.71%
5Y*
16.85%
10Y*
15.91%

BCCL.NEO

1D
3.95%
1M
-23.48%
YTD
-29.24%
6M
-31.76%
1Y
-40.39%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIT-UN.TO vs. BCCL.NEO - Yearly Performance Comparison


2026 (YTD)2025
EIT-UN.TO
Canoe EIT Income Fund
14.30%10.21%
BCCL.NEO
Global X Enhanced Bitcoin Covered Call ETF
-29.24%-6.82%

Correlation

The correlation between EIT-UN.TO and BCCL.NEO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (All Time)
Calculated using the full available price history since May 5, 2025

0.19

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Return for Risk

EIT-UN.TO vs. BCCL.NEO — Risk / Return Rank

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

EIT-UN.TO
EIT-UN.TO Risk / Return Rank: 8484
Overall Rank
EIT-UN.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EIT-UN.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
EIT-UN.TO Omega Ratio Rank: 8080
Omega Ratio Rank
EIT-UN.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
EIT-UN.TO Martin Ratio Rank: 8686
Martin Ratio Rank

BCCL.NEO
BCCL.NEO Risk / Return Rank: 22
Overall Rank
BCCL.NEO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BCCL.NEO Sortino Ratio Rank: 22
Sortino Ratio Rank
BCCL.NEO Omega Ratio Rank: 22
Omega Ratio Rank
BCCL.NEO Calmar Ratio Rank: 33
Calmar Ratio Rank
BCCL.NEO Martin Ratio Rank: 22
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.

EIT-UN.TO vs. BCCL.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canoe EIT Income Fund (EIT-UN.TO) and Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO). 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.


EIT-UN.TOBCCL.NEODifference
Sharpe ratioReturn per unit of total volatility

+3.28

Sortino ratioReturn per unit of downside risk

+4.87

Omega ratioGain probability vs. loss probability

1.43

0.85

+0.58

Calmar ratioReturn relative to maximum drawdown

3.49

-0.76

+4.24

Martin ratioReturn relative to average drawdown

13.34

-1.34

+14.68

EIT-UN.TO vs. BCCL.NEO - Sharpe Ratio Comparison

The current EIT-UN.TO Sharpe Ratio is 2.34, which is higher than the BCCL.NEO Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of EIT-UN.TO and BCCL.NEO, 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

EIT-UN.TO vs. BCCL.NEO - Drawdown Comparison

The maximum EIT-UN.TO drawdown since its inception was -63.56%, which is greater than BCCL.NEO's maximum drawdown of -55.27%. Use the drawdown chart below to compare losses from any high point for EIT-UN.TO and BCCL.NEO.


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Drawdown Indicators


EIT-UN.TOBCCL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-63.56%

-55.27%

-8.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.93%

-55.27%

+49.34%

Max Drawdown (3Y)

Largest decline over 3 years

-9.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.57%

Max Drawdown (10Y)

Largest decline over 10 years

-50.36%

Current Drawdown

Current decline from peak

0.00%

-51.84%

+51.84%

Average Drawdown

Average peak-to-trough decline

-8.81%

-23.09%

+14.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

31.07%

-29.52%

Volatility

EIT-UN.TO vs. BCCL.NEO - Volatility Comparison

The current volatility for Canoe EIT Income Fund (EIT-UN.TO) is 2.54%, while Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) has a volatility of 15.04%. This indicates that EIT-UN.TO experiences smaller price fluctuations and is considered to be less risky than BCCL.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIT-UN.TOBCCL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

15.04%

-12.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

33.17%

-25.63%

Volatility (1Y)

Calculated over the trailing 1-year period

8.83%

44.72%

-35.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.21%

44.26%

-32.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

44.26%

-26.74%

Dividends

EIT-UN.TO vs. BCCL.NEO - Dividend Comparison

EIT-UN.TO's dividend yield for the trailing twelve months is around 6.88%, less than BCCL.NEO's 41.64% yield.


PositionTTM20252024202320222021202020192018201720162015
BCCL.NEO
Global X Enhanced Bitcoin Covered Call ETF
39.89%16.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EIT-UN.TO
Canoe EIT Income Fund
6.88%7.64%7.90%9.29%8.97%9.08%12.20%11.53%11.65%10.16%10.06%10.71%

Frequently Asked Questions


EIT-UN.TO and BCCL.NEO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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