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EMCL.NEO vs. HBIL-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMCL.NEO vs. HBIL-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced MSCI Emerging Markets Covered Call ETF (EMCL.NEO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EMCL.NEO achieves a 17.09% return, which is significantly higher than HBIL-U.TO's 3.86% return.


EMCL.NEO

1D
-1.57%
1M
-8.73%
6M
10.34%
YTD
17.09%
1Y
32.79%
3Y*
5Y*
10Y*

HBIL-U.TO

1D
-0.00%
1M
0.12%
6M
2.21%
YTD
3.86%
1Y
6.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMCL.NEO vs. HBIL-U.TO - Yearly Performance Comparison


Correlation

The correlation between EMCL.NEO and HBIL-U.TO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2024

0.06

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Return for Risk

EMCL.NEO vs. HBIL-U.TO — Risk / Return Rank

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

EMCL.NEO
EMCL.NEO Risk / Return Rank: 5858
Overall Rank
EMCL.NEO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EMCL.NEO Sortino Ratio Rank: 4545
Sortino Ratio Rank
EMCL.NEO Omega Ratio Rank: 6262
Omega Ratio Rank
EMCL.NEO Calmar Ratio Rank: 6767
Calmar Ratio Rank
EMCL.NEO Martin Ratio Rank: 6262
Martin Ratio Rank

HBIL-U.TO
HBIL-U.TO Risk / Return Rank: 8989
Overall Rank
HBIL-U.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HBIL-U.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
HBIL-U.TO Omega Ratio Rank: 9393
Omega Ratio Rank
HBIL-U.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
HBIL-U.TO Martin Ratio Rank: 8989
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.

EMCL.NEO vs. HBIL-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced MSCI Emerging Markets Covered Call ETF (EMCL.NEO) and Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.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.


EMCL.NEOHBIL-U.TODifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

2.55

1.65

+0.89

Martin ratioReturn relative to average drawdown

8.24

4.19

+4.05

EMCL.NEO vs. HBIL-U.TO - Sharpe Ratio Comparison

The current EMCL.NEO Sharpe Ratio is 1.38, which is comparable to the HBIL-U.TO Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of EMCL.NEO and HBIL-U.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

EMCL.NEO vs. HBIL-U.TO - Drawdown Comparison

The maximum EMCL.NEO drawdown since its inception was -19.73%, which is greater than HBIL-U.TO's maximum drawdown of -6.68%. Use the drawdown chart below to compare losses from any high point for EMCL.NEO and HBIL-U.TO.


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Drawdown Indicators


EMCL.NEOHBIL-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.73%

-6.68%

-13.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-4.01%

-9.11%

Current Drawdown

Current decline from peak

-12.04%

-2.20%

-9.84%

Average Drawdown

Average peak-to-trough decline

-2.71%

-2.26%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

1.58%

+2.44%

Volatility

EMCL.NEO vs. HBIL-U.TO - Volatility Comparison

Global X Enhanced MSCI Emerging Markets Covered Call ETF (EMCL.NEO) has a higher volatility of 11.00% compared to Hamilton U.S. T-Bill YIELD MAXIMIZER ETF USD Unhedged Units (HBIL-U.TO) at 1.82%. This indicates that EMCL.NEO's price experiences larger fluctuations and is considered to be riskier than HBIL-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMCL.NEOHBIL-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.00%

1.82%

+9.18%

Volatility (6M)

Calculated over the trailing 6-month period

22.65%

3.60%

+19.05%

Volatility (1Y)

Calculated over the trailing 1-year period

24.18%

4.68%

+19.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.65%

5.85%

+17.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.65%

5.85%

+17.80%

Dividends

EMCL.NEO vs. HBIL-U.TO - Dividend Comparison

EMCL.NEO's dividend yield for the trailing twelve months is around 11.28%, more than HBIL-U.TO's 6.74% yield.


Frequently Asked Questions


EMCL.NEO and HBIL-U.TO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMCL.NEO is categorized as Derivative Income, while HBIL-U.TO is Government Bonds. They also come from different issuers: Global X and Hamilton.

Portfolio Optimizer

Find the right allocation for EMCL.NEO and HBIL-U.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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