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EMCL.NEO vs. XSH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMCL.NEO vs. XSH.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 iShares Core Canadian Short Term Corporate Bond Index ETF (XSH.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMCL.NEO achieves a 27.22% return, which is significantly higher than XSH.TO's 1.33% return.


EMCL.NEO

1D
-0.68%
1M
11.93%
YTD
27.22%
6M
27.94%
1Y
56.02%
3Y*
5Y*
10Y*

XSH.TO

1D
0.00%
1M
1.13%
YTD
1.33%
6M
1.34%
1Y
3.85%
3Y*
6.05%
5Y*
2.86%
10Y*
2.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMCL.NEO vs. XSH.TO - Yearly Performance Comparison


Correlation

The correlation between EMCL.NEO and XSH.TO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since May 30, 2024

0.14

The correlation between EMCL.NEO and XSH.TO shifts across timeframes, from 0.14 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EMCL.NEO vs. XSH.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: 8686
Overall Rank
EMCL.NEO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EMCL.NEO Sortino Ratio Rank: 8484
Sortino Ratio Rank
EMCL.NEO Omega Ratio Rank: 9393
Omega Ratio Rank
EMCL.NEO Calmar Ratio Rank: 8282
Calmar Ratio Rank
EMCL.NEO Martin Ratio Rank: 8181
Martin Ratio Rank

XSH.TO
XSH.TO Risk / Return Rank: 5353
Overall Rank
XSH.TO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XSH.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
XSH.TO Omega Ratio Rank: 5757
Omega Ratio Rank
XSH.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
XSH.TO Martin Ratio Rank: 5757
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. XSH.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 iShares Core Canadian Short Term Corporate Bond Index ETF (XSH.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.


EMCL.NEOXSH.TODifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.65

1.36

+0.29

Calmar ratioReturn relative to maximum drawdown

4.29

2.57

+1.73

Martin ratioReturn relative to average drawdown

15.90

10.05

+5.85

EMCL.NEO vs. XSH.TO - Sharpe Ratio Comparison

The current EMCL.NEO Sharpe Ratio is 3.04, which is higher than the XSH.TO Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of EMCL.NEO and XSH.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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Sharpe Ratios by Period


EMCL.NEOXSH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.04

1.79

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.57

0.74

+0.83

Drawdowns

EMCL.NEO vs. XSH.TO - Drawdown Comparison

The maximum EMCL.NEO drawdown since its inception was -19.19%, which is greater than XSH.TO's maximum drawdown of -14.24%. Use the drawdown chart below to compare losses from any high point for EMCL.NEO and XSH.TO.


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Drawdown Indicators


EMCL.NEOXSH.TODifference

Max Drawdown

Largest peak-to-trough decline

-19.19%

-14.24%

-4.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-1.51%

-11.61%

Max Drawdown (3Y)

Largest decline over 3 years

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-7.80%

Max Drawdown (10Y)

Largest decline over 10 years

-14.24%

Current Drawdown

Current decline from peak

-0.68%

0.00%

-0.68%

Average Drawdown

Average peak-to-trough decline

-2.47%

-0.93%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

0.38%

+3.15%

Volatility

EMCL.NEO vs. XSH.TO - Volatility Comparison

Global X Enhanced MSCI Emerging Markets Covered Call ETF (EMCL.NEO) has a higher volatility of 7.86% compared to iShares Core Canadian Short Term Corporate Bond Index ETF (XSH.TO) at 0.80%. This indicates that EMCL.NEO's price experiences larger fluctuations and is considered to be riskier than XSH.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.NEOXSH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

0.80%

+7.06%

Volatility (6M)

Calculated over the trailing 6-month period

16.41%

1.83%

+14.58%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

2.16%

+16.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

2.83%

+16.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

4.42%

+14.58%

Dividends

EMCL.NEO vs. XSH.TO - Dividend Comparison

EMCL.NEO's dividend yield for the trailing twelve months is around 10.17%, more than XSH.TO's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
EMCL.NEO
Global X Enhanced MSCI Emerging Markets Covered Call ETF
10.17%11.76%7.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSH.TO
iShares Core Canadian Short Term Corporate Bond Index ETF
3.89%3.82%3.64%3.24%2.97%2.65%2.61%2.80%2.86%2.93%3.08%3.18%

Frequently Asked Questions


EMCL.NEO and XSH.TO have a correlation of 0.26, 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 XSH.TO is Canadian Government Bonds. They also come from different issuers: Global X and iShares.

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