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ENCC.TO vs. 3199.HK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENCC.TO vs. 3199.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) and ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF (3199.HK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ENCC.TO is traded in CAD, while 3199.HK is traded in HKD. To make them comparable, the 3199.HK values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ENCC.TO achieves a 28.21% return, which is significantly higher than 3199.HK's 6.81% return. Over the past 10 years, ENCC.TO has outperformed 3199.HK with an annualized return of 8.51%, while 3199.HK has yielded a comparatively lower 3.55% annualized return.


ENCC.TO

1D
0.62%
1M
4.43%
YTD
28.21%
6M
25.62%
1Y
40.97%
3Y*
22.25%
5Y*
25.12%
10Y*
8.51%

3199.HK

1D
0.20%
1M
2.61%
YTD
6.81%
6M
6.68%
1Y
9.67%
3Y*
6.85%
5Y*
5.54%
10Y*
3.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENCC.TO vs. 3199.HK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
28.21%13.13%17.39%5.72%41.32%80.54%-27.98%6.56%-30.99%-18.47%
3199.HK
ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF
6.81%0.11%13.00%-0.12%-0.75%6.99%8.50%-3.03%8.80%-1.74%

Correlation

The correlation between ENCC.TO and 3199.HK is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2014

0.04

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Return for Risk

ENCC.TO vs. 3199.HK — Risk / Return Rank

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

ENCC.TO
ENCC.TO Risk / Return Rank: 8989
Overall Rank
ENCC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ENCC.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
ENCC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
ENCC.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
ENCC.TO Martin Ratio Rank: 8787
Martin Ratio Rank

3199.HK
3199.HK Risk / Return Rank: 6464
Overall Rank
3199.HK Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
3199.HK Sortino Ratio Rank: 5555
Sortino Ratio Rank
3199.HK Omega Ratio Rank: 5353
Omega Ratio Rank
3199.HK Calmar Ratio Rank: 9090
Calmar Ratio Rank
3199.HK Martin Ratio Rank: 7171
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.

ENCC.TO vs. 3199.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) and ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF (3199.HK). 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.


ENCC.TO3199.HKDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.51

1.29

+0.22

Calmar ratioReturn relative to maximum drawdown

4.86

3.68

+1.18

Martin ratioReturn relative to average drawdown

17.17

11.72

+5.45

ENCC.TO vs. 3199.HK - Sharpe Ratio Comparison

The current ENCC.TO Sharpe Ratio is 2.91, which is higher than the 3199.HK Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ENCC.TO and 3199.HK, 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


ENCC.TO3199.HKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

1.62

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.86

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.53

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.66

-0.73

Drawdowns

ENCC.TO vs. 3199.HK - Drawdown Comparison

The maximum ENCC.TO drawdown since its inception was -93.29%, which is greater than 3199.HK's maximum drawdown of -16.35%. Use the drawdown chart below to compare losses from any high point for ENCC.TO and 3199.HK.


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Drawdown Indicators


ENCC.TO3199.HKDifference

Max Drawdown

Largest peak-to-trough decline

-93.29%

-16.35%

-76.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-2.81%

-5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.67%

-5.76%

-10.91%

Max Drawdown (5Y)

Largest decline over 5 years

-25.58%

-8.19%

-17.39%

Max Drawdown (10Y)

Largest decline over 10 years

-82.15%

-10.05%

-72.10%

Current Drawdown

Current decline from peak

-26.19%

0.00%

-26.19%

Average Drawdown

Average peak-to-trough decline

-56.08%

-4.75%

-51.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

1.01%

+1.38%

Volatility

ENCC.TO vs. 3199.HK - Volatility Comparison

Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) has a higher volatility of 5.46% compared to ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF (3199.HK) at 1.51%. This indicates that ENCC.TO's price experiences larger fluctuations and is considered to be riskier than 3199.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENCC.TO3199.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

1.51%

+3.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.47%

4.94%

+7.53%

Volatility (1Y)

Calculated over the trailing 1-year period

14.20%

6.38%

+7.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.09%

7.38%

+15.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.06%

7.82%

+21.24%

ENCC.TO vs. 3199.HK - Expense Ratio Comparison

ENCC.TO has a 0.76% expense ratio, which is higher than 3199.HK's 0.62% expense ratio.


Dividends

ENCC.TO vs. 3199.HK - Dividend Comparison

ENCC.TO's dividend yield for the trailing twelve months is around 11.16%, more than 3199.HK's 3.31% yield.


PositionTTM20252024202320222021202020192018201720162015
3199.HK
ICBC CSOP FTSE Chinese Government and Policy Bank Bond Index ETF
3.31%3.34%3.43%3.51%3.65%3.40%3.29%3.57%3.62%3.39%3.56%3.69%
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
11.16%13.62%14.58%14.87%12.55%4.23%5.10%6.11%8.37%6.93%4.34%3.03%

Frequently Asked Questions


ENCC.TO and 3199.HK have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 3199.HK is cheaper at 0.62% per year. The better choice depends on whether you care most about return, fees, risk, or income.

3199.HK is cheaper with a 0.62% expense ratio, compared with 0.76% for ENCC.TO.

ENCC.TO is categorized as Derivative Income, while 3199.HK is Emerging Markets Bonds. They also come from different issuers: Global X and CSOP. Their fees differ too: 0.76% for ENCC.TO and 0.62% for 3199.HK.

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