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ENCL.TO vs. EQCC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENCL.TO vs. EQCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.TO) and Global X All-Equity Asset Allocation Covered Call ETF (EQCC.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, ENCL.TO achieves a 36.58% return, which is significantly higher than EQCC.TO's 12.84% return.


ENCL.TO

1D
0.43%
1M
2.89%
YTD
36.58%
6M
32.07%
1Y
52.50%
3Y*
5Y*
10Y*

EQCC.TO

1D
2.44%
1M
7.82%
YTD
12.84%
6M
12.97%
1Y
28.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENCL.TO vs. EQCC.TO - Yearly Performance Comparison


Correlation

The correlation between ENCL.TO and EQCC.TO is -0.07, 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

-0.07

Correlation (All Time)
Calculated using the full available price history since May 31, 2024

0.06

The correlation between ENCL.TO and EQCC.TO shifts across timeframes, from -0.07 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ENCL.TO vs. EQCC.TO — Risk / Return Rank

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

ENCL.TO
ENCL.TO Risk / Return Rank: 8585
Overall Rank
ENCL.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ENCL.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
ENCL.TO Omega Ratio Rank: 8383
Omega Ratio Rank
ENCL.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
ENCL.TO Martin Ratio Rank: 8484
Martin Ratio Rank

EQCC.TO
EQCC.TO Risk / Return Rank: 8181
Overall Rank
EQCC.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EQCC.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
EQCC.TO Omega Ratio Rank: 9090
Omega Ratio Rank
EQCC.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
EQCC.TO Martin Ratio Rank: 8080
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.

ENCL.TO vs. EQCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.TO) and Global X All-Equity Asset Allocation Covered Call ETF (EQCC.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.


ENCL.TOEQCC.TODifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.51

1.58

-0.07

Calmar ratioReturn relative to maximum drawdown

4.91

3.96

+0.95

Martin ratioReturn relative to average drawdown

17.58

15.65

+1.93

ENCL.TO vs. EQCC.TO - Sharpe Ratio Comparison

The current ENCL.TO Sharpe Ratio is 2.98, which is comparable to the EQCC.TO Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of ENCL.TO and EQCC.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


ENCL.TOEQCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.98

2.51

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

1.41

-0.14

Drawdowns

ENCL.TO vs. EQCC.TO - Drawdown Comparison

The maximum ENCL.TO drawdown since its inception was -21.05%, which is greater than EQCC.TO's maximum drawdown of -15.94%. Use the drawdown chart below to compare losses from any high point for ENCL.TO and EQCC.TO.


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Drawdown Indicators


ENCL.TOEQCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-21.05%

-15.94%

-5.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-7.32%

-3.43%

Current Drawdown

Current decline from peak

-2.54%

0.00%

-2.54%

Average Drawdown

Average peak-to-trough decline

-3.95%

-1.73%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

1.85%

+1.15%

Volatility

ENCL.TO vs. EQCC.TO - Volatility Comparison

Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.TO) has a higher volatility of 7.30% compared to Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) at 6.07%. This indicates that ENCL.TO's price experiences larger fluctuations and is considered to be riskier than EQCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENCL.TOEQCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

6.07%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

9.27%

+6.48%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

11.56%

+6.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.15%

13.94%

+6.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

13.94%

+6.21%

ENCL.TO vs. EQCC.TO - Expense Ratio Comparison

ENCL.TO has a 1.86% expense ratio, which is higher than EQCC.TO's 0.65% expense ratio.


Dividends

ENCL.TO vs. EQCC.TO - Dividend Comparison

ENCL.TO's dividend yield for the trailing twelve months is around 13.35%, more than EQCC.TO's 8.68% yield.


PositionTTM202520242023
ENCL.TO
Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD
13.35%17.14%18.56%4.68%
EQCC.TO
Global X All-Equity Asset Allocation Covered Call ETF
8.68%9.43%5.38%0.00%

Frequently Asked Questions


ENCL.TO and EQCC.TO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQCC.TO is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQCC.TO is cheaper with a 0.65% expense ratio, compared with 1.86% for ENCL.TO.

ENCL.TO is categorized as Oil & Gas, while EQCC.TO is Derivative Income. Their fees differ too: 1.86% for ENCL.TO and 0.65% for EQCC.TO.

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