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

Performance

ENCL.TO vs. XBM.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 iShares S&P/TSX Global Base Metals Index ETF (XBM.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 30.80% return, which is significantly higher than XBM.TO's 22.09% return.


ENCL.TO

1D
1.40%
1M
-5.96%
YTD
30.80%
6M
32.16%
1Y
43.18%
3Y*
5Y*
10Y*

XBM.TO

1D
-5.23%
1M
-2.36%
YTD
22.09%
6M
20.03%
1Y
88.34%
3Y*
25.21%
5Y*
17.05%
10Y*
18.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
ENCL.TO
Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD
30.80%14.97%20.32%-11.68%
XBM.TO
iShares S&P/TSX Global Base Metals Index ETF
22.09%50.69%5.96%2.60%

Correlation

The correlation between ENCL.TO and XBM.TO is 0.04, 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

0.04

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2023

0.27

Over the past year, the correlation between ENCL.TO and XBM.TO has dropped to 0.04 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

ENCL.TO vs. XBM.TO - Sectors Allocation Comparison


Sectors
ENCL.TO
XBM.TO

Energy

100.0%

-

Basic Materials

-

99.8%

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

0.2%

Real Estate

-

-

Technology

-

-

Utilities

-

-

Energy

ENCL.TO
100.0%
XBM.TO

-

Basic Materials

ENCL.TO

-

XBM.TO
99.8%

Communication Services

ENCL.TO

-

XBM.TO

-

Consumer Cyclical

ENCL.TO

-

XBM.TO

-

Consumer Defensive

ENCL.TO

-

XBM.TO

-

Financial Services

ENCL.TO

-

XBM.TO

-

Healthcare

ENCL.TO

-

XBM.TO

-

Industrials

ENCL.TO

-

XBM.TO
0.2%

Real Estate

ENCL.TO

-

XBM.TO

-

Technology

ENCL.TO

-

XBM.TO

-

Utilities

ENCL.TO

-

XBM.TO

-

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Return for Risk

ENCL.TO vs. XBM.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: 7676
Overall Rank
ENCL.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ENCL.TO Sortino Ratio Rank: 7070
Sortino Ratio Rank
ENCL.TO Omega Ratio Rank: 7373
Omega Ratio Rank
ENCL.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
ENCL.TO Martin Ratio Rank: 7575
Martin Ratio Rank

XBM.TO
XBM.TO Risk / Return Rank: 7171
Overall Rank
XBM.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XBM.TO Sortino Ratio Rank: 6161
Sortino Ratio Rank
XBM.TO Omega Ratio Rank: 6565
Omega Ratio Rank
XBM.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
XBM.TO Martin Ratio Rank: 7474
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. XBM.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 iShares S&P/TSX Global Base Metals Index ETF (XBM.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.


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

+0.04

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

4.03

3.72

+0.32

Martin ratioReturn relative to average drawdown

13.52

13.34

+0.18

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

The current ENCL.TO Sharpe Ratio is 2.38, which is comparable to the XBM.TO Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of ENCL.TO and XBM.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

ENCL.TO vs. XBM.TO - Drawdown Comparison

The maximum ENCL.TO drawdown since its inception was -21.05%, smaller than the maximum XBM.TO drawdown of -67.53%. Use the drawdown chart below to compare losses from any high point for ENCL.TO and XBM.TO.


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Drawdown Indicators


ENCL.TOXBM.TODifference

Max Drawdown

Largest peak-to-trough decline

-21.05%

-67.53%

+46.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-23.88%

+13.13%

Max Drawdown (3Y)

Largest decline over 3 years

-37.45%

Max Drawdown (5Y)

Largest decline over 5 years

-40.57%

Max Drawdown (10Y)

Largest decline over 10 years

-57.25%

Current Drawdown

Current decline from peak

-6.66%

-14.64%

+7.98%

Average Drawdown

Average peak-to-trough decline

-4.81%

-26.06%

+21.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

6.65%

-3.44%

Volatility

ENCL.TO vs. XBM.TO - Volatility Comparison

The current volatility for Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.TO) is 6.80%, while iShares S&P/TSX Global Base Metals Index ETF (XBM.TO) has a volatility of 15.96%. This indicates that ENCL.TO experiences smaller price fluctuations and is considered to be less risky than XBM.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.TOXBM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

15.96%

-9.16%

Volatility (6M)

Calculated over the trailing 6-month period

15.64%

32.60%

-16.96%

Volatility (1Y)

Calculated over the trailing 1-year period

18.36%

38.06%

-19.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.89%

33.59%

-12.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.89%

32.80%

-11.91%

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

ENCL.TO has a 1.86% expense ratio, which is higher than XBM.TO's 0.60% expense ratio.


Dividends

ENCL.TO vs. XBM.TO - Dividend Comparison

ENCL.TO's dividend yield for the trailing twelve months is around 13.94%, more than XBM.TO's 0.70% yield.


PositionTTM20252024202320222021202020192018201720162015
ENCL.TO
Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD
13.94%17.14%18.56%4.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XBM.TO
iShares S&P/TSX Global Base Metals Index ETF
0.70%0.86%1.25%2.09%4.78%3.05%1.81%3.73%3.38%1.65%2.41%5.75%

Frequently Asked Questions


ENCL.TO and XBM.TO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XBM.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBM.TO is cheaper with a 0.60% expense ratio, compared with 1.86% for ENCL.TO.

They also come from different issuers: Global X and iShares. Their fees differ too: 1.86% for ENCL.TO and 0.60% for XBM.TO.

Portfolio Optimizer

Find the right allocation for ENCL.TO and XBM.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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