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

Performance

ENCL.TO vs. XCLN.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 Global Clean Energy Index ETF (XCLN.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 36.74% return, which is significantly higher than XCLN.TO's 16.27% return.


ENCL.TO

1D
-2.26%
1M
7.64%
6M
26.39%
YTD
36.74%
1Y
49.31%
3Y*
5Y*
10Y*
ALL TIME*
20.00%

XCLN.TO

1D
4.72%
1M
-7.99%
6M
3.70%
YTD
16.27%
1Y
37.05%
3Y*
4.53%
5Y*
10Y*
ALL TIME*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$2.08MCA$1.69MCA$1.69M
CA$54.59KCA$78.19KCA$109.63K

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


2026 (YTD)202520242023
ENCL.TO
Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD
36.74%14.97%20.32%-11.68%
XCLN.TO
iShares Global Clean Energy Index ETF
16.27%35.62%-19.86%8.96%

Correlation

The correlation between ENCL.TO and XCLN.TO is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.04

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

0.02

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Return for Risk

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

Compare historical risk-adjusted metric ranks over the past 12 months.

ENCL.TO
ENCL.TO Risk / Return Rank: 8989
Overall Rank
ENCL.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ENCL.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
ENCL.TO Omega Ratio Rank: 8888
Omega Ratio Rank
ENCL.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
ENCL.TO Martin Ratio Rank: 8585
Martin Ratio Rank

XCLN.TO
XCLN.TO Risk / Return Rank: 3939
Overall Rank
XCLN.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XCLN.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
XCLN.TO Omega Ratio Rank: 3939
Omega Ratio Rank
XCLN.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
XCLN.TO Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ENCL.TO vs. XCLN.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 Global Clean Energy Index ETF (XCLN.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.TOXCLN.TODifference
Sharpe ratioReturn per unit of total volatility

+1.36

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.43

1.21

+0.22

Calmar ratioReturn relative to maximum drawdown

4.61

1.41

+3.20

Martin ratioReturn relative to average drawdown

13.32

4.79

+8.54

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

The current ENCL.TO Sharpe Ratio is 2.54, which is higher than the XCLN.TO Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of ENCL.TO and XCLN.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. XCLN.TO - Drawdown Comparison

The maximum ENCL.TO drawdown since its inception was -21.05%, smaller than the maximum XCLN.TO drawdown of -49.29%. Use the drawdown chart below to compare losses from any high point for ENCL.TO and XCLN.TO.


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Drawdown Indicators


ENCL.TOXCLN.TODifference

Max Drawdown

Largest peak-to-trough decline

-21.05%

-49.29%

+28.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-26.42%

+15.67%

Max Drawdown (3Y)

Largest decline over 3 years

-33.68%

Current Drawdown

Current decline from peak

-3.57%

-19.53%

+15.96%

Average Drawdown

Average peak-to-trough decline

-4.80%

-25.25%

+20.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

7.76%

-4.05%

Volatility

ENCL.TO vs. XCLN.TO - Volatility Comparison

The current volatility for Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.TO) is 7.31%, while iShares Global Clean Energy Index ETF (XCLN.TO) has a volatility of 11.05%. This indicates that ENCL.TO experiences smaller price fluctuations and is considered to be less risky than XCLN.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.TOXCLN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

11.05%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

16.20%

25.34%

-9.14%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

31.61%

-12.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.00%

26.45%

-5.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.00%

26.45%

-5.45%

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

ENCL.TO has a 1.86% expense ratio, which is higher than XCLN.TO's 0.35% expense ratio.


Dividends

ENCL.TO vs. XCLN.TO - Dividend Comparison

ENCL.TO's dividend yield for the trailing twelve months is around 13.75%, more than XCLN.TO's 0.88% yield.


PositionTTM2025202420232022
ENCL.TO
Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD
13.75%17.14%18.56%4.68%0.00%
XCLN.TO
iShares Global Clean Energy Index ETF
0.88%1.51%1.24%1.15%0.39%

Frequently Asked Questions


ENCL.TO and XCLN.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, XCLN.TO is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCLN.TO is cheaper with a 0.35% expense ratio, compared with 1.86% for ENCL.TO.

ENCL.TO is categorized as Energy Equities, while XCLN.TO is Alternative Energy Equities. They also come from different issuers: Global X and iShares. Their fees differ too: 1.86% for ENCL.TO and 0.35% for XCLN.TO.

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