PortfoliosLab logoPortfoliosLab logo
EQCC.TO vs. GLCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQCC.TO vs. GLCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)20252024
EQCC.TO
Global X All-Equity Asset Allocation Covered Call ETF
-0.75%13.50%11.68%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
5.98%137.43%2.97%

Returns By Period

In the year-to-date period, EQCC.TO achieves a -0.75% return, which is significantly lower than GLCC.TO's 5.98% return.


EQCC.TO

1D
1.83%
1M
-5.62%
YTD
-0.75%
6M
2.42%
1Y
13.13%
3Y*
5Y*
10Y*

GLCC.TO

1D
5.95%
1M
-18.48%
YTD
5.98%
6M
20.90%
1Y
86.11%
3Y*
43.56%
5Y*
25.34%
10Y*
17.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

EQCC.TO has a 0.65% expense ratio, which is lower than GLCC.TO's 0.79% expense ratio.


Return for Risk

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

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

EQCC.TO
EQCC.TO Risk / Return Rank: 4545
Overall Rank
EQCC.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EQCC.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
EQCC.TO Omega Ratio Rank: 5858
Omega Ratio Rank
EQCC.TO Calmar Ratio Rank: 3838
Calmar Ratio Rank
EQCC.TO Martin Ratio Rank: 4444
Martin Ratio Rank

GLCC.TO
GLCC.TO Risk / Return Rank: 9090
Overall Rank
GLCC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 9191
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) and Global X Gold Producer Equity Covered Call ETF (GLCC.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.


EQCC.TOGLCC.TODifference

Sharpe ratio

Return per unit of total volatility

0.83

2.10

-1.27

Sortino ratio

Return per unit of downside risk

1.13

2.39

-1.26

Omega ratio

Gain probability vs. loss probability

1.22

1.36

-0.14

Calmar ratio

Return relative to maximum drawdown

1.01

3.04

-2.03

Martin ratio

Return relative to average drawdown

4.29

11.66

-7.36

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

The current EQCC.TO Sharpe Ratio is 0.83, which is lower than the GLCC.TO Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of EQCC.TO and GLCC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EQCC.TOGLCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

2.10

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.00

+0.98

Correlation

The correlation between EQCC.TO and GLCC.TO is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EQCC.TO vs. GLCC.TO - Dividend Comparison

EQCC.TO's dividend yield for the trailing twelve months is around 8.84%, more than GLCC.TO's 6.21% yield.


TTM20252024202320222021202020192018201720162015
EQCC.TO
Global X All-Equity Asset Allocation Covered Call ETF
8.84%9.43%5.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
6.21%6.01%10.30%11.16%10.08%6.31%6.47%4.58%5.62%7.09%9.21%11.63%

Drawdowns

EQCC.TO vs. GLCC.TO - Drawdown Comparison

The maximum EQCC.TO drawdown since its inception was -15.94%, smaller than the maximum GLCC.TO drawdown of -71.12%. Use the drawdown chart below to compare losses from any high point for EQCC.TO and GLCC.TO.


Loading graphics...

Drawdown Indicators


EQCC.TOGLCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.94%

-71.12%

+55.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-28.86%

+16.62%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

Max Drawdown (10Y)

Largest decline over 10 years

-44.83%

Current Drawdown

Current decline from peak

-5.62%

-18.48%

+12.86%

Average Drawdown

Average peak-to-trough decline

-1.75%

-34.62%

+32.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

7.54%

-4.65%

Volatility

EQCC.TO vs. GLCC.TO - Volatility Comparison

The current volatility for Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) is 4.52%, while Global X Gold Producer Equity Covered Call ETF (GLCC.TO) has a volatility of 17.09%. This indicates that EQCC.TO experiences smaller price fluctuations and is considered to be less risky than GLCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EQCC.TOGLCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

17.09%

-12.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

34.47%

-26.79%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

41.29%

-25.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.63%

31.17%

-17.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.63%

31.75%

-18.12%