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

Performance

EQCC.TO vs. GOGY.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 Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.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, EQCC.TO achieves a 12.84% return, which is significantly lower than GOGY.TO's 14.33% return.


EQCC.TO

1D
2.44%
1M
7.82%
YTD
12.84%
6M
12.97%
1Y
28.46%
3Y*
5Y*
10Y*

GOGY.TO

1D
-0.88%
1M
-5.59%
YTD
14.33%
6M
10.62%
1Y
123.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between EQCC.TO and GOGY.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2025

0.26

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Return for Risk

EQCC.TO vs. GOGY.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: 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

GOGY.TO
GOGY.TO Risk / Return Rank: 9393
Overall Rank
GOGY.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOGY.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOGY.TO Omega Ratio Rank: 9292
Omega Ratio Rank
GOGY.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
GOGY.TO Martin Ratio Rank: 9292
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. GOGY.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 Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.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.TOGOGY.TODifference
Sharpe ratioReturn per unit of total volatility

-1.57

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.58

1.62

-0.03

Calmar ratioReturn relative to maximum drawdown

3.96

6.19

-2.23

Martin ratioReturn relative to average drawdown

15.65

22.77

-7.13

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

The current EQCC.TO Sharpe Ratio is 2.51, which is lower than the GOGY.TO Sharpe Ratio of 4.08. The chart below compares the historical Sharpe Ratios of EQCC.TO and GOGY.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


EQCC.TOGOGY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

4.08

-1.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

2.31

-0.90

Drawdowns

EQCC.TO vs. GOGY.TO - Drawdown Comparison

The maximum EQCC.TO drawdown since its inception was -15.94%, smaller than the maximum GOGY.TO drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for EQCC.TO and GOGY.TO.


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Drawdown Indicators


EQCC.TOGOGY.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.94%

-20.87%

+4.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-20.14%

+12.82%

Current Drawdown

Current decline from peak

0.00%

-10.57%

+10.57%

Average Drawdown

Average peak-to-trough decline

-1.73%

-5.07%

+3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

5.47%

-3.62%

Volatility

EQCC.TO vs. GOGY.TO - Volatility Comparison

The current volatility for Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) is 6.07%, while Harvest Alphabet Enhanced High Income Shares ETF Class A Units (GOGY.TO) has a volatility of 9.16%. This indicates that EQCC.TO experiences smaller price fluctuations and is considered to be less risky than GOGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQCC.TOGOGY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

9.16%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

21.42%

-12.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.56%

30.67%

-19.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

34.61%

-20.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.94%

34.61%

-20.67%

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

EQCC.TO has a 0.65% expense ratio, which is higher than GOGY.TO's 0.40% expense ratio.


Dividends

EQCC.TO vs. GOGY.TO - Dividend Comparison

EQCC.TO's dividend yield for the trailing twelve months is around 8.68%, less than GOGY.TO's 12.78% yield.


Frequently Asked Questions


EQCC.TO and GOGY.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GOGY.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GOGY.TO is cheaper with a 0.40% expense ratio, compared with 0.65% for EQCC.TO.

They also come from different issuers: Global X and Harvest. Their fees differ too: 0.65% for EQCC.TO and 0.40% for GOGY.TO.

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