EQCC.TO vs. YAVG.NEO
EQCC.TO (Global X All-Equity Asset Allocation Covered Call ETF) and YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past year, EQCC.TO returned 28.46% vs 133.32% for YAVG.NEO. At a 0.15 correlation, their price movements are largely independent.
Performance
EQCC.TO vs. YAVG.NEO - Performance Comparison
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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 YAVG.NEO's 59.96% return.
EQCC.TO
- 1D
- 2.44%
- 1M
- 7.82%
- YTD
- 12.84%
- 6M
- 12.97%
- 1Y
- 28.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YAVG.NEO
- 1D
- -0.50%
- 1M
- 16.03%
- YTD
- 59.96%
- 6M
- 46.17%
- 1Y
- 133.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQCC.TO vs. YAVG.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EQCC.TO Global X All-Equity Asset Allocation Covered Call ETF | 12.84% | 11.07% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 59.96% | 57.91% |
Correlation
The correlation between EQCC.TO and YAVG.NEO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | 0.15 |
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Return for Risk
EQCC.TO vs. YAVG.NEO — Risk / Return Rank
EQCC.TO
YAVG.NEO
EQCC.TO vs. YAVG.NEO - 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 Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO). 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.TO | YAVG.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.50 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.96 | 5.18 | -1.22 |
| Martin ratioReturn relative to average drawdown | 15.65 | 15.35 | +0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQCC.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | 2.81 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 2.03 | -0.62 |
Drawdowns
EQCC.TO vs. YAVG.NEO - Drawdown Comparison
The maximum EQCC.TO drawdown since its inception was -15.94%, smaller than the maximum YAVG.NEO drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for EQCC.TO and YAVG.NEO.
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Drawdown Indicators
| EQCC.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.94% | -39.57% | +23.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -25.90% | +18.58% |
Current DrawdownCurrent decline from peak | 0.00% | -0.50% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -1.73% | -8.26% | +6.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 8.72% | -6.87% |
Volatility
EQCC.TO vs. YAVG.NEO - Volatility Comparison
The current volatility for Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) is 6.07%, while Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a volatility of 11.15%. This indicates that EQCC.TO experiences smaller price fluctuations and is considered to be less risky than YAVG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQCC.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 11.15% | -5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 37.61% | -28.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 47.84% | -36.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 52.43% | -38.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.94% | 52.43% | -38.49% |
Dividends
EQCC.TO vs. YAVG.NEO - Dividend Comparison
EQCC.TO's dividend yield for the trailing twelve months is around 8.68%, less than YAVG.NEO's 21.76% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EQCC.TO Global X All-Equity Asset Allocation Covered Call ETF | 8.68% | 9.43% | 5.38% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 21.76% | 8.90% | 0.00% |
Frequently Asked Questions
EQCC.TO and YAVG.NEO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Global X and Purpose Investments.
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