EQCC.TO vs. YCST.NEO
EQCC.TO (Global X All-Equity Asset Allocation Covered Call ETF) and YCST.NEO (Costco (COST) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past year, EQCC.TO returned 28.46% vs -7.85% for YCST.NEO. At a 0.04 correlation, their price movements are largely independent. EQCC.TO charges 0.65%/yr vs 0.40%/yr for YCST.NEO.
Performance
EQCC.TO vs. YCST.NEO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EQCC.TO having a 12.84% return and YCST.NEO slightly lower at 12.72%.
EQCC.TO
- 1D
- 2.44%
- 1M
- 7.82%
- YTD
- 12.84%
- 6M
- 12.97%
- 1Y
- 28.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YCST.NEO
- 1D
- 0.77%
- 1M
- -5.63%
- YTD
- 12.72%
- 6M
- 5.30%
- 1Y
- -7.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQCC.TO vs. YCST.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EQCC.TO Global X All-Equity Asset Allocation Covered Call ETF | 12.84% | 11.07% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 12.72% | -16.43% |
Correlation
The correlation between EQCC.TO and YCST.NEO 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 Feb 21, 2025 | 0.04 |
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Return for Risk
EQCC.TO vs. YCST.NEO — Risk / Return Rank
EQCC.TO
YCST.NEO
EQCC.TO vs. YCST.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 Costco (COST) Yield Shares Purpose ETF (YCST.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 | YCST.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.89 | ||
| Sortino ratioReturn per unit of downside risk | +3.94 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 0.95 | +0.63 |
| Calmar ratioReturn relative to maximum drawdown | 3.96 | -0.40 | +4.36 |
| Martin ratioReturn relative to average drawdown | 15.65 | -0.81 | +16.45 |
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 | YCST.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | -0.38 | +2.89 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | -0.18 | +1.59 |
Drawdowns
EQCC.TO vs. YCST.NEO - Drawdown Comparison
The maximum EQCC.TO drawdown since its inception was -15.94%, smaller than the maximum YCST.NEO drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for EQCC.TO and YCST.NEO.
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Drawdown Indicators
| EQCC.TO | YCST.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.94% | -19.70% | +3.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -19.54% | +12.22% |
Current DrawdownCurrent decline from peak | 0.00% | -12.62% | +12.62% |
Average DrawdownAverage peak-to-trough decline | -1.73% | -8.56% | +6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 9.91% | -8.06% |
Volatility
EQCC.TO vs. YCST.NEO - Volatility Comparison
The current volatility for Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) is 6.07%, while Costco (COST) Yield Shares Purpose ETF (YCST.NEO) has a volatility of 10.33%. This indicates that EQCC.TO experiences smaller price fluctuations and is considered to be less risky than YCST.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 | YCST.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 10.33% | -4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 16.64% | -7.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 20.54% | -8.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 25.22% | -11.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.94% | 25.22% | -11.28% |
EQCC.TO vs. YCST.NEO - Expense Ratio Comparison
EQCC.TO has a 0.65% expense ratio, which is higher than YCST.NEO's 0.40% expense ratio.
Dividends
EQCC.TO vs. YCST.NEO - Dividend Comparison
EQCC.TO's dividend yield for the trailing twelve months is around 8.68%, less than YCST.NEO's 14.01% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EQCC.TO Global X All-Equity Asset Allocation Covered Call ETF | 8.68% | 9.43% | 5.38% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 14.01% | 10.21% | 0.00% |
Frequently Asked Questions
EQCC.TO and YCST.NEO 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, YCST.NEO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YCST.NEO is cheaper with a 0.40% expense ratio, compared with 0.65% for EQCC.TO.
They also come from different issuers: Global X and Purpose Investments. Their fees differ too: 0.65% for EQCC.TO and 0.40% for YCST.NEO.
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