EQCC.TO vs. YGOG.NEO
EQCC.TO (Global X All-Equity Asset Allocation Covered Call ETF) and YGOG.NEO (Alphabet (GOOGL) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past year, EQCC.TO returned 28.46% vs 119.67% for YGOG.NEO. At a 0.21 correlation, their price movements are largely independent. EQCC.TO charges 0.65%/yr vs 0.40%/yr for YGOG.NEO.
Performance
EQCC.TO vs. YGOG.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 higher than YGOG.NEO's 10.76% return.
EQCC.TO
- 1D
- 2.44%
- 1M
- 7.82%
- YTD
- 12.84%
- 6M
- 12.97%
- 1Y
- 28.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YGOG.NEO
- 1D
- -0.97%
- 1M
- -7.79%
- YTD
- 10.76%
- 6M
- 8.82%
- 1Y
- 119.67%
- 3Y*
- 45.35%
- 5Y*
- —
- 10Y*
- —
EQCC.TO vs. YGOG.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EQCC.TO Global X All-Equity Asset Allocation Covered Call ETF | 12.84% | 13.50% | 11.68% |
YGOG.NEO Alphabet (GOOGL) Yield Shares Purpose ETF | 10.76% | 69.45% | 18.15% |
Correlation
The correlation between EQCC.TO and YGOG.NEO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 31, 2024 | 0.21 |
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Return for Risk
EQCC.TO vs. YGOG.NEO — Risk / Return Rank
EQCC.TO
YGOG.NEO
EQCC.TO vs. YGOG.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 Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.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 | YGOG.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.61 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.96 | 5.52 | -1.56 |
| Martin ratioReturn relative to average drawdown | 15.65 | 20.61 | -4.96 |
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 | YGOG.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | 3.77 | -1.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 1.62 | -0.21 |
Drawdowns
EQCC.TO vs. YGOG.NEO - Drawdown Comparison
The maximum EQCC.TO drawdown since its inception was -15.94%, smaller than the maximum YGOG.NEO drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for EQCC.TO and YGOG.NEO.
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Drawdown Indicators
| EQCC.TO | YGOG.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.94% | -33.45% | +17.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -21.82% | +14.50% |
Max Drawdown (3Y)Largest decline over 3 years | — | -33.45% | — |
Current DrawdownCurrent decline from peak | 0.00% | -11.86% | +11.86% |
Average DrawdownAverage peak-to-trough decline | -1.73% | -7.59% | +5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 5.83% | -3.98% |
Volatility
EQCC.TO vs. YGOG.NEO - Volatility Comparison
The current volatility for Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) is 6.07%, while Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO) has a volatility of 11.10%. This indicates that EQCC.TO experiences smaller price fluctuations and is considered to be less risky than YGOG.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 | YGOG.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 11.10% | -5.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 22.75% | -13.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 32.02% | -20.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 32.94% | -19.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.94% | 32.94% | -19.00% |
EQCC.TO vs. YGOG.NEO - Expense Ratio Comparison
EQCC.TO has a 0.65% expense ratio, which is higher than YGOG.NEO's 0.40% expense ratio.
Dividends
EQCC.TO vs. YGOG.NEO - Dividend Comparison
EQCC.TO's dividend yield for the trailing twelve months is around 8.68%, more than YGOG.NEO's 8.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
EQCC.TO Global X All-Equity Asset Allocation Covered Call ETF | 8.68% | 9.43% | 5.38% | 0.00% | 0.00% |
YGOG.NEO Alphabet (GOOGL) Yield Shares Purpose ETF | 8.15% | 5.84% | 14.19% | 7.22% | 0.91% |
Frequently Asked Questions
EQCC.TO and YGOG.NEO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YGOG.NEO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YGOG.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. Their fees differ too: 0.65% for EQCC.TO and 0.40% for YGOG.NEO.
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