EQCL.TO vs. CYH.TO
Compare and contrast key facts about Global X Enhanced All-Equity Asset Allocation Covered Call ETF CAD (EQCL.TO) and iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO).
EQCL.TO and CYH.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQCL.TO is an actively managed fund by Global X. It was launched on Oct 10, 2023. CYH.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Jan 15, 2008.
Performance
EQCL.TO vs. CYH.TO - Performance Comparison
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EQCL.TO vs. CYH.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EQCL.TO Global X Enhanced All-Equity Asset Allocation Covered Call ETF CAD | -0.76% | 16.95% | 24.04% | 3.94% |
CYH.TO iShares Global Monthly Dividend Index ETF (CAD-Hedged) | 8.39% | 18.77% | 12.29% | 9.62% |
Returns By Period
In the year-to-date period, EQCL.TO achieves a -0.76% return, which is significantly lower than CYH.TO's 8.39% return.
EQCL.TO
- 1D
- 2.42%
- 1M
- -5.23%
- YTD
- -0.76%
- 6M
- 2.69%
- 1Y
- 16.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CYH.TO
- 1D
- 1.19%
- 1M
- -1.99%
- YTD
- 8.39%
- 6M
- 11.63%
- 1Y
- 20.90%
- 3Y*
- 14.80%
- 5Y*
- 9.42%
- 10Y*
- 8.28%
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EQCL.TO vs. CYH.TO - Expense Ratio Comparison
EQCL.TO has a 2.20% expense ratio, which is higher than CYH.TO's 0.66% expense ratio.
Return for Risk
EQCL.TO vs. CYH.TO — Risk / Return Rank
EQCL.TO
CYH.TO
EQCL.TO vs. CYH.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced All-Equity Asset Allocation Covered Call ETF CAD (EQCL.TO) and iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.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.
| EQCL.TO | CYH.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.39 | -0.55 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.99 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.31 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.87 | -0.76 |
Martin ratioReturn relative to average drawdown | 5.42 | 10.00 | -4.57 |
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
| EQCL.TO | CYH.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.39 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.32 | +0.89 |
Correlation
The correlation between EQCL.TO and CYH.TO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EQCL.TO vs. CYH.TO - Dividend Comparison
EQCL.TO's dividend yield for the trailing twelve months is around 10.88%, more than CYH.TO's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQCL.TO Global X Enhanced All-Equity Asset Allocation Covered Call ETF CAD | 10.88% | 11.51% | 10.96% | 2.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CYH.TO iShares Global Monthly Dividend Index ETF (CAD-Hedged) | 3.41% | 3.77% | 4.33% | 4.68% | 4.72% | 3.89% | 4.51% | 4.01% | 3.98% | 3.03% | 3.39% | 3.84% |
Drawdowns
EQCL.TO vs. CYH.TO - Drawdown Comparison
The maximum EQCL.TO drawdown since its inception was -18.97%, smaller than the maximum CYH.TO drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for EQCL.TO and CYH.TO.
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Drawdown Indicators
| EQCL.TO | CYH.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.97% | -61.48% | +42.51% |
Max Drawdown (1Y)Largest decline over 1 year | -15.29% | -11.35% | -3.94% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.30% | — |
Current DrawdownCurrent decline from peak | -5.50% | -2.61% | -2.89% |
Average DrawdownAverage peak-to-trough decline | -1.69% | -10.02% | +8.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.12% | +0.99% |
Volatility
EQCL.TO vs. CYH.TO - Volatility Comparison
Global X Enhanced All-Equity Asset Allocation Covered Call ETF CAD (EQCL.TO) has a higher volatility of 7.26% compared to iShares Global Monthly Dividend Index ETF (CAD-Hedged) (CYH.TO) at 4.10%. This indicates that EQCL.TO's price experiences larger fluctuations and is considered to be riskier than CYH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQCL.TO | CYH.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 4.10% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | 7.40% | +2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.48% | 15.15% | +4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.05% | 13.59% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | 17.06% | -2.01% |