EQCL.TO vs. EQCC.TO
Compare and contrast key facts about Global X Enhanced All-Equity Asset Allocation Covered Call ETF CAD (EQCL.TO) and Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO).
EQCL.TO and EQCC.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. EQCC.TO is an actively managed fund by Global X. It was launched on May 28, 2024.
Performance
EQCL.TO vs. EQCC.TO - Performance Comparison
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EQCL.TO vs. EQCC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EQCL.TO Global X Enhanced All-Equity Asset Allocation Covered Call ETF CAD | -0.76% | 16.95% | 13.13% |
EQCC.TO Global X All-Equity Asset Allocation Covered Call ETF | -0.75% | 13.50% | 11.68% |
Returns By Period
The year-to-date returns for both investments are quite close, with EQCL.TO having a -0.76% return and EQCC.TO slightly higher at -0.75%.
EQCL.TO
- 1D
- 2.42%
- 1M
- -5.23%
- YTD
- -0.76%
- 6M
- 2.69%
- 1Y
- 16.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQCC.TO
- 1D
- 1.83%
- 1M
- -5.62%
- YTD
- -0.75%
- 6M
- 2.42%
- 1Y
- 13.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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EQCL.TO vs. EQCC.TO - Expense Ratio Comparison
EQCL.TO has a 2.20% expense ratio, which is higher than EQCC.TO's 0.65% expense ratio.
Return for Risk
EQCL.TO vs. EQCC.TO — Risk / Return Rank
EQCL.TO
EQCC.TO
EQCL.TO vs. EQCC.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 Global X All-Equity Asset Allocation Covered Call ETF (EQCC.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 | EQCC.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.83 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.13 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.01 | +0.09 |
Martin ratioReturn relative to average drawdown | 5.42 | 4.29 | +1.13 |
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 | EQCC.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.83 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.98 | +0.23 |
Correlation
The correlation between EQCL.TO and EQCC.TO is 0.41, 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. EQCC.TO - Dividend Comparison
EQCL.TO's dividend yield for the trailing twelve months is around 10.88%, more than EQCC.TO's 8.84% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EQCL.TO Global X Enhanced All-Equity Asset Allocation Covered Call ETF CAD | 10.88% | 11.51% | 10.96% | 2.87% |
EQCC.TO Global X All-Equity Asset Allocation Covered Call ETF | 8.84% | 9.43% | 5.38% | 0.00% |
Drawdowns
EQCL.TO vs. EQCC.TO - Drawdown Comparison
The maximum EQCL.TO drawdown since its inception was -18.97%, which is greater than EQCC.TO's maximum drawdown of -15.94%. Use the drawdown chart below to compare losses from any high point for EQCL.TO and EQCC.TO.
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Drawdown Indicators
| EQCL.TO | EQCC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.97% | -15.94% | -3.03% |
Max Drawdown (1Y)Largest decline over 1 year | -15.29% | -12.24% | -3.05% |
Current DrawdownCurrent decline from peak | -5.50% | -5.62% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -1.69% | -1.75% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.89% | +0.22% |
Volatility
EQCL.TO vs. EQCC.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 Global X All-Equity Asset Allocation Covered Call ETF (EQCC.TO) at 4.52%. This indicates that EQCL.TO's price experiences larger fluctuations and is considered to be riskier than EQCC.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 | EQCC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 4.52% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | 7.68% | +2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.48% | 15.94% | +3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.05% | 13.63% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | 13.63% | +1.42% |