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FDV vs. GLCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FDV vs. GLCC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Federated Hermes U.S. Strategic Dividend ETF (FDV) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO).

FDV and GLCC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDV is an actively managed fund by Federated. It was launched on Nov 15, 2022. GLCC.TO is an actively managed fund by Global X. It was launched on Apr 11, 2011.

Performance

FDV vs. GLCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes U.S. Strategic Dividend ETF (FDV) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO). The values are adjusted to include any dividend payments, if applicable.

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FDV vs. GLCC.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022
FDV
Federated Hermes U.S. Strategic Dividend ETF		8.46%11.01%14.41%-2.16%1.92%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF		4.62%148.81%10.69%8.61%5.42%
Different Trading Currencies

FDV is traded in USD, while GLCC.TO is traded in CAD. To make them comparable, the GLCC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FDV achieves a 8.46% return, which is significantly higher than GLCC.TO's 4.62% return.

FDV

1D
0.84%
1M
-3.30%
YTD
8.46%
6M
9.53%
1Y
12.92%
3Y*
11.66%
5Y*
—
10Y*
—

GLCC.TO

1D
6.06%
1M
-20.00%
YTD
4.62%
6M
21.05%
1Y
92.55%
3Y*
42.22%
5Y*
22.79%
10Y*
16.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Federated Hermes U.S. Strategic Dividend ETF

Global X Gold Producer Equity Covered Call ETF

Often compared with FDV:
FDV vs. CGDVFDV vs. FDVVFDV vs. QQQFDV vs. SCHDFDV vs. DGRWFDV vs. KTECFDV vs. SPHD
Often compared with GLCC.TO:
GLCC.TO vs. AMAX.TOGLCC.TO vs. DXMO.TOGLCC.TO vs. BCCCGLCC.TO vs. GLDI.LGLCC.TO vs. WAF.AXGLCC.TO vs. IGLDGLCC.TO vs. 4GLD.DE

FDV vs. GLCC.TO - Expense Ratio Comparison

FDV has a 0.50% expense ratio, which is lower than GLCC.TO's 0.79% expense ratio.

GLCC.TO
Global X Gold Producer Equity Covered Call ETF
FDV
Federated Hermes U.S. Strategic Dividend ETF

Return for Risk

FDV vs. GLCC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FDV
FDV Risk / Return Rank: 5151
Overall Rank
FDV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FDV Sortino Ratio Rank: 5353
Sortino Ratio Rank
FDV Omega Ratio Rank: 4949
Omega Ratio Rank
FDV Calmar Ratio Rank: 4949
Calmar Ratio Rank
FDV Martin Ratio Rank: 5151
Martin Ratio Rank
GLCC.TO
GLCC.TO Risk / Return Rank: 9090
Overall Rank
GLCC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDV vs. GLCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes U.S. Strategic Dividend ETF (FDV) and Global X Gold Producer Equity Covered Call ETF (GLCC.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.

FDVGLCC.TODifference

Sharpe ratio

Return per unit of total volatility

0.90

2.16

-1.25

Sortino ratio

Return per unit of downside risk

1.34

2.42

-1.08

Omega ratio

Gain probability vs. loss probability

1.18

1.36

-0.19

Calmar ratio

Return relative to maximum drawdown

1.17

3.19

-2.02

Martin ratio

Return relative to average drawdown

4.71

12.15

-7.45

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FDV vs. GLCC.TO - Sharpe Ratio Comparison

The current FDV Sharpe Ratio is 0.90, which is lower than the GLCC.TO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of FDV and GLCC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

FDVGLCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.16

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.68

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.50

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.00

+0.78

Correlation

The correlation between FDV and GLCC.TO is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FDV vs. GLCC.TO - Dividend Comparison

FDV's dividend yield for the trailing twelve months is around 2.98%, less than GLCC.TO's 6.21% yield.

TTM20252024202320222021202020192018201720162015
FDV
Federated Hermes U.S. Strategic Dividend ETF		2.98%3.11%3.12%3.54%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF		6.21%6.01%10.30%11.16%10.08%6.31%6.47%4.58%5.62%7.09%9.21%11.63%

Drawdowns

FDV vs. GLCC.TO - Drawdown Comparison

The maximum FDV drawdown since its inception was -16.70%, smaller than the maximum GLCC.TO drawdown of -78.75%. Use the drawdown chart below to compare losses from any high point for FDV and GLCC.TO.

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Drawdown Indicators

FDVGLCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-16.70%

-71.12%

+54.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-28.86%

+17.84%

Max Drawdown (5Y)

Largest decline over 5 years

—

-37.60%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-44.83%

—

Current Drawdown

Current decline from peak

-3.30%

-18.48%

+15.18%

Average Drawdown

Average peak-to-trough decline

-3.99%

-34.62%

+30.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

7.54%

-4.79%

Volatility

FDV vs. GLCC.TO - Volatility Comparison

The current volatility for Federated Hermes U.S. Strategic Dividend ETF (FDV) is 3.08%, while Global X Gold Producer Equity Covered Call ETF (GLCC.TO) has a volatility of 17.43%. This indicates that FDV experiences smaller price fluctuations and is considered to be less risky than GLCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FDVGLCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

17.43%

-14.35%

Volatility (6M)

Calculated over the trailing 6-month period

6.93%

35.52%

-28.59%

Volatility (1Y)

Calculated over the trailing 1-year period

14.32%

43.15%

-28.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

33.75%

-20.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.78%

33.99%

-21.21%