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FEAT vs. BKCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEAT vs. BKCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) and Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO). The values are adjusted to include any dividend payments, if applicable.

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FEAT vs. BKCC.TO - Yearly Performance Comparison


2026 (YTD)20252024
FEAT
YieldMax Dorsey Wright Featured 5 Income ETF
-16.45%-4.21%-9.09%
BKCC.TO
Global X Equal Weight Canadian Bank Covered Call ETF
-0.43%34.19%-1.10%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, FEAT achieves a -16.45% return, which is significantly lower than BKCC.TO's -0.43% return.


FEAT

1D
4.90%
1M
-2.24%
YTD
-16.45%
6M
-27.06%
1Y
-9.49%
3Y*
5Y*
10Y*

BKCC.TO

1D
1.96%
1M
-5.57%
YTD
-0.43%
6M
10.75%
1Y
38.21%
3Y*
15.70%
5Y*
7.34%
10Y*
7.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEAT vs. BKCC.TO - Expense Ratio Comparison

FEAT has a 1.28% expense ratio, which is higher than BKCC.TO's 0.84% expense ratio.


Return for Risk

FEAT vs. BKCC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FEAT
FEAT Risk / Return Rank: 66
Overall Rank
FEAT Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FEAT Sortino Ratio Rank: 66
Sortino Ratio Rank
FEAT Omega Ratio Rank: 66
Omega Ratio Rank
FEAT Calmar Ratio Rank: 77
Calmar Ratio Rank
FEAT Martin Ratio Rank: 66
Martin Ratio Rank

BKCC.TO
BKCC.TO Risk / Return Rank: 9797
Overall Rank
BKCC.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BKCC.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
BKCC.TO Omega Ratio Rank: 9797
Omega Ratio Rank
BKCC.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
BKCC.TO Martin Ratio Rank: 9696
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.

FEAT vs. BKCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) and Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.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.


FEATBKCC.TODifference

Sharpe ratio

Return per unit of total volatility

-0.32

2.89

-3.21

Sortino ratio

Return per unit of downside risk

-0.25

3.93

-4.18

Omega ratio

Gain probability vs. loss probability

0.97

1.58

-0.61

Calmar ratio

Return relative to maximum drawdown

-0.29

4.41

-4.70

Martin ratio

Return relative to average drawdown

-0.70

20.16

-20.86

FEAT vs. BKCC.TO - Sharpe Ratio Comparison

The current FEAT Sharpe Ratio is -0.32, which is lower than the BKCC.TO Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of FEAT and BKCC.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


FEATBKCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

2.89

-3.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

-0.00

-0.71

Correlation

The correlation between FEAT and BKCC.TO is 0.43, 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

FEAT vs. BKCC.TO - Dividend Comparison

FEAT's dividend yield for the trailing twelve months is around 93.83%, more than BKCC.TO's 9.64% yield.


TTM20252024202320222021202020192018201720162015
FEAT
YieldMax Dorsey Wright Featured 5 Income ETF
93.83%76.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BKCC.TO
Global X Equal Weight Canadian Bank Covered Call ETF
9.64%10.43%12.30%10.93%8.23%5.52%5.92%5.44%6.24%5.76%5.79%7.35%

Drawdowns

FEAT vs. BKCC.TO - Drawdown Comparison

The maximum FEAT drawdown since its inception was -31.68%, smaller than the maximum BKCC.TO drawdown of -100.33%. Use the drawdown chart below to compare losses from any high point for FEAT and BKCC.TO.


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Drawdown Indicators


FEATBKCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.68%

-100.33%

+68.65%

Max Drawdown (1Y)

Largest decline over 1 year

-31.68%

-7.71%

-23.97%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

Current Drawdown

Current decline from peak

-28.34%

-100.00%

+71.66%

Average Drawdown

Average peak-to-trough decline

-12.15%

-99.92%

+87.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.03%

1.85%

+11.18%

Volatility

FEAT vs. BKCC.TO - Volatility Comparison

YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) has a higher volatility of 10.59% compared to Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO) at 5.73%. This indicates that FEAT's price experiences larger fluctuations and is considered to be riskier than BKCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEATBKCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

5.73%

+4.86%

Volatility (6M)

Calculated over the trailing 6-month period

23.69%

9.32%

+14.37%

Volatility (1Y)

Calculated over the trailing 1-year period

29.35%

13.30%

+16.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.11%

16.51%

+14.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.11%

19.93%

+11.18%