PortfoliosLab logoPortfoliosLab logo
FEAT vs. CBNK.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEAT vs. CBNK.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 Mulvihill Canadian Bank Enhanced Yield ETF (CBNK.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FEAT is traded in USD, while CBNK.TO is traded in CAD. To make them comparable, the CBNK.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 -6.90% return, which is significantly lower than CBNK.TO's 24.00% return.


FEAT

1D
-1.95%
1M
-1.13%
YTD
-6.90%
6M
-9.68%
1Y
-8.68%
3Y*
5Y*
10Y*

CBNK.TO

1D
0.02%
1M
5.59%
YTD
24.00%
6M
32.69%
1Y
76.91%
3Y*
37.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEAT vs. CBNK.TO - Yearly Performance Comparison


2026 (YTD)20252024
FEAT
YieldMax Dorsey Wright Featured 5 Income ETF
-6.90%-4.21%-9.09%
CBNK.TO
Mulvihill Canadian Bank Enhanced Yield ETF
24.00%58.94%-1.79%

Correlation

The correlation between FEAT and CBNK.TO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2024

0.41

Compare stocks, funds, or ETFs

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


Return for Risk

FEAT vs. CBNK.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: 66
Calmar Ratio Rank
FEAT Martin Ratio Rank: 66
Martin Ratio Rank

CBNK.TO
CBNK.TO Risk / Return Rank: 9696
Overall Rank
CBNK.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CBNK.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
CBNK.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CBNK.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CBNK.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. CBNK.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 Mulvihill Canadian Bank Enhanced Yield ETF (CBNK.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.


FEATCBNK.TODifference
Sharpe ratioReturn per unit of total volatility

-4.96

Sortino ratioReturn per unit of downside risk

-6.33

Omega ratioGain probability vs. loss probability

0.97

1.77

-0.80

Calmar ratioReturn relative to maximum drawdown

-0.28

7.06

-7.34

Martin ratioReturn relative to average drawdown

-0.56

30.68

-31.24

FEAT vs. CBNK.TO - Sharpe Ratio Comparison

The current FEAT Sharpe Ratio is -0.31, which is lower than the CBNK.TO Sharpe Ratio of 4.65. The chart below compares the historical Sharpe Ratios of FEAT and CBNK.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FEATCBNK.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

4.65

-4.96

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

0.81

-1.26

Drawdowns

FEAT vs. CBNK.TO - Drawdown Comparison

The maximum FEAT drawdown since its inception was -31.68%, smaller than the maximum CBNK.TO drawdown of -38.51%. Use the drawdown chart below to compare losses from any high point for FEAT and CBNK.TO.


Loading charts...

Drawdown Indicators


FEATCBNK.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.68%

-38.51%

+6.83%

Max Drawdown (1Y)

Largest decline over 1 year

-31.68%

-10.94%

-20.74%

Max Drawdown (3Y)

Largest decline over 3 years

-22.07%

Current Drawdown

Current decline from peak

-20.14%

-2.92%

-17.22%

Average Drawdown

Average peak-to-trough decline

-13.20%

-14.36%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.65%

2.51%

+13.14%

Volatility

FEAT vs. CBNK.TO - Volatility Comparison

YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) has a higher volatility of 6.90% compared to Mulvihill Canadian Bank Enhanced Yield ETF (CBNK.TO) at 5.64%. This indicates that FEAT's price experiences larger fluctuations and is considered to be riskier than CBNK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FEATCBNK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

5.64%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

19.55%

14.21%

+5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

27.94%

16.62%

+11.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.33%

20.39%

+9.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.33%

20.39%

+9.94%

Dividends

FEAT vs. CBNK.TO - Dividend Comparison

FEAT's dividend yield for the trailing twelve months is around 89.83%, more than CBNK.TO's 5.94% yield.


PositionTTM2025202420232022
CBNK.TO
Mulvihill Canadian Bank Enhanced Yield ETF
5.94%5.86%8.25%9.59%7.85%
FEAT
YieldMax Dorsey Wright Featured 5 Income ETF
89.83%76.35%0.00%0.00%0.00%

Frequently Asked Questions


FEAT and CBNK.TO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: YieldMax and Mulvihill.

Portfolio Optimizer

Find the right allocation for FEAT and CBNK.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer