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

Performance

FEAT vs. ENCL.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 Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.TO). The values are adjusted to include any dividend payments, if applicable.

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FEAT vs. ENCL.TO - Yearly Performance Comparison


Different Trading Currencies

FEAT is traded in USD, while ENCL.TO is traded in CAD. To make them comparable, the ENCL.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 ENCL.TO's 29.17% return.


FEAT

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

ENCL.TO

1D
0.00%
1M
9.67%
YTD
29.17%
6M
32.32%
1Y
45.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEAT vs. ENCL.TO - Expense Ratio Comparison

FEAT has a 1.28% expense ratio, which is lower than ENCL.TO's 1.86% expense ratio.


Return for Risk

FEAT vs. ENCL.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

ENCL.TO
ENCL.TO Risk / Return Rank: 8484
Overall Rank
ENCL.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ENCL.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
ENCL.TO Omega Ratio Rank: 9191
Omega Ratio Rank
ENCL.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
ENCL.TO Martin Ratio Rank: 7878
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. ENCL.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 Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.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.


FEATENCL.TODifference

Sharpe ratio

Return per unit of total volatility

-0.32

2.02

-2.34

Sortino ratio

Return per unit of downside risk

-0.25

2.46

-2.71

Omega ratio

Gain probability vs. loss probability

0.97

1.41

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.29

2.27

-2.56

Martin ratio

Return relative to average drawdown

-0.70

10.51

-11.21

FEAT vs. ENCL.TO - Sharpe Ratio Comparison

The current FEAT Sharpe Ratio is -0.32, which is lower than the ENCL.TO Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of FEAT and ENCL.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


FEATENCL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

2.02

-2.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

1.15

-1.87

Correlation

The correlation between FEAT and ENCL.TO is 0.18, 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

FEAT vs. ENCL.TO - Dividend Comparison

FEAT's dividend yield for the trailing twelve months is around 93.83%, more than ENCL.TO's 13.37% yield.


Drawdowns

FEAT vs. ENCL.TO - Drawdown Comparison

The maximum FEAT drawdown since its inception was -31.68%, which is greater than ENCL.TO's maximum drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for FEAT and ENCL.TO.


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Drawdown Indicators


FEATENCL.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.68%

-21.05%

-10.63%

Max Drawdown (1Y)

Largest decline over 1 year

-31.68%

-20.51%

-11.17%

Current Drawdown

Current decline from peak

-28.34%

0.00%

-28.34%

Average Drawdown

Average peak-to-trough decline

-12.15%

-3.96%

-8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.03%

5.27%

+7.76%

Volatility

FEAT vs. ENCL.TO - Volatility Comparison

YieldMax Dorsey Wright Featured 5 Income ETF (FEAT) has a higher volatility of 10.59% compared to Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.TO) at 3.19%. This indicates that FEAT's price experiences larger fluctuations and is considered to be riskier than ENCL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEATENCL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

3.19%

+7.40%

Volatility (6M)

Calculated over the trailing 6-month period

23.69%

12.75%

+10.94%

Volatility (1Y)

Calculated over the trailing 1-year period

29.35%

22.60%

+6.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.11%

21.11%

+10.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.11%

21.11%

+10.00%