GLCC.TO vs. FDV
Compare and contrast key facts about Global X Gold Producer Equity Covered Call ETF (GLCC.TO) and Federated Hermes U.S. Strategic Dividend ETF (FDV).
GLCC.TO and FDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLCC.TO is an actively managed fund by Global X. It was launched on Apr 11, 2011. FDV is an actively managed fund by Federated. It was launched on Nov 15, 2022.
Performance
GLCC.TO vs. FDV - Performance Comparison
Loading graphics...
GLCC.TO vs. FDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GLCC.TO Global X Gold Producer Equity Covered Call ETF | 5.98% | 137.43% | 20.18% | 6.19% | 7.16% |
FDV Federated Hermes U.S. Strategic Dividend ETF | 9.92% | 5.92% | 24.23% | -4.31% | 3.56% |
Different Trading Currencies
GLCC.TO is traded in CAD, while FDV is traded in USD. To make them comparable, the FDV values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, GLCC.TO achieves a 5.98% return, which is significantly lower than FDV's 9.92% return.
GLCC.TO
- 1D
- 5.95%
- 1M
- -18.48%
- YTD
- 5.98%
- 6M
- 20.90%
- 1Y
- 86.11%
- 3Y*
- 43.56%
- 5Y*
- 25.34%
- 10Y*
- 17.68%
FDV
- 1D
- 0.73%
- 1M
- -1.39%
- YTD
- 9.92%
- 6M
- 9.43%
- 1Y
- 9.16%
- 3Y*
- 12.72%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GLCC.TO vs. FDV - Expense Ratio Comparison
GLCC.TO has a 0.79% expense ratio, which is higher than FDV's 0.50% expense ratio.
Return for Risk
GLCC.TO vs. FDV — Risk / Return Rank
GLCC.TO
FDV
GLCC.TO vs. FDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Gold Producer Equity Covered Call ETF (GLCC.TO) and Federated Hermes U.S. Strategic Dividend ETF (FDV). 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.
| GLCC.TO | FDV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 0.64 | +1.45 |
Sortino ratioReturn per unit of downside risk | 2.39 | 0.96 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.13 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.04 | 0.83 | +2.22 |
Martin ratioReturn relative to average drawdown | 11.66 | 2.29 | +9.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GLCC.TO | FDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 0.64 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.94 | -0.94 |
Correlation
The correlation between GLCC.TO and FDV is 0.06, 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
GLCC.TO vs. FDV - Dividend Comparison
GLCC.TO's dividend yield for the trailing twelve months is around 6.21%, more than FDV's 2.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
GLCC.TO vs. FDV - Drawdown Comparison
The maximum GLCC.TO drawdown since its inception was -71.12%, which is greater than FDV's maximum drawdown of -14.07%. Use the drawdown chart below to compare losses from any high point for GLCC.TO and FDV.
Loading graphics...
Drawdown Indicators
| GLCC.TO | FDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.12% | -16.70% | -54.42% |
Max Drawdown (1Y)Largest decline over 1 year | -28.86% | -11.02% | -17.84% |
Max Drawdown (5Y)Largest decline over 5 years | -37.60% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.83% | — | — |
Current DrawdownCurrent decline from peak | -18.48% | -3.30% | -15.18% |
Average DrawdownAverage peak-to-trough decline | -34.62% | -3.99% | -30.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.54% | 2.75% | +4.79% |
Volatility
GLCC.TO vs. FDV - Volatility Comparison
Global X Gold Producer Equity Covered Call ETF (GLCC.TO) has a higher volatility of 17.09% compared to Federated Hermes U.S. Strategic Dividend ETF (FDV) at 3.39%. This indicates that GLCC.TO's price experiences larger fluctuations and is considered to be riskier than FDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GLCC.TO | FDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.09% | 3.39% | +13.70% |
Volatility (6M)Calculated over the trailing 6-month period | 34.47% | 7.31% | +27.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.29% | 14.29% | +27.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.17% | 12.05% | +19.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.75% | 12.05% | +19.70% |