GLCC.TO vs. FICO

Last updated Jun 14, 2026

GLCC.TO (Global X Gold Producer Equity Covered Call ETF) is Derivative Income fund actively managed by Global X, while FICO (Fair Isaac Corporation) is a stock. Over the past 10 years, GLCC.TO returned 13.89%/yr vs 27.70%/yr for FICO. At a 0.07 correlation, their price movements are largely independent.

Performance

GLCC.TO vs. FICO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Gold Producer Equity Covered Call ETF (GLCC.TO) and Fair Isaac Corporation (FICO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

GLCC.TO is traded in CAD, while FICO is traded in USD. To make them comparable, the FICO 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 -5.15% return, which is significantly higher than FICO's -28.84% return. Over the past 10 years, GLCC.TO has underperformed FICO with an annualized return of 13.89%, while FICO has yielded a comparatively higher 27.70% annualized return.

GLCC.TO

• 1D: 2.91%
• 1M: -6.20%
• YTD: -5.15%
• 6M: -3.63%
• 1Y: 48.60%
• 3Y*: 40.00%
• 5Y*: 20.22%
• 10Y*: 13.89%

FICO

• 1D: -0.34%
• 1M: 9.28%
• YTD: -28.84%
• 6M: -35.17%
• 1Y: -32.10%
• 3Y*: 15.43%
• 5Y*: 21.97%
• 10Y*: 27.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GLCC.TO vs. FICO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GLCC.TO Global X Gold Producer Equity Covered Call ETF	-5.15%	137.43%	20.18%	6.19%	-1.80%	-9.38%	15.00%	38.71%	-0.38%	7.32%
FICO Fair Isaac Corporation	-28.84%	-18.96%	85.52%	89.84%	46.77%	-15.18%	33.16%	92.11%	32.33%	19.82%

Correlation

The correlation between GLCC.TO and FICO is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (10Y) Calculated over the trailing 10-year period	0.05
Correlation (All Time) Calculated using the full available price history since Apr 14, 2011	0.07

The correlation between GLCC.TO and FICO shifts across timeframes, from -0.08 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

Return for Risk

GLCC.TO vs. FICO — Risk / Return Rank

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

GLCC.TO

GLCC.TO Risk / Return Rank: 35
GLCC.TO Sharpe Ratio Rank: 37
GLCC.TO Sortino Ratio Rank: 33
GLCC.TO Omega Ratio Rank: 37
GLCC.TO Calmar Ratio Rank: 35
GLCC.TO Martin Ratio Rank: 33

FICO

FICO Risk / Return Rank: 16
FICO Sharpe Ratio Rank: 14
FICO Sortino Ratio Rank: 16
FICO Omega Ratio Rank: 16
FICO Calmar Ratio Rank: 19
FICO Martin Ratio Rank: 15

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.

GLCC.TO vs. FICO - 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 Fair Isaac Corporation (FICO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GLCC.TO	FICO	Difference
Sharpe ratio: Return per unit of total volatility	1.17	-0.64	+1.81
Sortino ratio: Return per unit of downside risk	1.59	-0.70	+2.29
Omega ratio: Gain probability vs. loss probability	1.23	0.91	+0.32
Calmar ratio: Return relative to maximum drawdown	1.53	-0.63	+2.16
Martin ratio: Return relative to average drawdown	4.34	-1.19	+5.53

GLCC.TO vs. FICO - Sharpe Ratio Comparison

The current GLCC.TO Sharpe Ratio is 1.17, which is higher than the FICO Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of GLCC.TO and FICO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GLCC.TO vs. FICO - Drawdown Comparison

The maximum GLCC.TO drawdown since its inception was -81.37%, which is greater than FICO's maximum drawdown of -77.27%. Use the drawdown chart below to compare losses from any high point for GLCC.TO and FICO.

Drawdown Indicators

	GLCC.TO	FICO	Difference
Max Drawdown Largest peak-to-trough decline	-81.37%	-77.27%	-4.10%
Max Drawdown (1Y) Largest decline over 1 year	-33.03%	-51.79%	+18.76%
Max Drawdown (3Y) Largest decline over 3 years	-33.03%	-62.04%	+29.01%
Max Drawdown (5Y) Largest decline over 5 years	-37.60%	-62.04%	+24.44%
Max Drawdown (10Y) Largest decline over 10 years	-44.83%	-62.04%	+17.21%
Current Drawdown Current decline from peak	-27.04%	-50.95%	+23.91%
Average Drawdown Average peak-to-trough decline	-53.15%	-21.40%	-31.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.60%	27.27%	-15.67%

Volatility

GLCC.TO vs. FICO - Volatility Comparison

Global X Gold Producer Equity Covered Call ETF (GLCC.TO) has a higher volatility of 16.63% compared to Fair Isaac Corporation (FICO) at 14.68%. This indicates that GLCC.TO's price experiences larger fluctuations and is considered to be riskier than FICO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLCC.TO	FICO	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.63%	14.68%	+1.95%
Volatility (6M) Calculated over the trailing 6-month period	35.94%	39.57%	-3.63%
Volatility (1Y) Calculated over the trailing 1-year period	43.26%	51.05%	-7.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.35%	41.52%	-9.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.16%	38.85%	-6.69%

Dividends

GLCC.TO vs. FICO - Dividend Comparison

GLCC.TO's dividend yield for the trailing twelve months is around 9.12%, while FICO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FICO Fair Isaac Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.07%	0.08%
GLCC.TO Global X Gold Producer Equity Covered Call ETF	9.12%	6.01%	10.30%	11.16%	10.08%	6.31%	6.47%	4.58%	5.62%	7.08%	8.75%	2.32%

Frequently Asked Questions

Can I hold both GLCC.TO and FICO in my portfolio?

GLCC.TO and FICO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.