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GLCC.TO vs. HPYE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLCC.TO vs. HPYE.TO - 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 Harvest Premium Yield Enhanced ETF (HPYE.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

HPYE.TO

1D
0.36%
1M
3.48%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLCC.TO vs. HPYE.TO - Yearly Performance Comparison


Correlation

The correlation between GLCC.TO and HPYE.TO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 21, 2026

0.38

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Return for Risk

GLCC.TO vs. HPYE.TO — 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: 3535
Overall Rank
GLCC.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 3737
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 3535
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 3333
Martin Ratio Rank

HPYE.TO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. HPYE.TO - 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 Harvest Premium Yield Enhanced ETF (HPYE.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.

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.TOHPYE.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.53

Martin ratioReturn relative to average drawdown

4.34

GLCC.TO vs. HPYE.TO - Sharpe Ratio Comparison


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Drawdowns

GLCC.TO vs. HPYE.TO - Drawdown Comparison

The maximum GLCC.TO drawdown since its inception was -81.37%, which is greater than HPYE.TO's maximum drawdown of -5.51%. Use the drawdown chart below to compare losses from any high point for GLCC.TO and HPYE.TO.


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Drawdown Indicators


GLCC.TOHPYE.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.37%

-5.51%

-75.86%

Max Drawdown (1Y)

Largest decline over 1 year

-33.03%

Max Drawdown (3Y)

Largest decline over 3 years

-33.03%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

Max Drawdown (10Y)

Largest decline over 10 years

-44.83%

Current Drawdown

Current decline from peak

-27.04%

-0.52%

-26.52%

Average Drawdown

Average peak-to-trough decline

-53.15%

-1.35%

-51.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.60%

Volatility

GLCC.TO vs. HPYE.TO - Volatility Comparison


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Volatility by Period


GLCC.TOHPYE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.63%

Volatility (6M)

Calculated over the trailing 6-month period

35.94%

Volatility (1Y)

Calculated over the trailing 1-year period

43.26%

12.90%

+30.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.35%

12.90%

+19.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.16%

12.90%

+19.26%

GLCC.TO vs. HPYE.TO - Expense Ratio Comparison

GLCC.TO has a 0.79% expense ratio, which is higher than HPYE.TO's 0.65% expense ratio.


Dividends

GLCC.TO vs. HPYE.TO - Dividend Comparison

GLCC.TO's dividend yield for the trailing twelve months is around 9.12%, more than HPYE.TO's 5.06% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
HPYE.TO
Harvest Premium Yield Enhanced ETF
5.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GLCC.TO and HPYE.TO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HPYE.TO is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HPYE.TO is cheaper with a 0.65% expense ratio, compared with 0.79% for GLCC.TO.

They also come from different issuers: Global X and Harvest Portfolios Group. Their fees differ too: 0.79% for GLCC.TO and 0.65% for HPYE.TO.

Portfolio Optimizer

Find the right allocation for GLCC.TO and HPYE.TO

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

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