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

Performance

GLCC.TO vs. MSTY.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 MicroStrategy High Income Shares ETF (MSTY.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLCC.TO achieves a -5.15% return, which is significantly higher than MSTY.TO's -15.94% 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%

MSTY.TO

1D
2.50%
1M
-28.46%
YTD
-15.94%
6M
-28.65%
1Y
-69.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between GLCC.TO and MSTY.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2025

0.16

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Return for Risk

GLCC.TO vs. MSTY.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

MSTY.TO
MSTY.TO Risk / Return Rank: 11
Overall Rank
MSTY.TO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY.TO Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTY.TO Omega Ratio Rank: 00
Omega Ratio Rank
MSTY.TO Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY.TO Martin Ratio Rank: 33
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.

GLCC.TO vs. MSTY.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 MicroStrategy High Income Shares ETF (MSTY.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.TOMSTY.TODifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+3.81

Omega ratioGain probability vs. loss probability

1.23

0.76

+0.47

Calmar ratioReturn relative to maximum drawdown

1.53

-0.91

+2.44

Martin ratioReturn relative to average drawdown

4.34

-1.31

+5.65

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

The current GLCC.TO Sharpe Ratio is 1.17, which is higher than the MSTY.TO Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of GLCC.TO and MSTY.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.


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Drawdowns

GLCC.TO vs. MSTY.TO - Drawdown Comparison

The maximum GLCC.TO drawdown since its inception was -81.37%, roughly equal to the maximum MSTY.TO drawdown of -81.01%. Use the drawdown chart below to compare losses from any high point for GLCC.TO and MSTY.TO.


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Drawdown Indicators


GLCC.TOMSTY.TODifference

Max Drawdown

Largest peak-to-trough decline

-81.37%

-81.01%

-0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-33.03%

-76.93%

+43.90%

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%

-77.93%

+50.89%

Average Drawdown

Average peak-to-trough decline

-53.15%

-48.16%

-4.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.60%

53.12%

-41.52%

Volatility

GLCC.TO vs. MSTY.TO - Volatility Comparison

The current volatility for Global X Gold Producer Equity Covered Call ETF (GLCC.TO) is 16.63%, while Harvest MicroStrategy High Income Shares ETF (MSTY.TO) has a volatility of 21.44%. This indicates that GLCC.TO experiences smaller price fluctuations and is considered to be less risky than MSTY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLCC.TOMSTY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.63%

21.44%

-4.81%

Volatility (6M)

Calculated over the trailing 6-month period

35.94%

51.56%

-15.62%

Volatility (1Y)

Calculated over the trailing 1-year period

43.26%

62.36%

-19.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.35%

69.34%

-36.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.16%

69.34%

-37.18%

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

GLCC.TO has a 0.79% expense ratio, which is higher than MSTY.TO's 0.40% expense ratio.


Dividends

GLCC.TO vs. MSTY.TO - Dividend Comparison

GLCC.TO's dividend yield for the trailing twelve months is around 9.12%, less than MSTY.TO's 21.95% 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%
MSTY.TO
Harvest MicroStrategy High Income Shares ETF
21.95%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 MSTY.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MSTY.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MSTY.TO is cheaper with a 0.40% expense ratio, compared with 0.79% for GLCC.TO.

They also come from different issuers: Global X and Harvest. Their fees differ too: 0.79% for GLCC.TO and 0.40% for MSTY.TO.

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