PortfoliosLab logoPortfoliosLab logo
GLCC.TO vs. YAVG.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLCC.TO vs. YAVG.NEO - 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 Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GLCC.TO achieves a -0.45% return, which is significantly lower than YAVG.NEO's 59.96% return.


GLCC.TO

1D
-2.75%
1M
1.61%
YTD
-0.45%
6M
4.96%
1Y
60.20%
3Y*
40.99%
5Y*
21.30%
10Y*
14.52%

YAVG.NEO

1D
-0.50%
1M
16.03%
YTD
59.96%
6M
46.17%
1Y
133.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLCC.TO vs. YAVG.NEO - Yearly Performance Comparison


Correlation

The correlation between GLCC.TO and YAVG.NEO 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 Feb 21, 2025

0.18

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GLCC.TO vs. YAVG.NEO — 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: 3939
Overall Rank
GLCC.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 4040
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 3636
Martin Ratio Rank

YAVG.NEO
YAVG.NEO Risk / Return Rank: 8484
Overall Rank
YAVG.NEO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
YAVG.NEO Sortino Ratio Rank: 8181
Sortino Ratio Rank
YAVG.NEO Omega Ratio Rank: 8383
Omega Ratio Rank
YAVG.NEO Calmar Ratio Rank: 8888
Calmar Ratio Rank
YAVG.NEO Martin Ratio Rank: 7979
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. YAVG.NEO - 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 Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO). 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.TOYAVG.NEODifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.27

1.50

-0.23

Calmar ratioReturn relative to maximum drawdown

2.10

5.18

-3.08

Martin ratioReturn relative to average drawdown

5.69

15.35

-9.66

GLCC.TO vs. YAVG.NEO - Sharpe Ratio Comparison

The current GLCC.TO Sharpe Ratio is 1.45, which is lower than the YAVG.NEO Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of GLCC.TO and YAVG.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GLCC.TOYAVG.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

2.81

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

2.03

-2.03

Drawdowns

GLCC.TO vs. YAVG.NEO - Drawdown Comparison

The maximum GLCC.TO drawdown since its inception was -71.12%, which is greater than YAVG.NEO's maximum drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for GLCC.TO and YAVG.NEO.


Loading charts...

Drawdown Indicators


GLCC.TOYAVG.NEODifference

Max Drawdown

Largest peak-to-trough decline

-71.12%

-39.57%

-31.55%

Max Drawdown (1Y)

Largest decline over 1 year

-28.86%

-25.90%

-2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-28.86%

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

-23.43%

-0.50%

-22.93%

Average Drawdown

Average peak-to-trough decline

-34.43%

-8.26%

-26.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.61%

8.72%

+1.89%

Volatility

GLCC.TO vs. YAVG.NEO - Volatility Comparison

Global X Gold Producer Equity Covered Call ETF (GLCC.TO) has a higher volatility of 14.96% compared to Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) at 11.15%. This indicates that GLCC.TO's price experiences larger fluctuations and is considered to be riskier than YAVG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GLCC.TOYAVG.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.96%

11.15%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

34.13%

37.61%

-3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

41.70%

47.84%

-6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.94%

52.43%

-20.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.95%

52.43%

-20.48%

Dividends

GLCC.TO vs. YAVG.NEO - Dividend Comparison

GLCC.TO's dividend yield for the trailing twelve months is around 8.69%, less than YAVG.NEO's 21.76% yield.


PositionTTM20252024202320222021202020192018201720162015
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
8.69%6.01%10.30%11.16%10.08%6.31%6.47%4.58%5.62%7.09%9.21%11.63%
YAVG.NEO
Broadcom (AVGO) Yield Shares Purpose ETF
21.76%8.90%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 YAVG.NEO 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.

They also come from different issuers: Global X and Purpose Investments.

Portfolio Optimizer

Find the right allocation for GLCC.TO and YAVG.NEO

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

Open Portfolio Optimizer