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

Performance

GLCC.TO vs. YMAG - 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 YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). The values are adjusted to include any dividend payments, if applicable.

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GLCC.TO vs. YMAG - Yearly Performance Comparison


2026 (YTD)20252024
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
5.98%137.43%32.08%
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
-7.90%13.19%46.03%
Different Trading Currencies

GLCC.TO is traded in CAD, while YMAG is traded in USD. To make them comparable, the YMAG 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 higher than YMAG's -7.90% 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%

YMAG

1D
3.71%
1M
-2.05%
YTD
-7.90%
6M
-6.44%
1Y
21.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLCC.TO vs. YMAG - Expense Ratio Comparison

GLCC.TO has a 0.79% expense ratio, which is lower than YMAG's 1.28% expense ratio.


Return for Risk

GLCC.TO vs. YMAG — 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: 9090
Overall Rank
GLCC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 9191
Martin Ratio Rank

YMAG
YMAG Risk / Return Rank: 6969
Overall Rank
YMAG Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
YMAG Sortino Ratio Rank: 7171
Sortino Ratio Rank
YMAG Omega Ratio Rank: 6868
Omega Ratio Rank
YMAG Calmar Ratio Rank: 7171
Calmar Ratio Rank
YMAG Martin Ratio Rank: 6565
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. YMAG - 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 YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). 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.TOYMAGDifference

Sharpe ratio

Return per unit of total volatility

2.10

0.96

+1.13

Sortino ratio

Return per unit of downside risk

2.39

1.42

+0.96

Omega ratio

Gain probability vs. loss probability

1.36

1.20

+0.16

Calmar ratio

Return relative to maximum drawdown

3.04

1.46

+1.58

Martin ratio

Return relative to average drawdown

11.66

4.32

+7.34

GLCC.TO vs. YMAG - Sharpe Ratio Comparison

The current GLCC.TO Sharpe Ratio is 2.10, which is higher than the YMAG Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of GLCC.TO and YMAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLCC.TOYMAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

0.96

+1.13

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

1.03

-1.03

Correlation

The correlation between GLCC.TO and YMAG is 0.02, 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. YMAG - Dividend Comparison

GLCC.TO's dividend yield for the trailing twelve months is around 6.21%, less than YMAG's 55.67% yield.


TTM20252024202320222021202020192018201720162015
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%
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
55.67%52.27%35.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GLCC.TO vs. YMAG - Drawdown Comparison

The maximum GLCC.TO drawdown since its inception was -71.12%, which is greater than YMAG's maximum drawdown of -27.15%. Use the drawdown chart below to compare losses from any high point for GLCC.TO and YMAG.


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Drawdown Indicators


GLCC.TOYMAGDifference

Max Drawdown

Largest peak-to-trough decline

-71.12%

-25.96%

-45.16%

Max Drawdown (1Y)

Largest decline over 1 year

-28.86%

-14.38%

-14.48%

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

-18.48%

-11.11%

-7.37%

Average Drawdown

Average peak-to-trough decline

-34.62%

-4.68%

-29.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

4.15%

+3.39%

Volatility

GLCC.TO vs. YMAG - Volatility Comparison

Global X Gold Producer Equity Covered Call ETF (GLCC.TO) has a higher volatility of 17.09% compared to YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) at 6.90%. This indicates that GLCC.TO's price experiences larger fluctuations and is considered to be riskier than YMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLCC.TOYMAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.09%

6.90%

+10.19%

Volatility (6M)

Calculated over the trailing 6-month period

34.47%

12.68%

+21.79%

Volatility (1Y)

Calculated over the trailing 1-year period

41.29%

22.10%

+19.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.17%

20.97%

+10.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.75%

20.97%

+10.78%