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GLCL.TO vs. AGCC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLCL.TO vs. AGCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced Gold Producer Equity Covered Call ETF (GLCL.TO) and Global X Silver Covered Call ETF (AGCC.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, GLCL.TO achieves a -2.04% return, which is significantly lower than AGCC.TO's 1.95% return.


GLCL.TO

1D
-2.87%
1M
2.09%
YTD
-2.04%
6M
4.37%
1Y
75.90%
3Y*
5Y*
10Y*

AGCC.TO

1D
-2.45%
1M
1.43%
YTD
1.95%
6M
19.93%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLCL.TO vs. AGCC.TO - Yearly Performance Comparison


Correlation

The correlation between GLCL.TO and AGCC.TO is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 9, 2025

0.74

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Return for Risk

GLCL.TO vs. AGCC.TO — Risk / Return Rank

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

GLCL.TO
GLCL.TO Risk / Return Rank: 4141
Overall Rank
GLCL.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GLCL.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
GLCL.TO Omega Ratio Rank: 4444
Omega Ratio Rank
GLCL.TO Calmar Ratio Rank: 4444
Calmar Ratio Rank
GLCL.TO Martin Ratio Rank: 3737
Martin Ratio Rank

AGCC.TO
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.

GLCL.TO vs. AGCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced Gold Producer Equity Covered Call ETF (GLCL.TO) and Global X Silver Covered Call ETF (AGCC.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.


GLCL.TOAGCC.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.19

Martin ratioReturn relative to average drawdown

5.74

GLCL.TO vs. AGCC.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GLCL.TOAGCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.77

1.06

+0.72

Drawdowns

GLCL.TO vs. AGCC.TO - Drawdown Comparison

The maximum GLCL.TO drawdown since its inception was -35.08%, smaller than the maximum AGCC.TO drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for GLCL.TO and AGCC.TO.


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Drawdown Indicators


GLCL.TOAGCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.08%

-39.17%

+4.09%

Max Drawdown (1Y)

Largest decline over 1 year

-35.08%

Current Drawdown

Current decline from peak

-29.16%

-32.43%

+3.27%

Average Drawdown

Average peak-to-trough decline

-8.45%

-16.63%

+8.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.32%

Volatility

GLCL.TO vs. AGCC.TO - Volatility Comparison


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Volatility by Period


GLCL.TOAGCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.24%

Volatility (6M)

Calculated over the trailing 6-month period

42.38%

Volatility (1Y)

Calculated over the trailing 1-year period

51.33%

64.60%

-13.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.55%

64.60%

-13.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.55%

64.60%

-13.05%

GLCL.TO vs. AGCC.TO - Expense Ratio Comparison

GLCL.TO has a 0.85% expense ratio, which is higher than AGCC.TO's 0.60% expense ratio.


Dividends

GLCL.TO vs. AGCC.TO - Dividend Comparison

GLCL.TO's dividend yield for the trailing twelve months is around 10.10%, more than AGCC.TO's 5.55% yield.


Frequently Asked Questions


GLCL.TO and AGCC.TO have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGCC.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGCC.TO is cheaper with a 0.60% expense ratio, compared with 0.85% for GLCL.TO.

GLCL.TO is categorized as Gold, while AGCC.TO is Silver. Their fees differ too: 0.85% for GLCL.TO and 0.60% for AGCC.TO.

Portfolio Optimizer

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