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HLIT.TO vs. CPCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLIT.TO vs. CPCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Lithium Producers Index ETF (HLIT.TO) and Global X Copper Producer Equity Covered Call ETF (CPCC.TO). The values are adjusted to include any dividend payments, if applicable.

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HLIT.TO vs. CPCC.TO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HLIT.TO achieves a 9.48% return, which is significantly higher than CPCC.TO's 0.71% return.


HLIT.TO

1D
1.25%
1M
-3.86%
YTD
9.48%
6M
44.95%
1Y
77.65%
3Y*
-12.21%
5Y*
10Y*

CPCC.TO

1D
6.72%
1M
-17.90%
YTD
0.71%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HLIT.TO vs. CPCC.TO - Expense Ratio Comparison

HLIT.TO has a 0.89% expense ratio, which is higher than CPCC.TO's 0.65% expense ratio.


Return for Risk

HLIT.TO vs. CPCC.TO — Risk / Return Rank

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

HLIT.TO
HLIT.TO Risk / Return Rank: 8484
Overall Rank
HLIT.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HLIT.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
HLIT.TO Omega Ratio Rank: 7777
Omega Ratio Rank
HLIT.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
HLIT.TO Martin Ratio Rank: 7878
Martin Ratio Rank

CPCC.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.

HLIT.TO vs. CPCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Lithium Producers Index ETF (HLIT.TO) and Global X Copper Producer Equity Covered Call ETF (CPCC.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.


HLIT.TOCPCC.TODifference

Sharpe ratio

Return per unit of total volatility

1.91

Sortino ratio

Return per unit of downside risk

2.43

Omega ratio

Gain probability vs. loss probability

1.30

Calmar ratio

Return relative to maximum drawdown

3.01

Martin ratio

Return relative to average drawdown

8.73

HLIT.TO vs. CPCC.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HLIT.TOCPCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.84

-0.83

Correlation

The correlation between HLIT.TO and CPCC.TO is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HLIT.TO vs. CPCC.TO - Dividend Comparison

HLIT.TO's dividend yield for the trailing twelve months is around 0.11%, less than CPCC.TO's 1.94% yield.


TTM2025202420232022
HLIT.TO
Global X Lithium Producers Index ETF
0.11%0.12%2.24%2.58%1.88%
CPCC.TO
Global X Copper Producer Equity Covered Call ETF
1.94%0.65%0.00%0.00%0.00%

Drawdowns

HLIT.TO vs. CPCC.TO - Drawdown Comparison

The maximum HLIT.TO drawdown since its inception was -77.20%, which is greater than CPCC.TO's maximum drawdown of -27.12%. Use the drawdown chart below to compare losses from any high point for HLIT.TO and CPCC.TO.


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Drawdown Indicators


HLIT.TOCPCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.20%

-27.12%

-50.08%

Max Drawdown (1Y)

Largest decline over 1 year

-23.73%

Current Drawdown

Current decline from peak

-46.55%

-18.06%

-28.49%

Average Drawdown

Average peak-to-trough decline

-37.68%

-5.88%

-31.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.35%

Volatility

HLIT.TO vs. CPCC.TO - Volatility Comparison


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Volatility by Period


HLIT.TOCPCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.79%

Volatility (6M)

Calculated over the trailing 6-month period

29.37%

Volatility (1Y)

Calculated over the trailing 1-year period

40.95%

43.22%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.78%

43.22%

-4.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.78%

43.22%

-4.44%