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HSAV.TO vs. ENCL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSAV.TO vs. ENCL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Cash Maximizer Corporate Class ETF (HSAV.TO) and Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.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, HSAV.TO achieves a 1.05% return, which is significantly lower than ENCL.TO's 37.98% return.


HSAV.TO

1D
0.01%
1M
0.03%
YTD
1.05%
6M
1.42%
1Y
2.74%
3Y*
3.71%
5Y*
3.20%
10Y*

ENCL.TO

1D
1.03%
1M
3.49%
YTD
37.98%
6M
33.14%
1Y
55.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSAV.TO vs. ENCL.TO - Yearly Performance Comparison


2026 (YTD)202520242023
HSAV.TO
Global X Cash Maximizer Corporate Class ETF
1.05%2.58%4.24%0.50%
ENCL.TO
Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD
37.98%14.97%20.32%-3.43%

Correlation

The correlation between HSAV.TO and ENCL.TO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2023

0.03

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Return for Risk

HSAV.TO vs. ENCL.TO — Risk / Return Rank

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

HSAV.TO
HSAV.TO Risk / Return Rank: 6969
Overall Rank
HSAV.TO Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HSAV.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
HSAV.TO Omega Ratio Rank: 6363
Omega Ratio Rank
HSAV.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
HSAV.TO Martin Ratio Rank: 6969
Martin Ratio Rank

ENCL.TO
ENCL.TO Risk / Return Rank: 8888
Overall Rank
ENCL.TO Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ENCL.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
ENCL.TO Omega Ratio Rank: 8888
Omega Ratio Rank
ENCL.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
ENCL.TO Martin Ratio Rank: 8787
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.

HSAV.TO vs. ENCL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cash Maximizer Corporate Class ETF (HSAV.TO) and Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.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.


HSAV.TOENCL.TODifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.38

1.54

-0.17

Calmar ratioReturn relative to maximum drawdown

4.64

5.21

-0.56

Martin ratioReturn relative to average drawdown

12.61

18.64

-6.03

HSAV.TO vs. ENCL.TO - Sharpe Ratio Comparison

The current HSAV.TO Sharpe Ratio is 1.98, which is lower than the ENCL.TO Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of HSAV.TO and ENCL.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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Sharpe Ratios by Period


HSAV.TOENCL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

3.17

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.72

1.30

+0.42

Drawdowns

HSAV.TO vs. ENCL.TO - Drawdown Comparison

The maximum HSAV.TO drawdown since its inception was -2.18%, smaller than the maximum ENCL.TO drawdown of -21.05%. Use the drawdown chart below to compare losses from any high point for HSAV.TO and ENCL.TO.


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Drawdown Indicators


HSAV.TOENCL.TODifference

Max Drawdown

Largest peak-to-trough decline

-2.18%

-21.05%

+18.87%

Max Drawdown (1Y)

Largest decline over 1 year

-0.59%

-10.75%

+10.16%

Max Drawdown (3Y)

Largest decline over 3 years

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-2.18%

Current Drawdown

Current decline from peak

-0.17%

-1.54%

+1.37%

Average Drawdown

Average peak-to-trough decline

-0.19%

-3.94%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

3.00%

-2.78%

Volatility

HSAV.TO vs. ENCL.TO - Volatility Comparison

The current volatility for Global X Cash Maximizer Corporate Class ETF (HSAV.TO) is 0.46%, while Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.TO) has a volatility of 7.34%. This indicates that HSAV.TO experiences smaller price fluctuations and is considered to be less risky than ENCL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSAV.TOENCL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

7.34%

-6.88%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

15.68%

-14.63%

Volatility (1Y)

Calculated over the trailing 1-year period

1.39%

17.73%

-16.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.77%

20.15%

-18.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.58%

20.15%

-18.57%

HSAV.TO vs. ENCL.TO - Expense Ratio Comparison

HSAV.TO has a 0.18% expense ratio, which is lower than ENCL.TO's 1.86% expense ratio.


Dividends

HSAV.TO vs. ENCL.TO - Dividend Comparison

HSAV.TO has not paid dividends to shareholders, while ENCL.TO's dividend yield for the trailing twelve months is around 13.22%.


PositionTTM202520242023
ENCL.TO
Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD
13.22%17.14%18.56%4.68%
HSAV.TO
Global X Cash Maximizer Corporate Class ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


HSAV.TO and ENCL.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HSAV.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HSAV.TO is cheaper with a 0.18% expense ratio, compared with 1.86% for ENCL.TO.

HSAV.TO is categorized as Bank Loan, while ENCL.TO is Oil & Gas. Their fees differ too: 0.18% for HSAV.TO and 1.86% for ENCL.TO.

Portfolio Optimizer

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