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HUTE.TO vs. BKCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

HUTE.TO vs. BKCC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Harvest Equal Weight Global Utilities Enhanced Income ETF (HUTE.TO) and Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO).

HUTE.TO and BKCC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HUTE.TO is an actively managed fund by Harvest. It was launched on Oct 25, 2022. BKCC.TO is an actively managed fund by Global X. It was launched on May 16, 2011.

Performance

HUTE.TO vs. BKCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Equal Weight Global Utilities Enhanced Income ETF (HUTE.TO) and Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO). The values are adjusted to include any dividend payments, if applicable.

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HUTE.TO vs. BKCC.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022
HUTE.TO
Harvest Equal Weight Global Utilities Enhanced Income ETF		12.55%19.04%18.15%0.09%7.10%
BKCC.TO
Global X Equal Weight Canadian Bank Covered Call ETF		0.86%28.05%17.14%5.41%0.37%

Returns By Period

In the year-to-date period, HUTE.TO achieves a 12.55% return, which is significantly higher than BKCC.TO's 0.86% return.

HUTE.TO

1D
-1.14%
1M
-2.25%
YTD
12.55%
6M
13.89%
1Y
21.46%
3Y*
14.98%
5Y*
—
10Y*
—

BKCC.TO

1D
1.85%
1M
-3.78%
YTD
0.86%
6M
10.61%
1Y
33.59%
3Y*
16.79%
5Y*
9.57%
10Y*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Harvest Equal Weight Global Utilities Enhanced Income ETF

Global X Equal Weight Canadian Bank Covered Call ETF

Often compared with HUTE.TO:
HUTE.TO vs. HUTL.TOHUTE.TO vs. HHL.TOHUTE.TO vs. BMAX.TOHUTE.TO vs. HYLD.TOHUTE.TO vs. HDIV.TOHUTE.TO vs. FTS.TOHUTE.TO vs. ZUT.TO
Often compared with BKCC.TO:
BKCC.TO vs. HMAX.TOBKCC.TO vs. VDY.TOBKCC.TO vs. XDV.TOBKCC.TO vs. BK.TOBKCC.TO vs. AI.TOBKCC.TO vs. BANK.TOBKCC.TO vs. ENCC.TO

HUTE.TO vs. BKCC.TO - Expense Ratio Comparison

HUTE.TO has a 0.50% expense ratio, which is lower than BKCC.TO's 0.84% expense ratio.

BKCC.TO
Global X Equal Weight Canadian Bank Covered Call ETF
HUTE.TO
Harvest Equal Weight Global Utilities Enhanced Income ETF

Return for Risk

HUTE.TO vs. BKCC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HUTE.TO
HUTE.TO Risk / Return Rank: 8181
Overall Rank
HUTE.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HUTE.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
HUTE.TO Omega Ratio Rank: 8282
Omega Ratio Rank
HUTE.TO Calmar Ratio Rank: 8282
Calmar Ratio Rank
HUTE.TO Martin Ratio Rank: 8383
Martin Ratio Rank
BKCC.TO
BKCC.TO Risk / Return Rank: 9797
Overall Rank
BKCC.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BKCC.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
BKCC.TO Omega Ratio Rank: 9797
Omega Ratio Rank
BKCC.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
BKCC.TO Martin Ratio Rank: 9696
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.

HUTE.TO vs. BKCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Equal Weight Global Utilities Enhanced Income ETF (HUTE.TO) and Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.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.

HUTE.TOBKCC.TODifference

Sharpe ratio

Return per unit of total volatility

1.55

2.94

-1.39

Sortino ratio

Return per unit of downside risk

2.04

3.88

-1.84

Omega ratio

Gain probability vs. loss probability

1.32

1.61

-0.29

Calmar ratio

Return relative to maximum drawdown

2.37

4.43

-2.05

Martin ratio

Return relative to average drawdown

9.38

18.46

-9.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HUTE.TO vs. BKCC.TO - Sharpe Ratio Comparison

The current HUTE.TO Sharpe Ratio is 1.55, which is lower than the BKCC.TO Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of HUTE.TO and BKCC.TO, 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

HUTE.TOBKCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

2.94

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.72

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.50

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

-0.00

+1.17

Correlation

The correlation between HUTE.TO and BKCC.TO is 0.31, 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

HUTE.TO vs. BKCC.TO - Dividend Comparison

HUTE.TO's dividend yield for the trailing twelve months is around 8.09%, less than BKCC.TO's 9.64% yield.

TTM20252024202320222021202020192018201720162015
HUTE.TO
Harvest Equal Weight Global Utilities Enhanced Income ETF		8.09%9.64%10.24%10.70%1.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BKCC.TO
Global X Equal Weight Canadian Bank Covered Call ETF		9.64%10.43%12.30%10.93%8.23%5.52%5.92%5.44%6.24%5.76%5.79%7.35%

Drawdowns

HUTE.TO vs. BKCC.TO - Drawdown Comparison

The maximum HUTE.TO drawdown since its inception was -18.36%, smaller than the maximum BKCC.TO drawdown of -100.33%. Use the drawdown chart below to compare losses from any high point for HUTE.TO and BKCC.TO.

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Drawdown Indicators

HUTE.TOBKCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.36%

-100.33%

+81.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.03%

-7.71%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

—

-26.02%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.18%

—

Current Drawdown

Current decline from peak

-2.57%

-100.00%

+97.43%

Average Drawdown

Average peak-to-trough decline

-3.94%

-99.92%

+95.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

1.85%

+0.44%

Volatility

HUTE.TO vs. BKCC.TO - Volatility Comparison

The current volatility for Harvest Equal Weight Global Utilities Enhanced Income ETF (HUTE.TO) is 4.61%, while Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO) has a volatility of 5.34%. This indicates that HUTE.TO experiences smaller price fluctuations and is considered to be less risky than BKCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HUTE.TOBKCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

5.34%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

8.22%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

11.49%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

13.37%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.26%

16.97%

-2.71%