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ICCB.TO vs. EQLI.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICCB.TO vs. EQLI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco Canadian Core Plus Bond ETF (ICCB.TO) and Invesco S&P 500 Equal Weight Income Advantage ETF (EQLI.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ICCB.TO

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

EQLI.TO

1D
-0.73%
1M
3.46%
YTD
9.08%
6M
8.47%
1Y
19.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ICCB.TO vs. EQLI.TO — Risk / Return Rank

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

ICCB.TO

EQLI.TO
EQLI.TO Risk / Return Rank: 7575
Overall Rank
EQLI.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EQLI.TO Sortino Ratio Rank: 7777
Sortino Ratio Rank
EQLI.TO Omega Ratio Rank: 7171
Omega Ratio Rank
EQLI.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
EQLI.TO Martin Ratio Rank: 7878
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.

ICCB.TO vs. EQLI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Canadian Core Plus Bond ETF (ICCB.TO) and Invesco S&P 500 Equal Weight Income Advantage ETF (EQLI.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ICCB.TO vs. EQLI.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ICCB.TOEQLI.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

Drawdowns

ICCB.TO vs. EQLI.TO - Drawdown Comparison


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Drawdown Indicators


ICCB.TOEQLI.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.47%

Current Drawdown

Current decline from peak

-0.73%

Average Drawdown

Average peak-to-trough decline

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

Volatility

ICCB.TO vs. EQLI.TO - Volatility Comparison


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Volatility by Period


ICCB.TOEQLI.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

Volatility (6M)

Calculated over the trailing 6-month period

6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

9.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.10%

Dividends

ICCB.TO vs. EQLI.TO - Dividend Comparison

ICCB.TO has not paid dividends to shareholders, while EQLI.TO's dividend yield for the trailing twelve months is around 8.31%.


PositionTTM20252024
EQLI.TO
Invesco S&P 500 Equal Weight Income Advantage ETF
8.31%8.74%2.99%
ICCB.TO
Invesco Canadian Core Plus Bond ETF
0.00%0.00%0.00%

Frequently Asked Questions


ICCB.TO is categorized as Intermediate Core-Plus Bond, while EQLI.TO is S&P 500.

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