INTY.TO vs. BKCC.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Evolve International Equity UltraYield ETF (INTY.TO) and Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO).

INTY.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. INTY.TO is a passively managed fund by Evolve that tracks the performance of the MSCI EAFE Index. It was launched on Jan 14, 2026. BKCC.TO is an actively managed fund by Global X. It was launched on May 16, 2011.

Performance

INTY.TO vs. BKCC.TO - Performance Comparison

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

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

	2026 (YTD)
INTY.TO Evolve International Equity UltraYield ETF	-7.77%
BKCC.TO Global X Equal Weight Canadian Bank Covered Call ETF	-0.40%

Returns By Period

INTY.TO

• 1D: 1.23%
• 1M: -6.30%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 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)

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

INTY.TO has a 0.60% expense ratio, which is lower than BKCC.TO's 0.84% expense ratio.

BKCC.TO

Global X Equal Weight Canadian Bank Covered Call ETF

INTY.TO

Evolve International Equity UltraYield ETF

Return for Risk

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

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

BKCC.TO

BKCC.TO Risk / Return Rank: 97
BKCC.TO Sharpe Ratio Rank: 97
BKCC.TO Sortino Ratio Rank: 97
BKCC.TO Omega Ratio Rank: 97
BKCC.TO Calmar Ratio Rank: 96
BKCC.TO Martin Ratio Rank: 96

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.

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

This table presents a comparison of risk-adjusted performance metrics for Evolve International Equity UltraYield ETF (INTY.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.

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

Sharpe Ratios by Period

	INTY.TO	BKCC.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.94	—
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	-1.40	-0.00	-1.40

Correlation

The correlation between INTY.TO and BKCC.TO is 0.52, 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

INTY.TO vs. BKCC.TO - Dividend Comparison

INTY.TO's dividend yield for the trailing twelve months is around 4.70%, less than BKCC.TO's 9.64% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
INTY.TO Evolve International Equity UltraYield ETF	4.70%	0.00%	0.00%	0.00%	0.00%	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

INTY.TO vs. BKCC.TO - Drawdown Comparison

The maximum INTY.TO drawdown since its inception was -11.06%, smaller than the maximum BKCC.TO drawdown of -100.33%. Use the drawdown chart below to compare losses from any high point for INTY.TO and BKCC.TO.

Drawdown Indicators

	INTY.TO	BKCC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-11.06%	-100.33%	+89.27%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.71%	—
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	-9.21%	-100.00%	+90.79%
Average Drawdown Average peak-to-trough decline	-5.34%	-99.92%	+94.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.85%	—

Volatility

Volatility by Period

	INTY.TO	BKCC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.34%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.22%	—
Volatility (1Y) Calculated over the trailing 1-year period	23.46%	11.49%	+11.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.46%	13.37%	+10.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.46%	16.97%	+6.49%