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INTY.TO vs. ENCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INTY.TO vs. ENCC.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 Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period


INTY.TO

1D
1.23%
1M
-6.30%
YTD
6M
1Y
3Y*
5Y*
10Y*

ENCC.TO

1D
-1.79%
1M
7.40%
YTD
21.92%
6M
23.18%
1Y
30.35%
3Y*
21.01%
5Y*
27.08%
10Y*
9.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

INTY.TO has a 0.60% expense ratio, which is lower than ENCC.TO's 0.76% expense ratio.


Return for Risk

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

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

INTY.TO

ENCC.TO
ENCC.TO Risk / Return Rank: 8282
Overall Rank
ENCC.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ENCC.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
ENCC.TO Omega Ratio Rank: 9090
Omega Ratio Rank
ENCC.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
ENCC.TO Martin Ratio Rank: 7575
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.

INTY.TO vs. ENCC.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 Canadian Oil and Gas Equity Covered Call ETF (ENCC.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.

INTY.TO vs. ENCC.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


INTY.TOENCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.40

0.00

-1.40

Correlation

The correlation between INTY.TO and ENCC.TO is 0.12, 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

INTY.TO vs. ENCC.TO - Dividend Comparison

INTY.TO's dividend yield for the trailing twelve months is around 4.70%, less than ENCC.TO's 10.46% yield.


TTM20252024202320222021202020192018201720162015
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%
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
10.46%13.62%14.58%14.87%12.55%4.23%5.10%6.09%8.35%6.92%4.77%15.15%

Drawdowns

INTY.TO vs. ENCC.TO - Drawdown Comparison

The maximum INTY.TO drawdown since its inception was -11.06%, smaller than the maximum ENCC.TO drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for INTY.TO and ENCC.TO.


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Drawdown Indicators


INTY.TOENCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-11.06%

-89.91%

+78.85%

Max Drawdown (1Y)

Largest decline over 1 year

-16.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.57%

Max Drawdown (10Y)

Largest decline over 10 years

-82.16%

Current Drawdown

Current decline from peak

-9.21%

-1.87%

-7.34%

Average Drawdown

Average peak-to-trough decline

-5.34%

-40.25%

+34.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

Volatility

INTY.TO vs. ENCC.TO - Volatility Comparison


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Volatility by Period


INTY.TOENCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

Volatility (1Y)

Calculated over the trailing 1-year period

23.46%

17.36%

+6.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.46%

23.28%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.46%

29.05%

-5.59%