INTY.TO vs. EQLI.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Evolve International Equity UltraYield ETF (INTY.TO) and Invesco S&P 500 Equal Weight Income Advantage ETF (EQLI.TO).

INTY.TO and EQLI.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. EQLI.TO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Nov 6, 2025. Both INTY.TO and EQLI.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

INTY.TO vs. EQLI.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 Invesco S&P 500 Equal Weight Income Advantage ETF (EQLI.TO). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)
INTY.TO Evolve International Equity UltraYield ETF	-7.77%
EQLI.TO Invesco S&P 500 Equal Weight Income Advantage ETF	-2.09%

Returns By Period

INTY.TO

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

EQLI.TO

• 1D: 1.76%
• 1M: -2.70%
• YTD: 2.05%
• 6M: 2.84%
• 1Y: 8.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

INTY.TO has a 0.60% expense ratio, which is higher than EQLI.TO's 0.29% expense ratio.

INTY.TO

Evolve International Equity UltraYield ETF

EQLI.TO

Invesco S&P 500 Equal Weight Income Advantage ETF

Return for Risk

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

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

EQLI.TO

EQLI.TO Risk / Return Rank: 32
EQLI.TO Sharpe Ratio Rank: 31
EQLI.TO Sortino Ratio Rank: 30
EQLI.TO Omega Ratio Rank: 31
EQLI.TO Calmar Ratio Rank: 31
EQLI.TO Martin Ratio Rank: 35

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. EQLI.TO - Risk-Adjusted Trends Comparison

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

Sharpe Ratios by Period

	INTY.TO	EQLI.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.40	0.80	-2.19

Correlation

The correlation between INTY.TO and EQLI.TO is 0.65, 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. EQLI.TO - Dividend Comparison

INTY.TO's dividend yield for the trailing twelve months is around 4.70%, less than EQLI.TO's 8.67% yield.

	TTM	2025	2024
INTY.TO Evolve International Equity UltraYield ETF	4.70%	0.00%	0.00%
EQLI.TO Invesco S&P 500 Equal Weight Income Advantage ETF	8.67%	8.74%	3.00%

Drawdowns

INTY.TO vs. EQLI.TO - Drawdown Comparison

The maximum INTY.TO drawdown since its inception was -11.06%, smaller than the maximum EQLI.TO drawdown of -15.57%. Use the drawdown chart below to compare losses from any high point for INTY.TO and EQLI.TO.

Drawdown Indicators

	INTY.TO	EQLI.TO	Difference
Max Drawdown Largest peak-to-trough decline	-11.06%	-15.57%	+4.51%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.16%	—
Current Drawdown Current decline from peak	-9.21%	-3.03%	-6.18%
Average Drawdown Average peak-to-trough decline	-5.34%	-2.64%	-2.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.05%	—

Volatility

Volatility by Period

	INTY.TO	EQLI.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.72%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.25%	—
Volatility (1Y) Calculated over the trailing 1-year period	23.46%	13.83%	+9.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.46%	12.50%	+10.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.46%	12.50%	+10.96%