LBS.TO vs. USCC.TO

Last updated Jun 4, 2026

LBS.TO (Life & Banc Split Corp.) is a stock, while USCC.TO (Global X S&P 500 Covered Call ETF) is Derivative Income fund actively managed by Global X. Over the past 10 years, LBS.TO returned 21.53%/yr vs 11.31%/yr for USCC.TO. At a 0.27 correlation, their price movements are largely independent.

Performance

LBS.TO vs. USCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Life & Banc Split Corp. (LBS.TO) and Global X S&P 500 Covered Call ETF (USCC.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LBS.TO achieves a 26.19% return, which is significantly higher than USCC.TO's 9.71% return. Over the past 10 years, LBS.TO has outperformed USCC.TO with an annualized return of 21.53%, while USCC.TO has yielded a comparatively lower 11.31% annualized return.

LBS.TO

• 1D: 0.24%
• 1M: 7.18%
• YTD: 26.19%
• 6M: 36.71%
• 1Y: 92.15%
• 3Y*: 41.03%
• 5Y*: 25.90%
• 10Y*: 21.53%

USCC.TO

• 1D: 0.10%
• 1M: 6.39%
• YTD: 9.71%
• 6M: 8.43%
• 1Y: 24.60%
• 3Y*: 17.81%
• 5Y*: 11.38%
• 10Y*: 11.31%

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

LBS.TO vs. USCC.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LBS.TO Life & Banc Split Corp.	26.19%	64.98%	32.81%	5.77%	-2.76%	59.70%	-4.64%	38.79%	-23.29%	15.61%
USCC.TO Global X S&P 500 Covered Call ETF	9.71%	9.20%	31.13%	13.91%	-10.22%	20.61%	9.31%	15.08%	0.57%	6.31%

Correlation

The correlation between LBS.TO and USCC.TO is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.26
Correlation (All Time) Calculated using the full available price history since Jan 21, 2014	0.27

The correlation between LBS.TO and USCC.TO shifts across timeframes, from 0.26 (10 years) to 0.44 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

LBS.TO vs. USCC.TO — Risk / Return Rank

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

LBS.TO

LBS.TO Risk / Return Rank: 97
LBS.TO Sharpe Ratio Rank: 98
LBS.TO Sortino Ratio Rank: 98
LBS.TO Omega Ratio Rank: 98
LBS.TO Calmar Ratio Rank: 94
LBS.TO Martin Ratio Rank: 98

USCC.TO

USCC.TO Risk / Return Rank: 80
USCC.TO Sharpe Ratio Rank: 81
USCC.TO Sortino Ratio Rank: 81
USCC.TO Omega Ratio Rank: 85
USCC.TO Calmar Ratio Rank: 74
USCC.TO Martin Ratio Rank: 78

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.

LBS.TO vs. USCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Life & Banc Split Corp. (LBS.TO) and Global X S&P 500 Covered Call ETF (USCC.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.

	LBS.TO	USCC.TO	Difference
Sharpe ratio: Return per unit of total volatility	4.52	2.65	+1.87
Sortino ratio: Return per unit of downside risk	5.36	3.65	+1.71
Omega ratio: Gain probability vs. loss probability	1.80	1.53	+0.27
Calmar ratio: Return relative to maximum drawdown	6.46	3.68	+2.78
Martin ratio: Return relative to average drawdown	30.39	15.14	+15.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LBS.TO vs. USCC.TO - Sharpe Ratio Comparison

The current LBS.TO Sharpe Ratio is 4.52, which is higher than the USCC.TO Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of LBS.TO and USCC.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LBS.TO	USCC.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.52	2.65	+1.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.06	0.93	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.96	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.95	-0.62

Drawdowns

LBS.TO vs. USCC.TO - Drawdown Comparison

The maximum LBS.TO drawdown since its inception was -83.80%, which is greater than USCC.TO's maximum drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for LBS.TO and USCC.TO.

Drawdown Indicators

	LBS.TO	USCC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-83.80%	-28.48%	-55.32%
Max Drawdown (1Y) Largest decline over 1 year	-14.34%	-6.71%	-7.63%
Max Drawdown (3Y) Largest decline over 3 years	-34.76%	-17.55%	-17.21%
Max Drawdown (5Y) Largest decline over 5 years	-39.58%	-17.55%	-22.03%
Max Drawdown (10Y) Largest decline over 10 years	-63.35%	-28.48%	-34.87%
Current Drawdown Current decline from peak	-1.32%	0.00%	-1.32%
Average Drawdown Average peak-to-trough decline	-13.80%	-3.46%	-10.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	1.63%	+1.41%

Volatility

LBS.TO vs. USCC.TO - Volatility Comparison

Life & Banc Split Corp. (LBS.TO) has a higher volatility of 4.47% compared to Global X S&P 500 Covered Call ETF (USCC.TO) at 2.12%. This indicates that LBS.TO's price experiences larger fluctuations and is considered to be riskier than USCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LBS.TO	USCC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.47%	2.12%	+2.35%
Volatility (6M) Calculated over the trailing 6-month period	17.44%	7.45%	+9.99%
Volatility (1Y) Calculated over the trailing 1-year period	20.48%	9.32%	+11.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.63%	14.97%	+9.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.13%	17.36%	+19.77%

Dividends

LBS.TO vs. USCC.TO - Dividend Comparison

LBS.TO's dividend yield for the trailing twelve months is around 8.24%, less than USCC.TO's 9.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LBS.TO Life & Banc Split Corp.	8.24%	9.34%	13.29%	15.23%	13.89%	11.89%	5.56%	15.06%	17.96%	12.05%	12.35%	14.91%
USCC.TO Global X S&P 500 Covered Call ETF	9.56%	10.20%	9.65%	8.50%	7.94%	4.02%	3.85%	3.89%	4.76%	4.29%	4.68%	4.78%

Frequently Asked Questions

Can I hold both LBS.TO and USCC.TO in my portfolio?

LBS.TO and USCC.TO have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.