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LFE.TO vs. UTES.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

LFE.TO vs. UTES.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Canadian Life Companies Split Corp. (LFE.TO) and Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO).

UTES.TO is an actively managed fund by Evolve. It was launched on Sep 3, 2024.

Performance

LFE.TO vs. UTES.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Canadian Life Companies Split Corp. (LFE.TO) and Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO). The values are adjusted to include any dividend payments, if applicable.

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LFE.TO vs. UTES.TO - Yearly Performance Comparison

2026 (YTD)20252024
LFE.TO
Canadian Life Companies Split Corp.		-3.52%30.06%51.48%
UTES.TO
Evolve Canadian Utilities Enhanced Yield Index Fund ETF		9.57%18.66%-4.25%

Returns By Period

In the year-to-date period, LFE.TO achieves a -3.52% return, which is significantly lower than UTES.TO's 9.57% return.

LFE.TO

1D
0.44%
1M
-5.08%
YTD
-3.52%
6M
18.36%
1Y
33.86%
3Y*
55.72%
5Y*
25.17%
10Y*
17.66%

UTES.TO

1D
-2.03%
1M
-0.62%
YTD
9.57%
6M
8.75%
1Y
21.21%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Canadian Life Companies Split Corp.

Evolve Canadian Utilities Enhanced Yield Index Fund ETF

Often compared with LFE.TO:
LFE.TO vs. DF.TOLFE.TO vs. FTN.TOLFE.TO vs. DFN.TOLFE.TO vs. HMAX.TOLFE.TO vs. LBS.TOLFE.TO vs. LCS.TO
Often compared with UTES.TO:
UTES.TO vs. ENCL.TOUTES.TO vs. XUT.TOUTES.TO vs. UMAX.TOUTES.TO vs. ZWU.TOUTES.TO vs. BANK.TOUTES.TO vs. UTIL.LUTES.TO vs. BMAX.TO

Return for Risk

LFE.TO vs. UTES.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LFE.TO
LFE.TO Risk / Return Rank: 7878
Overall Rank
LFE.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
LFE.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
LFE.TO Omega Ratio Rank: 8181
Omega Ratio Rank
LFE.TO Calmar Ratio Rank: 7474
Calmar Ratio Rank
LFE.TO Martin Ratio Rank: 8282
Martin Ratio Rank
UTES.TO
UTES.TO Risk / Return Rank: 8989
Overall Rank
UTES.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
UTES.TO Sortino Ratio Rank: 9090
Sortino Ratio Rank
UTES.TO Omega Ratio Rank: 8989
Omega Ratio Rank
UTES.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
UTES.TO Martin Ratio Rank: 8888
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.

LFE.TO vs. UTES.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Life Companies Split Corp. (LFE.TO) and Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.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.

LFE.TOUTES.TODifference

Sharpe ratio

Return per unit of total volatility

1.26

1.94

-0.68

Sortino ratio

Return per unit of downside risk

1.72

2.54

-0.82

Omega ratio

Gain probability vs. loss probability

1.29

1.36

-0.08

Calmar ratio

Return relative to maximum drawdown

1.71

2.59

-0.89

Martin ratio

Return relative to average drawdown

6.52

10.83

-4.31

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LFE.TO vs. UTES.TO - Sharpe Ratio Comparison

The current LFE.TO Sharpe Ratio is 1.26, which is lower than the UTES.TO Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of LFE.TO and UTES.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

LFE.TOUTES.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.94

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

1.36

-1.31

Correlation

The correlation between LFE.TO and UTES.TO is 0.14, 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

LFE.TO vs. UTES.TO - Dividend Comparison

LFE.TO's dividend yield for the trailing twelve months is around 15.92%, more than UTES.TO's 15.76% yield.

TTM20252024202320222021202020192018201720162015
LFE.TO
Canadian Life Companies Split Corp.		15.92%16.33%12.11%0.00%9.55%1.32%10.41%2.44%4.50%14.13%4.54%2.47%
UTES.TO
Evolve Canadian Utilities Enhanced Yield Index Fund ETF		15.76%18.30%6.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LFE.TO vs. UTES.TO - Drawdown Comparison

The maximum LFE.TO drawdown since its inception was -89.14%, which is greater than UTES.TO's maximum drawdown of -10.19%. Use the drawdown chart below to compare losses from any high point for LFE.TO and UTES.TO.

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Drawdown Indicators

LFE.TOUTES.TODifference

Max Drawdown

Largest peak-to-trough decline

-89.14%

-10.19%

-78.95%

Max Drawdown (1Y)

Largest decline over 1 year

-20.46%

-8.29%

-12.17%

Max Drawdown (5Y)

Largest decline over 5 years

-56.68%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-81.11%

—

—

Current Drawdown

Current decline from peak

-12.23%

-2.33%

-9.90%

Average Drawdown

Average peak-to-trough decline

-53.72%

-2.64%

-51.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

2.01%

+3.46%

Volatility

LFE.TO vs. UTES.TO - Volatility Comparison

Canadian Life Companies Split Corp. (LFE.TO) has a higher volatility of 11.55% compared to Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO) at 3.44%. This indicates that LFE.TO's price experiences larger fluctuations and is considered to be riskier than UTES.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LFE.TOUTES.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.55%

3.44%

+8.11%

Volatility (6M)

Calculated over the trailing 6-month period

15.07%

6.98%

+8.09%

Volatility (1Y)

Calculated over the trailing 1-year period

26.98%

11.00%

+15.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.22%

11.12%

+31.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.51%

11.12%

+38.39%