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OILY.TO vs. 2807.HK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILY.TO vs. 2807.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Canadian Energy Enhanced Yield Index Fund ETF (OILY.TO) and Global X China Robotics and AI ETF (2807.HK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

OILY.TO is traded in CAD, while 2807.HK is traded in HKD. To make them comparable, the 2807.HK values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, OILY.TO achieves a 35.40% return, which is significantly higher than 2807.HK's 12.38% return.


OILY.TO

1D
1.11%
1M
1.56%
YTD
35.40%
6M
30.26%
1Y
50.69%
3Y*
5Y*
10Y*

2807.HK

1D
0.58%
1M
7.59%
YTD
12.38%
6M
19.50%
1Y
43.06%
3Y*
9.12%
5Y*
3.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILY.TO vs. 2807.HK - Yearly Performance Comparison


Correlation

The correlation between OILY.TO and 2807.HK is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2025

0.03

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Return for Risk

OILY.TO vs. 2807.HK — Risk / Return Rank

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

OILY.TO
OILY.TO Risk / Return Rank: 7777
Overall Rank
OILY.TO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
OILY.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
OILY.TO Omega Ratio Rank: 7272
Omega Ratio Rank
OILY.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
OILY.TO Martin Ratio Rank: 7474
Martin Ratio Rank

2807.HK
2807.HK Risk / Return Rank: 3838
Overall Rank
2807.HK Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
2807.HK Sortino Ratio Rank: 4040
Sortino Ratio Rank
2807.HK Omega Ratio Rank: 3737
Omega Ratio Rank
2807.HK Calmar Ratio Rank: 4040
Calmar Ratio Rank
2807.HK Martin Ratio Rank: 3131
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.

OILY.TO vs. 2807.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Canadian Energy Enhanced Yield Index Fund ETF (OILY.TO) and Global X China Robotics and AI ETF (2807.HK). 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.


OILY.TO2807.HKDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.43

1.25

+0.18

Calmar ratioReturn relative to maximum drawdown

4.57

2.17

+2.41

Martin ratioReturn relative to average drawdown

14.01

4.81

+9.20

OILY.TO vs. 2807.HK - Sharpe Ratio Comparison

The current OILY.TO Sharpe Ratio is 2.64, which is higher than the 2807.HK Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of OILY.TO and 2807.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


OILY.TO2807.HKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

1.54

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

0.10

+1.25

Drawdowns

OILY.TO vs. 2807.HK - Drawdown Comparison

The maximum OILY.TO drawdown since its inception was -22.70%, smaller than the maximum 2807.HK drawdown of -48.91%. Use the drawdown chart below to compare losses from any high point for OILY.TO and 2807.HK.


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Drawdown Indicators


OILY.TO2807.HKDifference

Max Drawdown

Largest peak-to-trough decline

-22.70%

-48.91%

+26.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

-20.45%

+9.31%

Max Drawdown (3Y)

Largest decline over 3 years

-34.63%

Max Drawdown (5Y)

Largest decline over 5 years

-45.24%

Current Drawdown

Current decline from peak

-3.20%

-3.53%

+0.33%

Average Drawdown

Average peak-to-trough decline

-4.49%

-24.12%

+19.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

9.19%

-5.56%

Volatility

OILY.TO vs. 2807.HK - Volatility Comparison

The current volatility for Evolve Canadian Energy Enhanced Yield Index Fund ETF (OILY.TO) is 7.95%, while Global X China Robotics and AI ETF (2807.HK) has a volatility of 8.87%. This indicates that OILY.TO experiences smaller price fluctuations and is considered to be less risky than 2807.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILY.TO2807.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

8.87%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

16.44%

20.40%

-3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

19.34%

28.85%

-9.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.01%

32.17%

-7.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.01%

32.33%

-7.32%

OILY.TO vs. 2807.HK - Expense Ratio Comparison

OILY.TO has a 0.60% expense ratio, which is lower than 2807.HK's 0.68% expense ratio.


Dividends

OILY.TO vs. 2807.HK - Dividend Comparison

OILY.TO's dividend yield for the trailing twelve months is around 12.68%, while 2807.HK has not paid dividends to shareholders.


Frequently Asked Questions


OILY.TO and 2807.HK have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OILY.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OILY.TO is cheaper with a 0.60% expense ratio, compared with 0.68% for 2807.HK.

OILY.TO is categorized as Energy Equities, while 2807.HK is Robotics. OILY.TO tracks Solactive Canada Energy Top 10 Index, while 2807.HK tracks FactSet China Robotics and Artificial Intelligence Index. They also come from different issuers: Evolve and Global X. Their fees differ too: 0.60% for OILY.TO and 0.68% for 2807.HK.

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