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

Performance

PPLN.TO vs. ENCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Equal Weight Canadian Pipelines Index ETF (PPLN.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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Returns By Period

The year-to-date returns for both stocks are quite close, with PPLN.TO having a 29.04% return and ENCC.TO slightly lower at 29.01%. Over the past 10 years, PPLN.TO has outperformed ENCC.TO with an annualized return of 10.87%, while ENCC.TO has yielded a comparatively lower 8.49% annualized return.


PPLN.TO

1D
-0.24%
1M
6.16%
YTD
29.04%
6M
28.59%
1Y
39.15%
3Y*
18.78%
5Y*
14.07%
10Y*
10.87%

ENCC.TO

1D
0.93%
1M
2.37%
YTD
29.01%
6M
25.71%
1Y
41.57%
3Y*
22.89%
5Y*
25.31%
10Y*
8.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
PPLN.TO
Global X Equal Weight Canadian Pipelines Index ETF
29.04%4.14%17.18%8.45%16.63%33.83%-17.80%20.50%-11.54%-2.67%
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
29.01%13.13%17.39%5.72%41.33%80.55%-27.98%6.54%-31.00%-18.47%

Correlation

The correlation between PPLN.TO and ENCC.TO is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2014

0.56

The correlation between PPLN.TO and ENCC.TO shifts across timeframes, from 0.51 (3 years) to 0.62 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

PPLN.TO
PPLN.TO Risk / Return Rank: 7777
Overall Rank
PPLN.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PPLN.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
PPLN.TO Omega Ratio Rank: 8080
Omega Ratio Rank
PPLN.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
PPLN.TO Martin Ratio Rank: 5858
Martin Ratio Rank

ENCC.TO
ENCC.TO Risk / Return Rank: 8585
Overall Rank
ENCC.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ENCC.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
ENCC.TO Omega Ratio Rank: 8585
Omega Ratio Rank
ENCC.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
ENCC.TO Martin Ratio Rank: 8484
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.

PPLN.TO vs. ENCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Equal Weight Canadian Pipelines Index ETF (PPLN.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.


PPLN.TOENCC.TODifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.47

1.53

-0.05

Calmar ratioReturn relative to maximum drawdown

3.85

4.93

-1.08

Martin ratioReturn relative to average drawdown

10.25

17.54

-7.28

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

The current PPLN.TO Sharpe Ratio is 2.73, which is comparable to the ENCC.TO Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of PPLN.TO and ENCC.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.


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Sharpe Ratios by Period


PPLN.TOENCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

2.98

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

1.11

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.29

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.00

+0.33

Drawdowns

PPLN.TO vs. ENCC.TO - Drawdown Comparison

The maximum PPLN.TO drawdown since its inception was -59.05%, smaller than the maximum ENCC.TO drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for PPLN.TO and ENCC.TO.


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Drawdown Indicators


PPLN.TOENCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-89.91%

+30.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.22%

-8.48%

-1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-15.31%

-16.67%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-18.54%

-25.57%

+7.03%

Max Drawdown (10Y)

Largest decline over 10 years

-59.05%

-82.16%

+23.11%

Current Drawdown

Current decline from peak

-2.93%

-1.99%

-0.94%

Average Drawdown

Average peak-to-trough decline

-9.47%

-39.82%

+30.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

2.38%

+1.46%

Volatility

PPLN.TO vs. ENCC.TO - Volatility Comparison

Global X Equal Weight Canadian Pipelines Index ETF (PPLN.TO) and Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) have volatilities of 5.77% and 5.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPLN.TOENCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

5.66%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

12.36%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.40%

14.08%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

23.03%

-5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.20%

29.05%

-5.85%

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

PPLN.TO has a 0.31% expense ratio, which is lower than ENCC.TO's 0.76% expense ratio.


Dividends

PPLN.TO vs. ENCC.TO - Dividend Comparison

PPLN.TO's dividend yield for the trailing twelve months is around 4.26%, less than ENCC.TO's 11.09% yield.


PositionTTM20252024202320222021202020192018201720162015
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
11.09%13.62%14.58%14.87%12.55%4.23%5.10%6.09%8.35%6.92%4.77%15.15%
PPLN.TO
Global X Equal Weight Canadian Pipelines Index ETF
4.26%4.35%2.94%3.77%3.23%3.47%5.76%4.40%5.21%4.31%3.99%4.41%

Frequently Asked Questions


PPLN.TO and ENCC.TO have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PPLN.TO is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PPLN.TO is cheaper with a 0.31% expense ratio, compared with 0.76% for ENCC.TO.

PPLN.TO is categorized as Energy Equities, while ENCC.TO is Derivative Income. Their fees differ too: 0.31% for PPLN.TO and 0.76% for ENCC.TO.

Portfolio Optimizer

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