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RATE.TO vs. XYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RATE.TO vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Arrow EC Income Advantage Alternative Fund (RATE.TO) and Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RATE.TO is traded in CAD, while XYLD is traded in USD. To make them comparable, the XYLD values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RATE.TO achieves a 1.38% return, which is significantly lower than XYLD's 11.16% return.


RATE.TO

1D
-0.19%
1M
0.00%
6M
1.13%
YTD
1.38%
1Y
2.80%
3Y*
5.22%
5Y*
4.83%
10Y*
ALL TIME*
4.08%

XYLD

1D
0.55%
1M
0.89%
6M
9.95%
YTD
11.16%
1Y
20.88%
3Y*
13.94%
5Y*
10.35%
10Y*
9.07%
ALL TIME*
10.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$63.23KCA$64.17KCA$66.35K
CA$47.07MCA$48.72MCA$45.47M

RATE.TO vs. XYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RATE.TO
Arrow EC Income Advantage Alternative Fund
1.38%4.60%5.59%10.12%2.34%2.46%3.49%6.56%-0.84%-0.05%
XYLD
Global X S&P 500 Covered Call ETF
11.16%3.08%29.61%8.46%-6.48%19.53%-2.92%16.40%1.80%-1.15%

Correlation

The correlation between RATE.TO and XYLD is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.03

Correlation (3Y)
Balances recent behavior with more history.

-0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.04

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2017

-0.02

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Return for Risk

RATE.TO vs. XYLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RATE.TO
RATE.TO Risk / Return Rank: 6363
Overall Rank
RATE.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
RATE.TO Sortino Ratio Rank: 5151
Sortino Ratio Rank
RATE.TO Omega Ratio Rank: 4949
Omega Ratio Rank
RATE.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
RATE.TO Martin Ratio Rank: 8282
Martin Ratio Rank

XYLD
XYLD Risk / Return Rank: 9494
Overall Rank
XYLD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 9595
Sortino Ratio Rank
XYLD Omega Ratio Rank: 9696
Omega Ratio Rank
XYLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
XYLD Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RATE.TO vs. XYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow EC Income Advantage Alternative Fund (RATE.TO) and Global X S&P 500 Covered Call ETF (XYLD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RATE.TOXYLDDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-2.01

Omega ratioGain probability vs. loss probability

1.24

1.50

-0.26

Calmar ratioReturn relative to maximum drawdown

3.56

4.92

-1.35

Martin ratioReturn relative to average drawdown

11.80

19.17

-7.37

RATE.TO vs. XYLD - Sharpe Ratio Comparison

The current RATE.TO Sharpe Ratio is 1.27, which is lower than the XYLD Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of RATE.TO and XYLD, 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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Drawdowns

RATE.TO vs. XYLD - Drawdown Comparison

The maximum RATE.TO drawdown since its inception was -14.01%, smaller than the maximum XYLD drawdown of -27.60%. Use the drawdown chart below to compare losses from any high point for RATE.TO and XYLD.


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Drawdown Indicators


RATE.TOXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-14.01%

-27.60%

+13.59%

Max Drawdown (1Y)

Largest decline over 1 year

-0.80%

-4.27%

+3.47%

Max Drawdown (3Y)

Largest decline over 3 years

-2.78%

-16.88%

+14.10%

Max Drawdown (5Y)

Largest decline over 5 years

-3.38%

-16.88%

+13.50%

Max Drawdown (10Y)

Largest decline over 10 years

-27.60%

Current Drawdown

Current decline from peak

-0.23%

0.00%

-0.23%

Average Drawdown

Average peak-to-trough decline

-0.84%

-3.61%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

1.09%

-0.85%

Volatility

RATE.TO vs. XYLD - Volatility Comparison

The current volatility for Arrow EC Income Advantage Alternative Fund (RATE.TO) is 0.66%, while Global X S&P 500 Covered Call ETF (XYLD) has a volatility of 2.05%. This indicates that RATE.TO experiences smaller price fluctuations and is considered to be less risky than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RATE.TOXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

2.05%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

6.64%

-5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

2.25%

7.98%

-5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.05%

12.69%

-8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.73%

15.47%

-9.74%

RATE.TO vs. XYLD - Expense Ratio Comparison

RATE.TO has a 2.01% expense ratio, which is higher than XYLD's 0.60% expense ratio.


Dividends

RATE.TO vs. XYLD - Dividend Comparison

RATE.TO's dividend yield for the trailing twelve months is around 4.66%, less than XYLD's 10.47% yield.


PositionTTM20252024202320222021202020192018201720162015
RATE.TO
Arrow EC Income Advantage Alternative Fund
4.66%4.60%4.69%4.74%4.11%3.52%2.98%2.99%2.32%0.00%0.00%0.00%
XYLD
Global X S&P 500 Covered Call ETF
10.47%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Frequently Asked Questions


RATE.TO and XYLD have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XYLD is cheaper with a 0.60% expense ratio, compared with 2.01% for RATE.TO.

RATE.TO is categorized as Investment Grade Bonds, while XYLD is Derivative Income. They also come from different issuers: Arrow Capital Management Inc. and Global X. Their fees differ too: 2.01% for RATE.TO and 0.60% for XYLD.

Portfolio Optimizer

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