SLJY vs. GLCC.TO
SLJY (Amplify SILJ Covered Call ETF) and GLCC.TO (Global X Gold Producer Equity Covered Call ETF) are both Derivative Income funds. Both are actively managed. Their correlation of 0.86 suggests significant overlap in exposure. SLJY charges 0.75%/yr vs 0.79%/yr for GLCC.TO.
Performance
SLJY vs. GLCC.TO - Performance Comparison
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Different Trading Currencies
SLJY is traded in USD, while GLCC.TO is traded in CAD. To make them comparable, the GLCC.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SLJY achieves a -10.91% return, which is significantly higher than GLCC.TO's -17.00% return.
SLJY
- 1D
- -0.25%
- 1M
- -11.40%
- 6M
- -23.95%
- YTD
- -10.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
GLCC.TO
- 1D
- 0.26%
- 1M
- -11.93%
- 6M
- -25.48%
- YTD
- -17.00%
- 1Y
- 34.91%
- 3Y*
- 31.58%
- 5Y*
- 17.26%
- 10Y*
- 10.62%
- ALL TIME*
- -1.60%
SLJY vs. GLCC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SLJY Amplify SILJ Covered Call ETF | -10.91% | 42.11% |
GLCC.TO Global X Gold Producer Equity Covered Call ETF | -17.00% | 42.26% |
Correlation
The correlation between SLJY and GLCC.TO is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 19, 2025 | 0.86 |
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Return for Risk
SLJY vs. GLCC.TO — Risk / Return Rank
SLJY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GLCC.TO
SLJY vs. GLCC.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify SILJ Covered Call ETF (SLJY) and Global X Gold Producer Equity Covered Call ETF (GLCC.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.
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.
| SLJY | GLCC.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.17 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.96 | — |
| Martin ratioReturn relative to average drawdown | — | 2.28 | — |
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Drawdowns
SLJY vs. GLCC.TO - Drawdown Comparison
The maximum SLJY drawdown since its inception was -35.19%, smaller than the maximum GLCC.TO drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for SLJY and GLCC.TO.
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Drawdown Indicators
| SLJY | GLCC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -87.15% | +51.96% |
Max Drawdown (1Y)Largest decline over 1 year | — | -36.42% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -36.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.72% | — |
Current DrawdownCurrent decline from peak | -35.19% | -36.25% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -62.20% | +49.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 15.38% | — |
Volatility
SLJY vs. GLCC.TO - Volatility Comparison
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Volatility by Period
| SLJY | GLCC.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.87% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 37.37% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 49.47% | 45.03% | +4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.47% | 33.40% | +16.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.47% | 32.97% | +16.50% |
SLJY vs. GLCC.TO - Expense Ratio Comparison
SLJY has a 0.75% expense ratio, which is lower than GLCC.TO's 0.79% expense ratio.
Dividends
SLJY vs. GLCC.TO - Dividend Comparison
SLJY's dividend yield for the trailing twelve months is around 22.85%, more than GLCC.TO's 10.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLCC.TO Global X Gold Producer Equity Covered Call ETF | 10.89% | 6.01% | 10.30% | 11.16% | 10.08% | 6.31% | 6.47% | 4.58% | 5.62% | 7.08% | 8.75% | 2.32% |
SLJY Amplify SILJ Covered Call ETF | 22.85% | 6.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SLJY and GLCC.TO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SLJY is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLJY is cheaper with a 0.75% expense ratio, compared with 0.79% for GLCC.TO.
They also come from different issuers: Amplify and Global X. Their fees differ too: 0.75% for SLJY and 0.79% for GLCC.TO.
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