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SLJY vs. GLCC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLJY vs. GLCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify SILJ Covered Call ETF (SLJY) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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

SLJY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GLCC.TO
GLCC.TO Risk / Return Rank: 3030
Overall Rank
GLCC.TO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 3333
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 2626
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.

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.


SLJYGLCC.TODifference
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

SLJY vs. GLCC.TO - Sharpe Ratio Comparison


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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


SLJYGLCC.TODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-35.19%

-36.25%

+1.06%

Average Drawdown

Average peak-to-trough decline

-12.33%

-62.20%

+49.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.38%

Volatility

SLJY vs. GLCC.TO - Volatility Comparison


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Volatility by Period


SLJYGLCC.TODifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for SLJY and GLCC.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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