PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
USCC.TO vs. LBS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

USCC.TO vs. LBS.TO

Last updated Jul 14, 2026
Documentation

USCC.TO (Global X S&P 500 Covered Call ETF) is Derivative Income fund actively managed by Global X, while LBS.TO (Life & Banc Split Corp.) is a stock. Over the past 10 years, USCC.TO returned 12.65%/yr vs 30.53%/yr for LBS.TO. At a 0.28 correlation, their price movements are largely independent.

Performance

USCC.TO vs. LBS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X S&P 500 Covered Call ETF (USCC.TO) and Life & Banc Split Corp. (LBS.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USCC.TO achieves a 11.95% return, which is significantly lower than LBS.TO's 96.81% return. Over the past 10 years, USCC.TO has underperformed LBS.TO with an annualized return of 12.65%, while LBS.TO has yielded a comparatively higher 30.53% annualized return.

USCC.TO

1D
-0.61%
1M
2.82%
6M
8.96%
YTD
11.95%
1Y
22.70%
3Y*
18.46%
5Y*
12.49%
10Y*
12.65%

LBS.TO

1D
-0.07%
1M
26.92%
6M
94.92%
YTD
96.81%
1Y
164.81%
3Y*
62.42%
5Y*
40.12%
10Y*
30.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCC.TO vs. LBS.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
USCC.TO
Global X S&P 500 Covered Call ETF		11.95%9.19%31.45%17.35%-8.49%21.99%11.29%16.61%1.97%7.70%
LBS.TO
Life & Banc Split Corp.		96.81%55.41%38.56%10.41%0.97%65.80%-3.16%44.97%-20.15%19.78%

Correlation

The correlation between USCC.TO and LBS.TO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.41

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

0.37

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

0.34

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

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2013

0.28

The correlation between USCC.TO and LBS.TO shifts across timeframes, from 0.27 (10 years) to 0.41 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X S&P 500 Covered Call ETF

Life & Banc Split Corp.

Often compared with USCC.TO:
USCC.TO vs. VFV.TOUSCC.TO vs. SPYIUSCC.TO vs. TGED.TOUSCC.TO vs. USCL.TOUSCC.TO vs. ZSP-U.TOUSCC.TO vs. RSPAUSCC.TO vs. ESPX.AS
Often compared with LBS.TO:
LBS.TO vs. BK.TOLBS.TO vs. SBC.TOLBS.TO vs. DFN.TOLBS.TO vs. FTN.TOLBS.TO vs. LCS.TOLBS.TO vs. VDY.TOLBS.TO vs. BCE.TO

Return for Risk

USCC.TO vs. LBS.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USCC.TO
USCC.TO Risk / Return Rank: 8686
Overall Rank
USCC.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USCC.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
USCC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
USCC.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
USCC.TO Martin Ratio Rank: 8585
Martin Ratio Rank
LBS.TO
LBS.TO Risk / Return Rank: 9898
Overall Rank
LBS.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LBS.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
LBS.TO Omega Ratio Rank: 9999
Omega Ratio Rank
LBS.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
LBS.TO Martin Ratio Rank: 9898
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.

USCC.TO vs. LBS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Covered Call ETF (USCC.TO) and Life & Banc Split Corp. (LBS.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.

USCC.TOLBS.TODifference
Sharpe ratioReturn per unit of total volatility
2.27
3.67

-1.40

Sortino ratioReturn per unit of downside risk
3.16
4.10

-0.94

Omega ratioGain probability vs. loss probability

1.44

1.88

-0.44

Calmar ratioReturn relative to maximum drawdown

3.40

6.52

-3.12

Martin ratioReturn relative to average drawdown

13.74

28.86

-15.12

USCC.TO vs. LBS.TO - Sharpe Ratio Comparison

The current USCC.TO Sharpe Ratio is 2.27, which is lower than the LBS.TO Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of USCC.TO and LBS.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.

Loading charts...

Drawdowns

USCC.TO vs. LBS.TO - Drawdown Comparison

The maximum USCC.TO drawdown since its inception was -28.40%, smaller than the maximum LBS.TO drawdown of -83.14%. Use the drawdown chart below to compare losses from any high point for USCC.TO and LBS.TO.

Loading charts...

Drawdown Indicators

USCC.TOLBS.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.40%

-83.14%

+54.74%

Max Drawdown (1Y)

Largest decline over 1 year

-6.71%

-25.43%

+18.72%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

-34.23%

+16.68%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

-35.44%

+17.89%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

-63.25%

+34.85%

Current Drawdown

Current decline from peak

-0.61%

-0.37%

-0.24%

Average Drawdown

Average peak-to-trough decline

-3.15%

-11.76%

+8.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

5.74%

-4.08%

Volatility

USCC.TO vs. LBS.TO - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call ETF (USCC.TO) is 3.09%, while Life & Banc Split Corp. (LBS.TO) has a volatility of 13.12%. This indicates that USCC.TO experiences smaller price fluctuations and is considered to be less risky than LBS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

USCC.TOLBS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

13.12%

-10.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

42.14%

-33.84%

Volatility (1Y)

Calculated over the trailing 1-year period

10.05%

45.22%

-35.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.84%

30.56%

-16.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

39.23%

-24.68%

Dividends

USCC.TO vs. LBS.TO - Dividend Comparison

USCC.TO's dividend yield for the trailing twelve months is around 9.48%, more than LBS.TO's 7.27% yield.

PositionTTM20252024202320222021202020192018201720162015
LBS.TO
Life & Banc Split Corp.		7.27%12.92%17.12%19.61%17.88%15.33%7.16%19.39%23.12%15.52%15.92%19.20%
USCC.TO
Global X S&P 500 Covered Call ETF		9.48%10.20%9.86%11.45%10.42%5.05%5.17%5.16%6.19%5.56%5.59%5.71%

Frequently Asked Questions

USCC.TO and LBS.TO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for USCC.TO and LBS.TO

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

Open Portfolio Optimizer