PortfoliosLab logoPortfoliosLab logo
USCC.TO vs. PINC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCC.TO vs. PINC.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 Purpose Multi-Asset Income Fund (PINC.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 11.09% return, which is significantly lower than PINC.TO's 17.29% return.


USCC.TO

1D
0.67%
1M
-1.00%
6M
9.29%
YTD
11.09%
1Y
20.91%
3Y*
17.48%
5Y*
12.03%
10Y*
12.39%
ALL TIME*
14.29%

PINC.TO

1D
-0.26%
1M
1.34%
6M
14.51%
YTD
17.29%
1Y
24.86%
3Y*
14.78%
5Y*
6.76%
10Y*
ALL TIME*
6.95%
*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$17.08KCA$13.56KCA$13.69K
CA$305.43KCA$290.99KCA$294.56K

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


2026 (YTD)20252024202320222021202020192018
USCC.TO
Global X S&P 500 Covered Call ETF
11.09%9.19%31.45%17.35%-8.49%21.99%11.29%16.61%2.49%
PINC.TO
Purpose Multi-Asset Income Fund
17.29%14.41%11.54%0.95%-12.11%21.51%0.74%14.28%-6.43%

Correlation

The correlation between USCC.TO and PINC.TO is 0.17, which is low. Their historical price movements had little consistent relationship.


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

0.17

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

0.19

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

0.22

Correlation (All Time)
Calculated using the full available price history since May 8, 2018

0.21

Compare stocks, funds, or ETFs

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


Return for Risk

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

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

USCC.TO
USCC.TO Risk / Return Rank: 7777
Overall Rank
USCC.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
USCC.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
USCC.TO Omega Ratio Rank: 7979
Omega Ratio Rank
USCC.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
USCC.TO Martin Ratio Rank: 8181
Martin Ratio Rank

PINC.TO
PINC.TO Risk / Return Rank: 9797
Overall Rank
PINC.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PINC.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
PINC.TO Omega Ratio Rank: 9797
Omega Ratio Rank
PINC.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
PINC.TO Martin Ratio Rank: 9696
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.

USCC.TO vs. PINC.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 Purpose Multi-Asset Income Fund (PINC.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.TOPINC.TODifference
Sharpe ratioReturn per unit of total volatility

-1.94

Sortino ratioReturn per unit of downside risk

-2.81

Omega ratioGain probability vs. loss probability

1.35

1.78

-0.44

Calmar ratioReturn relative to maximum drawdown

2.84

6.71

-3.87

Martin ratioReturn relative to average drawdown

11.17

26.05

-14.89

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

The current USCC.TO Sharpe Ratio is 1.84, which is lower than the PINC.TO Sharpe Ratio of 3.78. The chart below compares the historical Sharpe Ratios of USCC.TO and PINC.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. PINC.TO - Drawdown Comparison

The maximum USCC.TO drawdown since its inception was -28.40%, smaller than the maximum PINC.TO drawdown of -43.84%. Use the drawdown chart below to compare losses from any high point for USCC.TO and PINC.TO.


Loading charts...

Drawdown Indicators


USCC.TOPINC.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.40%

-43.84%

+15.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.71%

-3.59%

-3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

-8.55%

-9.00%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

-21.04%

+3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

Current Drawdown

Current decline from peak

-1.37%

-0.94%

-0.43%

Average Drawdown

Average peak-to-trough decline

-3.14%

-5.79%

+2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

0.92%

+0.79%

Volatility

USCC.TO vs. PINC.TO - Volatility Comparison

Global X S&P 500 Covered Call ETF (USCC.TO) has a higher volatility of 3.44% compared to Purpose Multi-Asset Income Fund (PINC.TO) at 1.64%. This indicates that USCC.TO's price experiences larger fluctuations and is considered to be riskier than PINC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USCC.TOPINC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

1.64%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

5.04%

+3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

6.37%

+4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

8.38%

+5.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.55%

14.69%

-0.14%

USCC.TO vs. PINC.TO - Expense Ratio Comparison

USCC.TO has a 0.49% expense ratio, which is lower than PINC.TO's 1.04% expense ratio.


Dividends

USCC.TO vs. PINC.TO - Dividend Comparison

USCC.TO's dividend yield for the trailing twelve months is around 9.64%, more than PINC.TO's 4.43% yield.


PositionTTM20252024202320222021202020192018201720162015
PINC.TO
Purpose Multi-Asset Income Fund
4.43%5.05%5.48%5.78%5.51%4.60%5.33%5.06%3.66%0.00%0.00%0.00%
USCC.TO
Global X S&P 500 Covered Call ETF
9.64%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 PINC.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USCC.TO is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USCC.TO is cheaper with a 0.49% expense ratio, compared with 1.04% for PINC.TO.

They also come from different issuers: Global X and Purpose. Their fees differ too: 0.49% for USCC.TO and 1.04% for PINC.TO.

Portfolio Optimizer

Find the right allocation for USCC.TO and PINC.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