USCC.TO vs. YAVG.NEO
USCC.TO (Global X S&P 500 Covered Call ETF) and YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past year, USCC.TO returned 24.60% vs 133.32% for YAVG.NEO. At a 0.39 correlation, their price movements are largely independent.
Performance
USCC.TO vs. YAVG.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, USCC.TO achieves a 9.71% return, which is significantly lower than YAVG.NEO's 59.96% return.
USCC.TO
- 1D
- 0.10%
- 1M
- 6.39%
- YTD
- 9.71%
- 6M
- 8.43%
- 1Y
- 24.60%
- 3Y*
- 17.81%
- 5Y*
- 11.38%
- 10Y*
- 11.31%
YAVG.NEO
- 1D
- -0.50%
- 1M
- 16.03%
- YTD
- 59.96%
- 6M
- 46.17%
- 1Y
- 133.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USCC.TO vs. YAVG.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USCC.TO Global X S&P 500 Covered Call ETF | 9.71% | 6.58% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 59.96% | 57.91% |
Correlation
The correlation between USCC.TO and YAVG.NEO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | 0.39 |
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Return for Risk
USCC.TO vs. YAVG.NEO — Risk / Return Rank
USCC.TO
YAVG.NEO
USCC.TO vs. YAVG.NEO - 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 Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO). 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.
| USCC.TO | YAVG.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.50 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 5.18 | -1.50 |
| Martin ratioReturn relative to average drawdown | 15.14 | 15.35 | -0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USCC.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | 2.81 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.96 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 2.03 | -1.09 |
Drawdowns
USCC.TO vs. YAVG.NEO - Drawdown Comparison
The maximum USCC.TO drawdown since its inception was -28.48%, smaller than the maximum YAVG.NEO drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for USCC.TO and YAVG.NEO.
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Drawdown Indicators
| USCC.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.48% | -39.57% | +11.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.71% | -25.90% | +19.19% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.48% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.50% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -8.26% | +4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 8.72% | -7.09% |
Volatility
USCC.TO vs. YAVG.NEO - Volatility Comparison
The current volatility for Global X S&P 500 Covered Call ETF (USCC.TO) is 2.12%, while Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a volatility of 11.15%. This indicates that USCC.TO experiences smaller price fluctuations and is considered to be less risky than YAVG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCC.TO | YAVG.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 11.15% | -9.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.45% | 37.61% | -30.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.32% | 47.84% | -38.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.97% | 52.43% | -37.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 52.43% | -35.07% |
Dividends
USCC.TO vs. YAVG.NEO - Dividend Comparison
USCC.TO's dividend yield for the trailing twelve months is around 9.56%, less than YAVG.NEO's 21.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USCC.TO Global X S&P 500 Covered Call ETF | 9.56% | 10.20% | 9.65% | 8.50% | 7.94% | 4.02% | 3.85% | 3.89% | 4.76% | 4.29% | 4.68% | 4.78% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 21.76% | 8.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USCC.TO and YAVG.NEO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Global X and Purpose Investments.
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