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USCC.TO vs. ZUE.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USCC.TO vs. ZUE.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 BMO S&P 500 (CAD Hedged) (ZUE.TO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
USCC.TO
Global X S&P 500 Covered Call ETF
-2.45%9.20%31.13%13.91%-10.22%20.61%9.31%15.08%0.57%6.31%
ZUE.TO
BMO S&P 500 (CAD Hedged)
-4.96%15.57%23.40%24.35%-19.43%27.86%15.42%29.70%-6.88%21.02%

Returns By Period

In the year-to-date period, USCC.TO achieves a -2.45% return, which is significantly higher than ZUE.TO's -4.96% return. Over the past 10 years, USCC.TO has underperformed ZUE.TO with an annualized return of 10.31%, while ZUE.TO has yielded a comparatively higher 12.34% annualized return.


USCC.TO

1D
1.61%
1M
-3.37%
YTD
-2.45%
6M
-0.76%
1Y
10.07%
3Y*
14.49%
5Y*
9.51%
10Y*
10.31%

ZUE.TO

1D
3.00%
1M
-5.24%
YTD
-4.96%
6M
-2.91%
1Y
15.40%
3Y*
16.29%
5Y*
10.14%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

USCC.TO has a 0.49% expense ratio, which is higher than ZUE.TO's 0.09% expense ratio.


Return for Risk

USCC.TO vs. ZUE.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: 3737
Overall Rank
USCC.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
USCC.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
USCC.TO Omega Ratio Rank: 4141
Omega Ratio Rank
USCC.TO Calmar Ratio Rank: 3737
Calmar Ratio Rank
USCC.TO Martin Ratio Rank: 4242
Martin Ratio Rank

ZUE.TO
ZUE.TO Risk / Return Rank: 5353
Overall Rank
ZUE.TO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ZUE.TO Sortino Ratio Rank: 5050
Sortino Ratio Rank
ZUE.TO Omega Ratio Rank: 5454
Omega Ratio Rank
ZUE.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
ZUE.TO Martin Ratio Rank: 6363
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. ZUE.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 BMO S&P 500 (CAD Hedged) (ZUE.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.


USCC.TOZUE.TODifference

Sharpe ratio

Return per unit of total volatility

0.62

0.86

-0.23

Sortino ratio

Return per unit of downside risk

0.96

1.32

-0.37

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

0.94

1.34

-0.40

Martin ratio

Return relative to average drawdown

3.94

6.15

-2.21

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

The current USCC.TO Sharpe Ratio is 0.62, which is comparable to the ZUE.TO Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of USCC.TO and ZUE.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USCC.TOZUE.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.86

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.61

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.68

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.77

+0.10

Correlation

The correlation between USCC.TO and ZUE.TO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

USCC.TO vs. ZUE.TO - Dividend Comparison

USCC.TO's dividend yield for the trailing twelve months is around 9.61%, more than ZUE.TO's 0.92% yield.


TTM20252024202320222021202020192018201720162015
USCC.TO
Global X S&P 500 Covered Call ETF
9.61%10.20%9.65%8.50%7.94%4.02%3.85%3.89%4.76%4.29%4.68%4.78%
ZUE.TO
BMO S&P 500 (CAD Hedged)
0.92%0.86%1.02%1.33%1.50%1.13%1.37%1.47%1.76%1.61%1.67%1.72%

Drawdowns

USCC.TO vs. ZUE.TO - Drawdown Comparison

The maximum USCC.TO drawdown since its inception was -28.48%, smaller than the maximum ZUE.TO drawdown of -35.56%. Use the drawdown chart below to compare losses from any high point for USCC.TO and ZUE.TO.


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Drawdown Indicators


USCC.TOZUE.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.48%

-35.56%

+7.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-11.95%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

-25.34%

+7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-28.48%

-35.56%

+7.08%

Current Drawdown

Current decline from peak

-5.05%

-6.72%

+1.67%

Average Drawdown

Average peak-to-trough decline

-3.51%

-4.12%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.60%

+0.26%

Volatility

USCC.TO vs. ZUE.TO - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call ETF (USCC.TO) is 4.59%, while BMO S&P 500 (CAD Hedged) (ZUE.TO) has a volatility of 5.44%. This indicates that USCC.TO experiences smaller price fluctuations and is considered to be less risky than ZUE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCC.TOZUE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

5.44%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

9.50%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.30%

18.08%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

16.86%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

18.12%

-0.72%