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USCL.TO vs. AVGY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCL.TO vs. AVGY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced S&P 500 Covered Call ETF (USCL.TO) and Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USCL.TO achieves a 11.57% return, which is significantly lower than AVGY.TO's 42.92% return.


USCL.TO

1D
-0.08%
1M
7.59%
YTD
11.57%
6M
9.93%
1Y
29.89%
3Y*
5Y*
10Y*

AVGY.TO

1D
-0.45%
1M
19.17%
YTD
42.92%
6M
27.21%
1Y
107.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCL.TO vs. AVGY.TO - Yearly Performance Comparison


Correlation

The correlation between USCL.TO and AVGY.TO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2025

0.49

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Return for Risk

USCL.TO vs. AVGY.TO — Risk / Return Rank

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

USCL.TO
USCL.TO Risk / Return Rank: 7575
Overall Rank
USCL.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
USCL.TO Sortino Ratio Rank: 7575
Sortino Ratio Rank
USCL.TO Omega Ratio Rank: 8080
Omega Ratio Rank
USCL.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
USCL.TO Martin Ratio Rank: 7575
Martin Ratio Rank

AVGY.TO
AVGY.TO Risk / Return Rank: 6565
Overall Rank
AVGY.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AVGY.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
AVGY.TO Omega Ratio Rank: 6363
Omega Ratio Rank
AVGY.TO Calmar Ratio Rank: 7676
Calmar Ratio Rank
AVGY.TO Martin Ratio Rank: 5252
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.

USCL.TO vs. AVGY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced S&P 500 Covered Call ETF (USCL.TO) and Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.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.


USCL.TOAVGY.TODifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.49

1.38

+0.11

Calmar ratioReturn relative to maximum drawdown

3.51

3.81

-0.30

Martin ratioReturn relative to average drawdown

14.29

8.81

+5.48

USCL.TO vs. AVGY.TO - Sharpe Ratio Comparison

The current USCL.TO Sharpe Ratio is 2.55, which is comparable to the AVGY.TO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of USCL.TO and AVGY.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.


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Sharpe Ratios by Period


USCL.TOAVGY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

2.39

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

2.30

-0.88

Drawdowns

USCL.TO vs. AVGY.TO - Drawdown Comparison

The maximum USCL.TO drawdown since its inception was -21.85%, smaller than the maximum AVGY.TO drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for USCL.TO and AVGY.TO.


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Drawdown Indicators


USCL.TOAVGY.TODifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

-28.78%

+6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-28.50%

+19.94%

Current Drawdown

Current decline from peak

-0.08%

-0.45%

+0.37%

Average Drawdown

Average peak-to-trough decline

-2.55%

-8.43%

+5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

12.29%

-10.19%

Volatility

USCL.TO vs. AVGY.TO - Volatility Comparison

The current volatility for Global X Enhanced S&P 500 Covered Call ETF (USCL.TO) is 2.86%, while Harvest Broadcom Enhanced High Income Shares ETF - Class A Units (AVGY.TO) has a volatility of 13.20%. This indicates that USCL.TO experiences smaller price fluctuations and is considered to be less risky than AVGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCL.TOAVGY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

13.20%

-10.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

33.23%

-23.92%

Volatility (1Y)

Calculated over the trailing 1-year period

11.79%

45.46%

-33.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

51.13%

-35.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.44%

51.13%

-35.69%

USCL.TO vs. AVGY.TO - Expense Ratio Comparison

USCL.TO has a 0.04% expense ratio, which is lower than AVGY.TO's 0.40% expense ratio.


Dividends

USCL.TO vs. AVGY.TO - Dividend Comparison

USCL.TO's dividend yield for the trailing twelve months is around 11.95%, less than AVGY.TO's 19.08% yield.


PositionTTM202520242023
AVGY.TO
Harvest Broadcom Enhanced High Income Shares ETF - Class A Units
19.08%14.82%0.00%0.00%
USCL.TO
Global X Enhanced S&P 500 Covered Call ETF
11.95%12.94%11.57%7.08%

Frequently Asked Questions


USCL.TO and AVGY.TO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USCL.TO is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USCL.TO is cheaper with a 0.04% expense ratio, compared with 0.40% for AVGY.TO.

They also come from different issuers: Global X and Harvest. Their fees differ too: 0.04% for USCL.TO and 0.40% for AVGY.TO.

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