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UTES.TO vs. BASE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTES.TO vs. BASE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO) and Evolve Global Materials & Mining Enhanced Yield Index ETF (BASE.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, UTES.TO achieves a 14.78% return, which is significantly lower than BASE.TO's 20.51% return.


UTES.TO

1D
1.58%
1M
0.00%
YTD
14.78%
6M
16.79%
1Y
27.78%
3Y*
5Y*
10Y*

BASE.TO

1D
-2.79%
1M
-3.61%
YTD
20.51%
6M
17.54%
1Y
47.44%
3Y*
15.57%
5Y*
8.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTES.TO vs. BASE.TO - Yearly Performance Comparison


Correlation

The correlation between UTES.TO and BASE.TO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2024

0.05

The correlation between UTES.TO and BASE.TO shifts across timeframes, from -0.06 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UTES.TO vs. BASE.TO — Risk / Return Rank

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

UTES.TO
UTES.TO Risk / Return Rank: 8686
Overall Rank
UTES.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
UTES.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
UTES.TO Omega Ratio Rank: 8888
Omega Ratio Rank
UTES.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
UTES.TO Martin Ratio Rank: 7777
Martin Ratio Rank

BASE.TO
BASE.TO Risk / Return Rank: 6666
Overall Rank
BASE.TO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BASE.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
BASE.TO Omega Ratio Rank: 6262
Omega Ratio Rank
BASE.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
BASE.TO Martin Ratio Rank: 7272
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.

UTES.TO vs. BASE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO) and Evolve Global Materials & Mining Enhanced Yield Index ETF (BASE.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.


UTES.TOBASE.TODifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.52

1.34

+0.18

Calmar ratioReturn relative to maximum drawdown

4.37

3.04

+1.32

Martin ratioReturn relative to average drawdown

13.81

12.44

+1.37

UTES.TO vs. BASE.TO - Sharpe Ratio Comparison

The current UTES.TO Sharpe Ratio is 2.91, which is higher than the BASE.TO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of UTES.TO and BASE.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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Drawdowns

UTES.TO vs. BASE.TO - Drawdown Comparison

The maximum UTES.TO drawdown since its inception was -10.19%, smaller than the maximum BASE.TO drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for UTES.TO and BASE.TO.


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Drawdown Indicators


UTES.TOBASE.TODifference

Max Drawdown

Largest peak-to-trough decline

-10.19%

-33.43%

+23.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-15.68%

+9.29%

Max Drawdown (3Y)

Largest decline over 3 years

-24.11%

Max Drawdown (5Y)

Largest decline over 5 years

-33.43%

Current Drawdown

Current decline from peak

-0.72%

-8.03%

+7.31%

Average Drawdown

Average peak-to-trough decline

-2.56%

-9.26%

+6.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

3.82%

-1.80%

Volatility

UTES.TO vs. BASE.TO - Volatility Comparison

The current volatility for Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO) is 3.58%, while Evolve Global Materials & Mining Enhanced Yield Index ETF (BASE.TO) has a volatility of 7.88%. This indicates that UTES.TO experiences smaller price fluctuations and is considered to be less risky than BASE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTES.TOBASE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

7.88%

-4.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

18.86%

-11.32%

Volatility (1Y)

Calculated over the trailing 1-year period

9.60%

23.41%

-13.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.08%

23.10%

-12.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.08%

26.40%

-15.32%

UTES.TO vs. BASE.TO - Expense Ratio Comparison

UTES.TO has a 0.60% expense ratio, which is higher than BASE.TO's 0.00% expense ratio.


Dividends

UTES.TO vs. BASE.TO - Dividend Comparison

UTES.TO's dividend yield for the trailing twelve months is around 17.14%, more than BASE.TO's 8.45% yield.


PositionTTM2025202420232022202120202019
BASE.TO
Evolve Global Materials & Mining Enhanced Yield Index ETF
8.45%9.55%11.20%8.80%8.96%5.95%4.67%2.88%
UTES.TO
Evolve Canadian Utilities Enhanced Yield Index Fund ETF
17.14%18.30%6.05%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UTES.TO and BASE.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BASE.TO is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BASE.TO is cheaper with a 0.00% expense ratio, compared with 0.60% for UTES.TO.

UTES.TO is categorized as Derivative Income, while BASE.TO is Materials. Their fees differ too: 0.60% for UTES.TO and 0.00% for BASE.TO.

Portfolio Optimizer

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