PortfoliosLab logoPortfoliosLab logo
UTES.TO vs. EMCL.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTES.TO vs. EMCL.NEO - 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 Global X Enhanced MSCI Emerging Markets Covered Call ETF (EMCL.NEO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UTES.TO achieves a 14.55% return, which is significantly lower than EMCL.NEO's 28.01% return.


UTES.TO

1D
-0.31%
1M
0.20%
YTD
14.55%
6M
16.29%
1Y
28.09%
3Y*
5Y*
10Y*

EMCL.NEO

1D
0.84%
1M
3.55%
YTD
28.01%
6M
29.37%
1Y
48.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTES.TO vs. EMCL.NEO - Yearly Performance Comparison


Correlation

The correlation between UTES.TO and EMCL.NEO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

-0.04

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

UTES.TO vs. EMCL.NEO — 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: 9090
Overall Rank
UTES.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
UTES.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
UTES.TO Omega Ratio Rank: 9292
Omega Ratio Rank
UTES.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
UTES.TO Martin Ratio Rank: 8181
Martin Ratio Rank

EMCL.NEO
EMCL.NEO Risk / Return Rank: 7878
Overall Rank
EMCL.NEO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EMCL.NEO Sortino Ratio Rank: 6767
Sortino Ratio Rank
EMCL.NEO Omega Ratio Rank: 8585
Omega Ratio Rank
EMCL.NEO Calmar Ratio Rank: 8181
Calmar Ratio Rank
EMCL.NEO Martin Ratio Rank: 7979
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. EMCL.NEO - 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 Global X Enhanced MSCI Emerging Markets Covered Call ETF (EMCL.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.

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.TOEMCL.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

1.53

1.45

+0.08

Calmar ratioReturn relative to maximum drawdown

4.41

3.79

+0.63

Martin ratioReturn relative to average drawdown

13.96

13.57

+0.39

UTES.TO vs. EMCL.NEO - Sharpe Ratio Comparison

The current UTES.TO Sharpe Ratio is 2.95, which is higher than the EMCL.NEO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of UTES.TO and EMCL.NEO, 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

UTES.TO vs. EMCL.NEO - Drawdown Comparison

The maximum UTES.TO drawdown since its inception was -10.19%, smaller than the maximum EMCL.NEO drawdown of -19.73%. Use the drawdown chart below to compare losses from any high point for UTES.TO and EMCL.NEO.


Loading charts...

Drawdown Indicators


UTES.TOEMCL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-10.19%

-19.73%

+9.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-13.12%

+6.73%

Current Drawdown

Current decline from peak

-0.92%

-3.84%

+2.92%

Average Drawdown

Average peak-to-trough decline

-2.55%

-2.57%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

3.62%

-1.60%

Volatility

UTES.TO vs. EMCL.NEO - Volatility Comparison

The current volatility for Evolve Canadian Utilities Enhanced Yield Index Fund ETF (UTES.TO) is 3.58%, while Global X Enhanced MSCI Emerging Markets Covered Call ETF (EMCL.NEO) has a volatility of 12.62%. This indicates that UTES.TO experiences smaller price fluctuations and is considered to be less risky than EMCL.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UTES.TOEMCL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

12.62%

-9.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

20.77%

-13.25%

Volatility (1Y)

Calculated over the trailing 1-year period

9.60%

22.46%

-12.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.06%

23.00%

-11.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.06%

23.00%

-11.94%

Dividends

UTES.TO vs. EMCL.NEO - Dividend Comparison

UTES.TO's dividend yield for the trailing twelve months is around 17.18%, more than EMCL.NEO's 10.11% yield.


Frequently Asked Questions


UTES.TO and EMCL.NEO have a correlation of -0.12, 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: Evolve and Global X.

Portfolio Optimizer

Find the right allocation for UTES.TO and EMCL.NEO

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