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XYLG vs. EBNK.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XYLG vs. EBNK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Covered Call & Growth ETF (XYLG) and Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.TO). The values are adjusted to include any dividend payments, if applicable.

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XYLG vs. EBNK.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
XYLG
Global X S&P 500 Covered Call & Growth ETF
-2.15%12.93%22.31%18.16%-14.89%
EBNK.TO
Evolve European Banks Enhanced Yield ETF Hedged CAD
-2.12%67.80%18.61%23.58%-11.60%
Different Trading Currencies

XYLG is traded in USD, while EBNK.TO is traded in CAD. To make them comparable, the EBNK.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XYLG having a -2.15% return and EBNK.TO slightly higher at -2.12%.


XYLG

1D
0.88%
1M
-3.11%
YTD
-2.15%
6M
2.08%
1Y
14.74%
3Y*
14.46%
5Y*
9.42%
10Y*

EBNK.TO

1D
2.89%
1M
-3.55%
YTD
-2.12%
6M
10.03%
1Y
35.25%
3Y*
32.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XYLG vs. EBNK.TO - Expense Ratio Comparison

XYLG has a 0.35% expense ratio, which is lower than EBNK.TO's 0.60% expense ratio.


Return for Risk

XYLG vs. EBNK.TO — Risk / Return Rank

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

XYLG
XYLG Risk / Return Rank: 5555
Overall Rank
XYLG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XYLG Sortino Ratio Rank: 5050
Sortino Ratio Rank
XYLG Omega Ratio Rank: 6060
Omega Ratio Rank
XYLG Calmar Ratio Rank: 4848
Calmar Ratio Rank
XYLG Martin Ratio Rank: 6868
Martin Ratio Rank

EBNK.TO
EBNK.TO Risk / Return Rank: 6363
Overall Rank
EBNK.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EBNK.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
EBNK.TO Omega Ratio Rank: 6161
Omega Ratio Rank
EBNK.TO Calmar Ratio Rank: 6666
Calmar Ratio Rank
EBNK.TO Martin Ratio Rank: 6868
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.

XYLG vs. EBNK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Covered Call & Growth ETF (XYLG) and Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.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.


XYLGEBNK.TODifference

Sharpe ratio

Return per unit of total volatility

0.90

1.17

-0.27

Sortino ratio

Return per unit of downside risk

1.41

1.81

-0.40

Omega ratio

Gain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratio

Return relative to maximum drawdown

1.32

2.07

-0.75

Martin ratio

Return relative to average drawdown

7.20

8.24

-1.05

XYLG vs. EBNK.TO - Sharpe Ratio Comparison

The current XYLG Sharpe Ratio is 0.90, which is comparable to the EBNK.TO Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of XYLG and EBNK.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


XYLGEBNK.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.17

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.68

+0.18

Correlation

The correlation between XYLG and EBNK.TO is 0.41, 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

XYLG vs. EBNK.TO - Dividend Comparison

XYLG's dividend yield for the trailing twelve months is around 14.65%, more than EBNK.TO's 11.47% yield.


TTM202520242023202220212020
XYLG
Global X S&P 500 Covered Call & Growth ETF
14.65%13.94%23.65%4.90%6.43%7.40%1.39%
EBNK.TO
Evolve European Banks Enhanced Yield ETF Hedged CAD
11.47%11.05%12.56%7.32%7.52%0.00%0.00%

Drawdowns

XYLG vs. EBNK.TO - Drawdown Comparison

The maximum XYLG drawdown since its inception was -21.30%, smaller than the maximum EBNK.TO drawdown of -31.84%. Use the drawdown chart below to compare losses from any high point for XYLG and EBNK.TO.


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Drawdown Indicators


XYLGEBNK.TODifference

Max Drawdown

Largest peak-to-trough decline

-21.30%

-31.02%

+9.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-17.39%

+6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

Current Drawdown

Current decline from peak

-3.84%

-7.81%

+3.97%

Average Drawdown

Average peak-to-trough decline

-4.21%

-7.56%

+3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

4.26%

-2.18%

Volatility

XYLG vs. EBNK.TO - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call & Growth ETF (XYLG) is 4.85%, while Evolve European Banks Enhanced Yield ETF Hedged CAD (EBNK.TO) has a volatility of 10.15%. This indicates that XYLG experiences smaller price fluctuations and is considered to be less risky than EBNK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLGEBNK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

10.15%

-5.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

15.78%

-8.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

30.15%

-13.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.02%

28.82%

-14.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.98%

28.82%

-14.84%