YCST.NEO vs. NXF.TO

Last updated Jun 4, 2026

YCST.NEO (Costco (COST) Yield Shares Purpose ETF) and NXF.TO (CI Energy Giants Covered Call ETF Common Units (CAD Hedged)) are both exchange-traded funds - YCST.NEO is a Derivative Income fund actively managed by Purpose Investments, while NXF.TO is a Energy Equities fund actively managed by CI. Both are actively managed. Over the past year, YCST.NEO returned -7.85% vs 45.90% for NXF.TO. At a 0.06 correlation, their price movements are largely independent.

Performance

YCST.NEO vs. NXF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Costco (COST) Yield Shares Purpose ETF (YCST.NEO) and CI Energy Giants Covered Call ETF Common Units (CAD Hedged) (NXF.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YCST.NEO achieves a 12.72% return, which is significantly lower than NXF.TO's 32.43% return.

YCST.NEO

• 1D: 0.77%
• 1M: -5.63%
• YTD: 12.72%
• 6M: 5.30%
• 1Y: -7.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NXF.TO

• 1D: 1.17%
• 1M: -2.11%
• YTD: 32.43%
• 6M: 29.37%
• 1Y: 45.90%
• 3Y*: 15.64%
• 5Y*: 17.39%
• 10Y*: 8.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

YCST.NEO vs. NXF.TO - Yearly Performance Comparison

	2026 (YTD)	2025
YCST.NEO Costco (COST) Yield Shares Purpose ETF	12.72%	-16.43%
NXF.TO CI Energy Giants Covered Call ETF Common Units (CAD Hedged)	32.43%	2.39%

Correlation

The correlation between YCST.NEO and NXF.TO is -0.01, 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	-0.01
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025	0.06

Return for Risk

YCST.NEO vs. NXF.TO — Risk / Return Rank

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

YCST.NEO

YCST.NEO Risk / Return Rank: 5
YCST.NEO Sharpe Ratio Rank: 5
YCST.NEO Sortino Ratio Rank: 5
YCST.NEO Omega Ratio Rank: 5
YCST.NEO Calmar Ratio Rank: 5
YCST.NEO Martin Ratio Rank: 5

NXF.TO

NXF.TO Risk / Return Rank: 73
NXF.TO Sharpe Ratio Rank: 73
NXF.TO Sortino Ratio Rank: 66
NXF.TO Omega Ratio Rank: 64
NXF.TO Calmar Ratio Rank: 87
NXF.TO Martin Ratio Rank: 74

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.

YCST.NEO vs. NXF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costco (COST) Yield Shares Purpose ETF (YCST.NEO) and CI Energy Giants Covered Call ETF Common Units (CAD Hedged) (NXF.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.

	YCST.NEO	NXF.TO	Difference
Sharpe ratio: Return per unit of total volatility	-0.38	2.36	-2.75
Sortino ratio: Return per unit of downside risk	-0.41	3.03	-3.44
Omega ratio: Gain probability vs. loss probability	0.95	1.38	-0.44
Calmar ratio: Return relative to maximum drawdown	-0.40	4.90	-5.31
Martin ratio: Return relative to average drawdown	-0.81	13.97	-14.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YCST.NEO vs. NXF.TO - Sharpe Ratio Comparison

The current YCST.NEO Sharpe Ratio is -0.38, which is lower than the NXF.TO Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of YCST.NEO and NXF.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.

Sharpe Ratios by Period

	YCST.NEO	NXF.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.38	2.36	-2.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.32	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.18	0.22	-0.40

Drawdowns

YCST.NEO vs. NXF.TO - Drawdown Comparison

The maximum YCST.NEO drawdown since its inception was -19.70%, smaller than the maximum NXF.TO drawdown of -65.25%. Use the drawdown chart below to compare losses from any high point for YCST.NEO and NXF.TO.

Drawdown Indicators

	YCST.NEO	NXF.TO	Difference
Max Drawdown Largest peak-to-trough decline	-19.70%	-65.25%	+45.55%
Max Drawdown (1Y) Largest decline over 1 year	-19.54%	-9.41%	-10.13%
Max Drawdown (3Y) Largest decline over 3 years	—	-24.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.26%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-65.25%	—
Current Drawdown Current decline from peak	-12.62%	-5.01%	-7.61%
Average Drawdown Average peak-to-trough decline	-8.56%	-16.04%	+7.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.91%	3.30%	+6.61%

Volatility

YCST.NEO vs. NXF.TO - Volatility Comparison

Costco (COST) Yield Shares Purpose ETF (YCST.NEO) has a higher volatility of 10.33% compared to CI Energy Giants Covered Call ETF Common Units (CAD Hedged) (NXF.TO) at 7.55%. This indicates that YCST.NEO's price experiences larger fluctuations and is considered to be riskier than NXF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YCST.NEO	NXF.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.33%	7.55%	+2.78%
Volatility (6M) Calculated over the trailing 6-month period	16.64%	15.65%	+0.99%
Volatility (1Y) Calculated over the trailing 1-year period	20.54%	19.57%	+0.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.22%	23.39%	+1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.22%	26.16%	-0.94%

Dividends

YCST.NEO vs. NXF.TO - Dividend Comparison

YCST.NEO's dividend yield for the trailing twelve months is around 14.01%, more than NXF.TO's 8.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NXF.TO CI Energy Giants Covered Call ETF Common Units (CAD Hedged)	8.04%	7.70%	8.50%	8.60%	11.22%	9.48%	11.23%	7.83%	9.38%	6.50%	8.24%	8.05%
YCST.NEO Costco (COST) Yield Shares Purpose ETF	14.01%	10.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YCST.NEO and NXF.TO in my portfolio?

YCST.NEO and NXF.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

What is the main difference between YCST.NEO and NXF.TO?

YCST.NEO is categorized as Derivative Income, while NXF.TO is Energy Equities. They also come from different issuers: Purpose Investments and CI.