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YPLT.NEO vs. EMCL.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YPLT.NEO vs. EMCL.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO) and Global X Enhanced MSCI Emerging Markets Covered Call ETF (EMCL.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YPLT.NEO achieves a -31.78% return, which is significantly lower than EMCL.NEO's 26.93% return.


YPLT.NEO

1D
-3.37%
1M
-20.69%
YTD
-31.78%
6M
-37.99%
1Y
-13.87%
3Y*
5Y*
10Y*

EMCL.NEO

1D
0.27%
1M
3.04%
YTD
26.93%
6M
28.29%
1Y
47.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YPLT.NEO vs. EMCL.NEO - Yearly Performance Comparison


Correlation

The correlation between YPLT.NEO and EMCL.NEO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2025

0.30

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Return for Risk

YPLT.NEO vs. EMCL.NEO — Risk / Return Rank

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

YPLT.NEO
YPLT.NEO Risk / Return Rank: 77
Overall Rank
YPLT.NEO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
YPLT.NEO Sortino Ratio Rank: 88
Sortino Ratio Rank
YPLT.NEO Omega Ratio Rank: 88
Omega Ratio Rank
YPLT.NEO Calmar Ratio Rank: 66
Calmar Ratio Rank
YPLT.NEO Martin Ratio Rank: 66
Martin Ratio Rank

EMCL.NEO
EMCL.NEO Risk / Return Rank: 7878
Overall Rank
EMCL.NEO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EMCL.NEO Sortino Ratio Rank: 6767
Sortino Ratio Rank
EMCL.NEO Omega Ratio Rank: 8484
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.

YPLT.NEO vs. EMCL.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO) 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.


YPLT.NEOEMCL.NEODifference
Sharpe ratioReturn per unit of total volatility

-2.41

Sortino ratioReturn per unit of downside risk

-2.59

Omega ratioGain probability vs. loss probability

1.01

1.45

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.33

3.74

-4.07

Martin ratioReturn relative to average drawdown

-0.69

13.41

-14.10

YPLT.NEO vs. EMCL.NEO - Sharpe Ratio Comparison

The current YPLT.NEO Sharpe Ratio is -0.23, which is lower than the EMCL.NEO Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of YPLT.NEO 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.


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Drawdowns

YPLT.NEO vs. EMCL.NEO - Drawdown Comparison

The maximum YPLT.NEO drawdown since its inception was -42.43%, which is greater than EMCL.NEO's maximum drawdown of -19.73%. Use the drawdown chart below to compare losses from any high point for YPLT.NEO and EMCL.NEO.


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Drawdown Indicators


YPLT.NEOEMCL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-42.43%

-19.73%

-22.70%

Max Drawdown (1Y)

Largest decline over 1 year

-42.43%

-13.12%

-29.31%

Current Drawdown

Current decline from peak

-42.43%

-4.65%

-37.78%

Average Drawdown

Average peak-to-trough decline

-16.09%

-2.57%

-13.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.30%

3.61%

+16.69%

Volatility

YPLT.NEO vs. EMCL.NEO - Volatility Comparison

Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO) has a higher volatility of 20.85% compared to Global X Enhanced MSCI Emerging Markets Covered Call ETF (EMCL.NEO) at 12.60%. This indicates that YPLT.NEO's price experiences larger fluctuations and is considered to be riskier than EMCL.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YPLT.NEOEMCL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

20.85%

12.60%

+8.25%

Volatility (6M)

Calculated over the trailing 6-month period

47.78%

20.76%

+27.02%

Volatility (1Y)

Calculated over the trailing 1-year period

61.83%

22.56%

+39.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.56%

23.02%

+46.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.56%

23.02%

+46.54%

Dividends

YPLT.NEO vs. EMCL.NEO - Dividend Comparison

YPLT.NEO's dividend yield for the trailing twelve months is around 61.08%, more than EMCL.NEO's 10.20% yield.


PositionTTM20252024
EMCL.NEO
Global X Enhanced MSCI Emerging Markets Covered Call ETF
10.20%9.86%3.10%
YPLT.NEO
Palantir (PLTR) Yield Shares Purpose ETF
61.08%14.71%0.00%

Frequently Asked Questions


YPLT.NEO and EMCL.NEO have a correlation of 0.28, 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: Purpose and Global X.

Portfolio Optimizer

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