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YPLT.NEO vs. ENCC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YPLT.NEO vs. ENCC.TO - 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 Canadian Oil and Gas Equity Covered Call ETF (ENCC.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, YPLT.NEO achieves a -12.66% return, which is significantly lower than ENCC.TO's 29.01% return.


YPLT.NEO

1D
-6.20%
1M
-1.73%
YTD
-12.66%
6M
-12.30%
1Y
20.85%
3Y*
5Y*
10Y*

ENCC.TO

1D
0.93%
1M
2.37%
YTD
29.01%
6M
25.71%
1Y
41.57%
3Y*
22.89%
5Y*
25.31%
10Y*
8.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YPLT.NEO vs. ENCC.TO - Yearly Performance Comparison


Correlation

The correlation between YPLT.NEO and ENCC.TO is -0.11, 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

-0.11

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

0.03

The correlation between YPLT.NEO and ENCC.TO shifts across timeframes, from -0.11 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

YPLT.NEO vs. ENCC.TO — 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: 1616
Overall Rank
YPLT.NEO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
YPLT.NEO Sortino Ratio Rank: 1818
Sortino Ratio Rank
YPLT.NEO Omega Ratio Rank: 2020
Omega Ratio Rank
YPLT.NEO Calmar Ratio Rank: 1515
Calmar Ratio Rank
YPLT.NEO Martin Ratio Rank: 1414
Martin Ratio Rank

ENCC.TO
ENCC.TO Risk / Return Rank: 8585
Overall Rank
ENCC.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ENCC.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
ENCC.TO Omega Ratio Rank: 8585
Omega Ratio Rank
ENCC.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
ENCC.TO Martin Ratio Rank: 8484
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. ENCC.TO - 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 Canadian Oil and Gas Equity Covered Call ETF (ENCC.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.


YPLT.NEOENCC.TODifference
Sharpe ratioReturn per unit of total volatility

-2.63

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

1.12

1.53

-0.41

Calmar ratioReturn relative to maximum drawdown

0.50

4.93

-4.43

Martin ratioReturn relative to average drawdown

1.12

17.54

-16.42

YPLT.NEO vs. ENCC.TO - Sharpe Ratio Comparison

The current YPLT.NEO Sharpe Ratio is 0.35, which is lower than the ENCC.TO Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of YPLT.NEO and ENCC.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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Sharpe Ratios by Period


YPLT.NEOENCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

2.98

-2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.00

+0.46

Drawdowns

YPLT.NEO vs. ENCC.TO - Drawdown Comparison

The maximum YPLT.NEO drawdown since its inception was -41.92%, smaller than the maximum ENCC.TO drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for YPLT.NEO and ENCC.TO.


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Drawdown Indicators


YPLT.NEOENCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-41.92%

-89.91%

+47.99%

Max Drawdown (1Y)

Largest decline over 1 year

-41.92%

-8.48%

-33.44%

Max Drawdown (3Y)

Largest decline over 3 years

-16.67%

Max Drawdown (5Y)

Largest decline over 5 years

-25.57%

Max Drawdown (10Y)

Largest decline over 10 years

-82.16%

Current Drawdown

Current decline from peak

-26.29%

-1.99%

-24.30%

Average Drawdown

Average peak-to-trough decline

-15.38%

-39.82%

+24.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.75%

2.38%

+16.37%

Volatility

YPLT.NEO vs. ENCC.TO - Volatility Comparison

Palantir (PLTR) Yield Shares Purpose ETF (YPLT.NEO) has a higher volatility of 15.23% compared to Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) at 5.66%. This indicates that YPLT.NEO's price experiences larger fluctuations and is considered to be riskier than ENCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YPLT.NEOENCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.23%

5.66%

+9.57%

Volatility (6M)

Calculated over the trailing 6-month period

45.60%

12.36%

+33.24%

Volatility (1Y)

Calculated over the trailing 1-year period

60.50%

14.08%

+46.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.38%

23.03%

+46.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.38%

29.05%

+40.33%

YPLT.NEO vs. ENCC.TO - Expense Ratio Comparison

YPLT.NEO has a 0.40% expense ratio, which is lower than ENCC.TO's 0.76% expense ratio.


Dividends

YPLT.NEO vs. ENCC.TO - Dividend Comparison

YPLT.NEO's dividend yield for the trailing twelve months is around 47.71%, more than ENCC.TO's 11.09% yield.


PositionTTM20252024202320222021202020192018201720162015
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
11.09%13.62%14.58%14.87%12.55%4.23%5.10%6.09%8.35%6.92%4.77%15.15%
YPLT.NEO
Palantir (PLTR) Yield Shares Purpose ETF
47.71%14.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


YPLT.NEO and ENCC.TO have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, YPLT.NEO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

YPLT.NEO is cheaper with a 0.40% expense ratio, compared with 0.76% for ENCC.TO.

They also come from different issuers: Purpose and Global X. Their fees differ too: 0.40% for YPLT.NEO and 0.76% for ENCC.TO.

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