There is increasing evidence that protein dynamics and conformational changes can play an important role in modulating biological function. As a result, experimental and computational methods are being developed, often synergistically, to study the dynamical heterogeneity of a protein or other macromolecules in solution. Thus, methods such as molecular dynamics simulations or ensemble refinement approaches have provided conformational ensembles that can be used to understand protein function and biophysics. These developments have in turn created a need for algorithms and software that can be used to compare structural ensembles in the same way as the root-mean-square-deviation is often used to compare static structures. Although a few such approaches have been proposed, these can be difficult to implement efficiently, hindering a broader applications and further developments. Here, we present an easily accessible software toolkit, called ENCORE, which can be used to compare conformational ensembles generated either from simulations alone or synergistically with experiments. ENCORE implements three previously described methods for ensemble comparison, that each can be used to quantify the similarity between conformational ensembles by estimating the overlap between the probability distributions that underlie them. We demonstrate the kinds of insights that can be obtained by providing examples of three typical use-cases: comparing ensembles generated with different molecular force fields, assessing convergence in molecular simulations, and calculating differences and similarities in structural ensembles refined with various sources of experimental data. We also demonstrate efficient computational scaling for typical analyses, and robustness against both the size and sampling of the ensembles. ENCORE is freely available and extendable, integrates with the established MDAnalysis software package, reads ensemble data in many common formats, and can work with large trajectory files. 