PortfoliosLab logoPortfoliosLab logo
BCCC vs. BSCQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCCC vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Bitcoin Covered Call ETF (BCCC) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BCCC achieves a -21.49% return, which is significantly lower than BSCQ's 1.55% return.


BCCC

1D
-2.78%
1M
-14.90%
YTD
-21.49%
6M
-22.18%
1Y
3Y*
5Y*
10Y*

BSCQ

1D
0.08%
1M
0.34%
YTD
1.55%
6M
1.92%
1Y
4.41%
3Y*
5.06%
5Y*
1.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCCC vs. BSCQ - Yearly Performance Comparison


Correlation

The correlation between BCCC and BSCQ is -0.07, 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 (All Time)
Calculated using the full available price history since Jun 5, 2025

-0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BCCC vs. BSCQ — Risk / Return Rank

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

BCCC

BSCQ
BSCQ Risk / Return Rank: 9999
Overall Rank
BSCQ Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BSCQ Sortino Ratio Rank: 9999
Sortino Ratio Rank
BSCQ Omega Ratio Rank: 9999
Omega Ratio Rank
BSCQ Calmar Ratio Rank: 9999
Calmar Ratio Rank
BSCQ Martin Ratio Rank: 9999
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.

BCCC vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Bitcoin Covered Call ETF (BCCC) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BCCC vs. BSCQ - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


BCCCBSCQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.78

0.60

-1.38

Drawdowns

BCCC vs. BSCQ - Drawdown Comparison

The maximum BCCC drawdown since its inception was -41.62%, which is greater than BSCQ's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for BCCC and BSCQ.


Loading charts...

Drawdown Indicators


BCCCBSCQDifference

Max Drawdown

Largest peak-to-trough decline

-41.62%

-16.50%

-25.12%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

Current Drawdown

Current decline from peak

-37.25%

0.00%

-37.25%

Average Drawdown

Average peak-to-trough decline

-16.84%

-2.85%

-13.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

Volatility

BCCC vs. BSCQ - Volatility Comparison


Loading charts...

Volatility by Period


BCCCBSCQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.17%

Volatility (6M)

Calculated over the trailing 6-month period

0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

35.07%

0.63%

+34.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.07%

3.30%

+31.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.07%

4.77%

+30.30%

BCCC vs. BSCQ - Expense Ratio Comparison

BCCC has a 0.75% expense ratio, which is higher than BSCQ's 0.10% expense ratio.


Dividends

BCCC vs. BSCQ - Dividend Comparison

BCCC's dividend yield for the trailing twelve months is around 62.51%, more than BSCQ's 4.12% yield.


PositionTTM2025202420232022202120202019201820172016
BCCC
Global X Bitcoin Covered Call ETF
62.51%29.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.12%4.14%4.05%3.53%2.54%1.91%2.42%2.96%3.32%2.92%0.51%

Frequently Asked Questions


BCCC and BSCQ have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BSCQ is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSCQ is cheaper with a 0.10% expense ratio, compared with 0.75% for BCCC.

BCCC has the higher dividend yield at 62.51%, compared with 4.12% for BSCQ.

BCCC is categorized as Cryptocurrency, while BSCQ is Corporate Bonds. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.75% for BCCC and 0.10% for BSCQ.

Portfolio Optimizer

Find the right allocation for BCCC and BSCQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer