BCCC vs. BTCZ
Compare and contrast key facts about Global X Bitcoin Covered Call ETF (BCCC) and T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ).
BCCC and BTCZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BCCC is an actively managed fund by Global X. It was launched on Jun 3, 2025. BTCZ is an actively managed fund by T-Rex. It was launched on Jul 9, 2024.
Performance
BCCC vs. BTCZ - Performance Comparison
Loading graphics...
BCCC vs. BTCZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BCCC Global X Bitcoin Covered Call ETF | -18.37% | -7.14% |
BTCZ T-Rex 2X Inverse Bitcoin Daily Target ETF | 29.93% | 14.73% |
Returns By Period
In the year-to-date period, BCCC achieves a -18.37% return, which is significantly lower than BTCZ's 29.93% return.
BCCC
- 1D
- 1.12%
- 1M
- 4.09%
- YTD
- -18.37%
- 6M
- -31.34%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTCZ
- 1D
- -4.04%
- 1M
- -11.35%
- YTD
- 29.93%
- 6M
- 93.66%
- 1Y
- -16.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BCCC vs. BTCZ - Expense Ratio Comparison
BCCC has a 0.75% expense ratio, which is lower than BTCZ's 0.95% expense ratio.
Return for Risk
BCCC vs. BTCZ — Risk / Return Rank
BCCC
BTCZ
BCCC vs. BTCZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Bitcoin Covered Call ETF (BCCC) and T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ). 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.
Loading graphics...
Sharpe Ratios by Period
| BCCC | BTCZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.18 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.79 | -0.59 | -0.19 |
Correlation
The correlation between BCCC and BTCZ is -0.98. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
BCCC vs. BTCZ - Dividend Comparison
BCCC's dividend yield for the trailing twelve months is around 51.39%, more than BTCZ's 0.01% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
BCCC Global X Bitcoin Covered Call ETF | 51.39% | 29.55% | 0.00% |
BTCZ T-Rex 2X Inverse Bitcoin Daily Target ETF | 0.01% | 0.02% | 0.08% |
Drawdowns
BCCC vs. BTCZ - Drawdown Comparison
The maximum BCCC drawdown since its inception was -41.62%, smaller than the maximum BTCZ drawdown of -91.06%. Use the drawdown chart below to compare losses from any high point for BCCC and BTCZ.
Loading graphics...
Drawdown Indicators
| BCCC | BTCZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -91.06% | +49.44% |
Max Drawdown (1Y)Largest decline over 1 year | — | -68.27% | — |
Current DrawdownCurrent decline from peak | -34.76% | -79.05% | +44.29% |
Average DrawdownAverage peak-to-trough decline | -14.24% | -72.74% | +58.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 48.58% | — |
Volatility
BCCC vs. BTCZ - Volatility Comparison
Loading graphics...
Volatility by Period
| BCCC | BTCZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 26.53% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 73.35% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 36.66% | 90.77% | -54.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.66% | 99.68% | -63.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.66% | 99.68% | -63.02% |