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BCCC vs. COPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCCC vs. COPX - Performance Comparison

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

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BCCC vs. COPX - Yearly Performance Comparison


2026 (YTD)2025
BCCC
Global X Bitcoin Covered Call ETF
-18.37%-7.14%
COPX
Global X Copper Miners ETF
6.35%73.46%

Returns By Period

In the year-to-date period, BCCC achieves a -18.37% return, which is significantly lower than COPX's 6.35% return.


BCCC

1D
1.12%
1M
4.09%
YTD
-18.37%
6M
-31.34%
1Y
3Y*
5Y*
10Y*

COPX

1D
7.92%
1M
-20.22%
YTD
6.35%
6M
30.65%
1Y
101.10%
3Y*
28.34%
5Y*
18.72%
10Y*
20.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCCC vs. COPX - Expense Ratio Comparison

BCCC has a 0.75% expense ratio, which is higher than COPX's 0.65% expense ratio.


Return for Risk

BCCC vs. COPX — Risk / Return Rank

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

BCCC

COPX
COPX Risk / Return Rank: 9494
Overall Rank
COPX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 9393
Sortino Ratio Rank
COPX Omega Ratio Rank: 9191
Omega Ratio Rank
COPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
COPX Martin Ratio Rank: 9494
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. COPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Bitcoin Covered Call ETF (BCCC) and Global X Copper Miners ETF (COPX). 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. COPX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BCCCCOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

0.16

-0.95

Correlation

The correlation between BCCC and COPX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BCCC vs. COPX - Dividend Comparison

BCCC's dividend yield for the trailing twelve months is around 51.39%, more than COPX's 2.52% yield.


TTM20252024202320222021202020192018201720162015
BCCC
Global X Bitcoin Covered Call ETF
51.39%29.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COPX
Global X Copper Miners ETF
2.52%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%

Drawdowns

BCCC vs. COPX - Drawdown Comparison

The maximum BCCC drawdown since its inception was -41.62%, smaller than the maximum COPX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BCCC and COPX.


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Drawdown Indicators


BCCCCOPXDifference

Max Drawdown

Largest peak-to-trough decline

-41.62%

-83.16%

+41.54%

Max Drawdown (1Y)

Largest decline over 1 year

-27.82%

Max Drawdown (5Y)

Largest decline over 5 years

-42.12%

Max Drawdown (10Y)

Largest decline over 10 years

-65.41%

Current Drawdown

Current decline from peak

-34.76%

-20.22%

-14.54%

Average Drawdown

Average peak-to-trough decline

-14.24%

-39.60%

+25.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

Volatility

BCCC vs. COPX - Volatility Comparison


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Volatility by Period


BCCCCOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.96%

Volatility (6M)

Calculated over the trailing 6-month period

33.75%

Volatility (1Y)

Calculated over the trailing 1-year period

36.66%

42.22%

-5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.66%

36.05%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.66%

35.51%

+1.15%