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BCCC vs. GLCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCCC vs. GLCC.TO - 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 Gold Producer Equity Covered Call ETF (GLCC.TO). The values are adjusted to include any dividend payments, if applicable.

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BCCC vs. GLCC.TO - Yearly Performance Comparison


Different Trading Currencies

BCCC is traded in USD, while GLCC.TO is traded in CAD. To make them comparable, the GLCC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BCCC achieves a -18.37% return, which is significantly lower than GLCC.TO's 4.62% return.


BCCC

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

GLCC.TO

1D
6.06%
1M
-20.00%
YTD
4.62%
6M
21.05%
1Y
92.55%
3Y*
42.22%
5Y*
22.79%
10Y*
16.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCCC vs. GLCC.TO - Expense Ratio Comparison

BCCC has a 0.75% expense ratio, which is lower than GLCC.TO's 0.79% expense ratio.


Return for Risk

BCCC vs. GLCC.TO — Risk / Return Rank

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

BCCC

GLCC.TO
GLCC.TO Risk / Return Rank: 9090
Overall Rank
GLCC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 9191
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. GLCC.TO - 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 Gold Producer Equity Covered Call ETF (GLCC.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.


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

BCCC vs. GLCC.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BCCCGLCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

0.00

-0.79

Correlation

The correlation between BCCC and GLCC.TO is 0.15, 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. GLCC.TO - Dividend Comparison

BCCC's dividend yield for the trailing twelve months is around 51.39%, more than GLCC.TO's 6.21% 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%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
6.21%6.01%10.30%11.16%10.08%6.31%6.47%4.58%5.62%7.09%9.21%11.63%

Drawdowns

BCCC vs. GLCC.TO - Drawdown Comparison

The maximum BCCC drawdown since its inception was -41.62%, smaller than the maximum GLCC.TO drawdown of -78.75%. Use the drawdown chart below to compare losses from any high point for BCCC and GLCC.TO.


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Drawdown Indicators


BCCCGLCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-41.62%

-71.12%

+29.50%

Max Drawdown (1Y)

Largest decline over 1 year

-28.86%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

Max Drawdown (10Y)

Largest decline over 10 years

-44.83%

Current Drawdown

Current decline from peak

-34.76%

-18.48%

-16.28%

Average Drawdown

Average peak-to-trough decline

-14.24%

-34.62%

+20.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

Volatility

BCCC vs. GLCC.TO - Volatility Comparison


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Volatility by Period


BCCCGLCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.43%

Volatility (6M)

Calculated over the trailing 6-month period

35.52%

Volatility (1Y)

Calculated over the trailing 1-year period

36.66%

43.15%

-6.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.66%

33.75%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.66%

33.99%

+2.67%