BCCC vs. GPTY

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Bitcoin Covered Call ETF (BCCC) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY).

BCCC and GPTY 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. GPTY is an actively managed fund by YieldMax. It was launched on Jan 22, 2025.

Performance

BCCC vs. GPTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Bitcoin Covered Call ETF (BCCC) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). The values are adjusted to include any dividend payments, if applicable.

BCCC vs. GPTY - Yearly Performance Comparison

	2026 (YTD)	2025
BCCC Global X Bitcoin Covered Call ETF	-18.37%	-7.14%
GPTY YieldMax AI & Tech Portfolio Option Income ETF	-7.09%	12.35%

Returns By Period

In the year-to-date period, BCCC achieves a -18.37% return, which is significantly lower than GPTY's -7.09% return.

BCCC

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

GPTY

• 1D: 4.89%
• 1M: -0.91%
• YTD: -7.09%
• 6M: -7.24%
• 1Y: 31.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BCCC vs. GPTY - Expense Ratio Comparison

BCCC has a 0.75% expense ratio, which is lower than GPTY's 0.99% expense ratio.

GPTY

YieldMax AI & Tech Portfolio Option Income ETF

BCCC

Global X Bitcoin Covered Call ETF

Return for Risk

BCCC vs. GPTY — Risk / Return Rank

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

GPTY

GPTY Risk / Return Rank: 61
GPTY Sharpe Ratio Rank: 64
GPTY Sortino Ratio Rank: 68
GPTY Omega Ratio Rank: 64
GPTY Calmar Ratio Rank: 65
GPTY Martin Ratio Rank: 47

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. GPTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Bitcoin Covered Call ETF (BCCC) and YieldMax AI & Tech Portfolio Option Income ETF (GPTY). 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.

Sharpe Ratios by Period

	BCCC	GPTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.79	0.25	-1.04

Correlation

The correlation between BCCC and GPTY is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BCCC vs. GPTY - Dividend Comparison

BCCC's dividend yield for the trailing twelve months is around 51.39%, more than GPTY's 41.81% yield.

	TTM	2025
BCCC Global X Bitcoin Covered Call ETF	51.39%	29.55%
GPTY YieldMax AI & Tech Portfolio Option Income ETF	41.81%	34.23%

Drawdowns

BCCC vs. GPTY - Drawdown Comparison

The maximum BCCC drawdown since its inception was -41.62%, which is greater than GPTY's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for BCCC and GPTY.

Drawdown Indicators

	BCCC	GPTY	Difference
Max Drawdown Largest peak-to-trough decline	-41.62%	-26.62%	-15.00%
Max Drawdown (1Y) Largest decline over 1 year	—	-19.32%	—
Current Drawdown Current decline from peak	-34.76%	-15.37%	-19.39%
Average Drawdown Average peak-to-trough decline	-14.24%	-7.08%	-7.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.16%	—

Volatility

Volatility by Period

	BCCC	GPTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.08%	—
Volatility (6M) Calculated over the trailing 6-month period	—	18.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	36.66%	28.93%	+7.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.66%	29.32%	+7.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.66%	29.32%	+7.34%