BCCC vs. PLTW
Compare and contrast key facts about Global X Bitcoin Covered Call ETF (BCCC) and PLTR WeeklyPay™ ETF (PLTW).
BCCC and PLTW 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. PLTW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025.
Performance
BCCC vs. PLTW - Performance Comparison
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BCCC vs. PLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BCCC Global X Bitcoin Covered Call ETF | -18.37% | -7.14% |
PLTW PLTR WeeklyPay™ ETF | -22.36% | 38.82% |
Returns By Period
In the year-to-date period, BCCC achieves a -18.37% return, which is significantly higher than PLTW's -22.36% return.
BCCC
- 1D
- 1.12%
- 1M
- 4.09%
- YTD
- -18.37%
- 6M
- -31.34%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW
- 1D
- 7.69%
- 1M
- 6.93%
- YTD
- -22.36%
- 6M
- -26.84%
- 1Y
- 75.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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BCCC vs. PLTW - Expense Ratio Comparison
BCCC has a 0.75% expense ratio, which is lower than PLTW's 0.99% expense ratio.
Return for Risk
BCCC vs. PLTW — Risk / Return Rank
BCCC
PLTW
BCCC vs. PLTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Bitcoin Covered Call ETF (BCCC) and PLTR WeeklyPay™ ETF (PLTW). 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.
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Sharpe Ratios by Period
| BCCC | PLTW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.79 | 0.29 | -1.08 |
Correlation
The correlation between BCCC and PLTW is 0.40, 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. PLTW - Dividend Comparison
BCCC's dividend yield for the trailing twelve months is around 51.39%, less than PLTW's 114.73% yield.
| TTM | 2025 | |
|---|---|---|
BCCC Global X Bitcoin Covered Call ETF | 51.39% | 29.55% |
PLTW PLTR WeeklyPay™ ETF | 114.73% | 72.40% |
Drawdowns
BCCC vs. PLTW - Drawdown Comparison
The maximum BCCC drawdown since its inception was -41.62%, smaller than the maximum PLTW drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for BCCC and PLTW.
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Drawdown Indicators
| BCCC | PLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -45.33% | +3.71% |
Max Drawdown (1Y)Largest decline over 1 year | — | -45.33% | — |
Current DrawdownCurrent decline from peak | -34.76% | -36.49% | +1.73% |
Average DrawdownAverage peak-to-trough decline | -14.24% | -16.36% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 19.06% | — |
Volatility
BCCC vs. PLTW - Volatility Comparison
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Volatility by Period
| BCCC | PLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 18.41% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 45.17% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 36.66% | 69.45% | -32.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.66% | 73.38% | -36.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.66% | 73.38% | -36.72% |