BCCC vs. SDIV

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Bitcoin Covered Call ETF (BCCC) and Global X SuperDividend ETF (SDIV).

BCCC and SDIV 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. SDIV is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Jun 8, 2011.

Performance

BCCC vs. SDIV - 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 SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

BCCC vs. SDIV - Yearly Performance Comparison

	2026 (YTD)	2025
BCCC Global X Bitcoin Covered Call ETF	-18.37%	-7.14%
SDIV Global X SuperDividend ETF	6.70%	17.65%

Returns By Period

In the year-to-date period, BCCC achieves a -18.37% return, which is significantly lower than SDIV's 6.70% return.

BCCC

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

SDIV

• 1D: 2.27%
• 1M: -2.96%
• YTD: 6.70%
• 6M: 10.37%
• 1Y: 32.97%
• 3Y*: 14.76%
• 5Y*: 0.59%
• 10Y*: 0.55%

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

BCCC vs. SDIV - Expense Ratio Comparison

BCCC has a 0.75% expense ratio, which is higher than SDIV's 0.58% expense ratio.

BCCC

Global X Bitcoin Covered Call ETF

SDIV

Global X SuperDividend ETF

Return for Risk

BCCC vs. SDIV — Risk / Return Rank

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

SDIV

SDIV Risk / Return Rank: 91
SDIV Sharpe Ratio Rank: 92
SDIV Sortino Ratio Rank: 92
SDIV Omega Ratio Rank: 93
SDIV Calmar Ratio Rank: 85
SDIV Martin Ratio Rank: 92

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. SDIV - 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 SuperDividend ETF (SDIV). 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	SDIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.07	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.04	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.03	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.79	0.06	-0.85

Correlation

The correlation between BCCC and SDIV is 0.33, 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. SDIV - Dividend Comparison

BCCC's dividend yield for the trailing twelve months is around 51.39%, more than SDIV's 9.10% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SDIV Global X SuperDividend ETF	9.10%	9.59%	11.33%	11.73%	14.17%	8.95%	7.96%	8.73%	9.22%	6.66%	6.95%	7.33%

Drawdowns

BCCC vs. SDIV - Drawdown Comparison

The maximum BCCC drawdown since its inception was -41.62%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for BCCC and SDIV.

Drawdown Indicators

	BCCC	SDIV	Difference
Max Drawdown Largest peak-to-trough decline	-41.62%	-56.90%	+15.28%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.37%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.94%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.90%	—
Current Drawdown Current decline from peak	-34.76%	-17.21%	-17.55%
Average Drawdown Average peak-to-trough decline	-14.24%	-18.63%	+4.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.66%	—

Volatility

Volatility by Period

	BCCC	SDIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.21%	—
Volatility (1Y) Calculated over the trailing 1-year period	36.66%	16.03%	+20.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.66%	16.79%	+19.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.66%	18.96%	+17.70%