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BCCL.NEO vs. BTCC-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCCL.NEO vs. BTCC-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) and Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BCCL.NEO is traded in CAD, while BTCC-U.TO is traded in USD. To make them comparable, the BTCC-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BCCL.NEO achieves a -28.69% return, which is significantly lower than BTCC-U.TO's -26.91% return.


BCCL.NEO

1D
-2.49%
1M
1.49%
6M
-18.01%
YTD
-28.69%
1Y
-45.87%
3Y*
5Y*
10Y*
ALL TIME*
-28.13%

BTCC-U.TO

1D
-2.64%
1M
-0.09%
6M
-17.98%
YTD
-26.91%
1Y
-44.46%
3Y*
29.97%
5Y*
10.62%
10Y*
ALL TIME*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$76.07KCA$135.25KCA$227.19K
CA$139.32KCA$262.44KCA$301.80K

BCCL.NEO vs. BTCC-U.TO - Yearly Performance Comparison


2026 (YTD)2025
BCCL.NEO
Global X Enhanced Bitcoin Covered Call ETF
-28.69%-6.82%
BTCC-U.TO
Purpose Bitcoin ETF Non-Currency Hedged Units
-26.91%-11.69%

Correlation

The correlation between BCCL.NEO and BTCC-U.TO is 0.92, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.92

Correlation (All Time)
Calculated using the full available price history since May 5, 2025

0.91

The correlation between BCCL.NEO and BTCC-U.TO has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

BCCL.NEO vs. BTCC-U.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCCL.NEO
BCCL.NEO Risk / Return Rank: 22
Overall Rank
BCCL.NEO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BCCL.NEO Sortino Ratio Rank: 11
Sortino Ratio Rank
BCCL.NEO Omega Ratio Rank: 22
Omega Ratio Rank
BCCL.NEO Calmar Ratio Rank: 22
Calmar Ratio Rank
BCCL.NEO Martin Ratio Rank: 22
Martin Ratio Rank

BTCC-U.TO
BTCC-U.TO Risk / Return Rank: 22
Overall Rank
BTCC-U.TO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCC-U.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCC-U.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCC-U.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCC-U.TO Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCCL.NEO vs. BTCC-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) and Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-U.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BCCL.NEOBTCC-U.TODifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

0.82

0.83

0.00

Calmar ratioReturn relative to maximum drawdown

-0.88

-0.88

0.00

Martin ratioReturn relative to average drawdown

-1.33

-1.31

-0.02

BCCL.NEO vs. BTCC-U.TO - Sharpe Ratio Comparison

The current BCCL.NEO Sharpe Ratio is -1.04, which is comparable to the BTCC-U.TO Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of BCCL.NEO and BTCC-U.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BCCL.NEO vs. BTCC-U.TO - Drawdown Comparison

The maximum BCCL.NEO drawdown since its inception was -55.27%, smaller than the maximum BTCC-U.TO drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for BCCL.NEO and BTCC-U.TO.


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Drawdown Indicators


BCCL.NEOBTCC-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.27%

-75.18%

+19.91%

Max Drawdown (1Y)

Largest decline over 1 year

-55.27%

-52.69%

-2.58%

Max Drawdown (3Y)

Largest decline over 3 years

-52.69%

Max Drawdown (5Y)

Largest decline over 5 years

-75.18%

Current Drawdown

Current decline from peak

-51.47%

-50.24%

-1.23%

Average Drawdown

Average peak-to-trough decline

-26.18%

-33.32%

+7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.35%

35.40%

+0.95%

Volatility

BCCL.NEO vs. BTCC-U.TO - Volatility Comparison

The current volatility for Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) is 8.77%, while Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-U.TO) has a volatility of 9.61%. This indicates that BCCL.NEO experiences smaller price fluctuations and is considered to be less risky than BTCC-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCCL.NEOBTCC-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

9.61%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

33.62%

34.23%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

46.76%

44.95%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.50%

53.78%

-9.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.50%

56.36%

-11.86%

BCCL.NEO vs. BTCC-U.TO - Expense Ratio Comparison

BCCL.NEO has a 1.78% expense ratio, which is higher than BTCC-U.TO's 1.27% expense ratio.


Dividends

BCCL.NEO vs. BTCC-U.TO - Dividend Comparison

BCCL.NEO's dividend yield for the trailing twelve months is around 43.98%, while BTCC-U.TO has not paid dividends to shareholders.


Frequently Asked Questions


With a correlation of 0.92, BCCL.NEO and BTCC-U.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BTCC-U.TO is cheaper at 1.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BTCC-U.TO is cheaper with a 1.27% expense ratio, compared with 1.78% for BCCL.NEO.

They also come from different issuers: Global X and Purpose. Their fees differ too: 1.78% for BCCL.NEO and 1.27% for BTCC-U.TO.

Portfolio Optimizer

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