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BCCL.NEO vs. DIVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCCL.NEO vs. DIVO - 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 Amplify CWP Enhanced Dividend Income ETF (DIVO). 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 DIVO is traded in USD. To make them comparable, the DIVO 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 -27.54% return, which is significantly lower than DIVO's 6.88% return.


BCCL.NEO

1D
-3.22%
1M
-17.13%
YTD
-27.54%
6M
-33.09%
1Y
-40.36%
3Y*
5Y*
10Y*

DIVO

1D
-0.13%
1M
4.38%
YTD
6.88%
6M
5.41%
1Y
19.90%
3Y*
16.69%
5Y*
13.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCCL.NEO vs. DIVO - Yearly Performance Comparison


Correlation

The correlation between BCCL.NEO and DIVO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (All Time)
Calculated using the full available price history since May 1, 2025

0.17

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Return for Risk

BCCL.NEO vs. DIVO — Risk / Return Rank

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

BCCL.NEO
BCCL.NEO Risk / Return Rank: 22
Overall Rank
BCCL.NEO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BCCL.NEO Sortino Ratio Rank: 22
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

DIVO
DIVO Risk / Return Rank: 6161
Overall Rank
DIVO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 6464
Sortino Ratio Rank
DIVO Omega Ratio Rank: 5858
Omega Ratio Rank
DIVO Calmar Ratio Rank: 6161
Calmar Ratio Rank
DIVO Martin Ratio Rank: 6161
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.

BCCL.NEO vs. DIVO - 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 Amplify CWP Enhanced Dividend Income ETF (DIVO). 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.


BCCL.NEODIVODifference

Sharpe ratio

Return per unit of total volatility

-0.92

2.21

-3.13

Sortino ratio

Return per unit of downside risk

-1.30

3.22

-4.52

Omega ratio

Gain probability vs. loss probability

0.86

1.39

-0.54

Calmar ratio

Return relative to maximum drawdown

-0.77

3.87

-4.64

Martin ratio

Return relative to average drawdown

-1.36

13.61

-14.97

BCCL.NEO vs. DIVO - Sharpe Ratio Comparison

The current BCCL.NEO Sharpe Ratio is -0.92, which is lower than the DIVO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BCCL.NEO and DIVO, 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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Sharpe Ratios by Period


BCCL.NEODIVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.92

2.21

-3.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.69

0.97

-1.66

Drawdowns

BCCL.NEO vs. DIVO - Drawdown Comparison

The maximum BCCL.NEO drawdown since its inception was -52.47%, which is greater than DIVO's maximum drawdown of -23.03%. Use the drawdown chart below to compare losses from any high point for BCCL.NEO and DIVO.


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Drawdown Indicators


BCCL.NEODIVODifference

Max Drawdown

Largest peak-to-trough decline

-52.47%

-23.03%

-29.44%

Max Drawdown (1Y)

Largest decline over 1 year

-52.47%

-5.17%

-47.30%

Max Drawdown (3Y)

Largest decline over 3 years

-13.54%

Max Drawdown (5Y)

Largest decline over 5 years

-13.54%

Current Drawdown

Current decline from peak

-50.69%

-0.13%

-50.56%

Average Drawdown

Average peak-to-trough decline

-22.15%

-2.38%

-19.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.80%

1.47%

+28.33%

Volatility

BCCL.NEO vs. DIVO - Volatility Comparison

Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) has a higher volatility of 12.21% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 1.94%. This indicates that BCCL.NEO's price experiences larger fluctuations and is considered to be riskier than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCCL.NEODIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.21%

1.94%

+10.27%

Volatility (6M)

Calculated over the trailing 6-month period

32.89%

7.02%

+25.87%

Volatility (1Y)

Calculated over the trailing 1-year period

43.98%

9.04%

+34.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.65%

10.38%

+33.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.65%

13.59%

+30.06%

Dividends

BCCL.NEO vs. DIVO - Dividend Comparison

BCCL.NEO's dividend yield for the trailing twelve months is around 40.66%, more than DIVO's 6.42% yield.


PositionTTM202520242023202220212020201920182017
BCCL.NEO
Global X Enhanced Bitcoin Covered Call ETF
40.66%16.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
6.42%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%

Frequently Asked Questions


BCCL.NEO and DIVO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Global X and Amplify.

Portfolio Optimizer

Find the right allocation for BCCL.NEO and DIVO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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