BCCL.NEO vs. HHIS.TO
BCCL.NEO (Global X Enhanced Bitcoin Covered Call ETF) and HHIS.TO (Harvest Diversified High Income Shares ETF) are both Derivative Income funds. Both are actively managed. Over the past year, BCCL.NEO returned -40.36% vs 31.98% for HHIS.TO. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
BCCL.NEO vs. HHIS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, BCCL.NEO achieves a -27.54% return, which is significantly lower than HHIS.TO's 9.32% return.
BCCL.NEO
- 1D
- -3.22%
- 1M
- -17.13%
- YTD
- -27.54%
- 6M
- -33.09%
- 1Y
- -40.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HHIS.TO
- 1D
- -1.25%
- 1M
- 7.52%
- YTD
- 9.32%
- 6M
- 4.61%
- 1Y
- 31.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BCCL.NEO vs. HHIS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BCCL.NEO Global X Enhanced Bitcoin Covered Call ETF | -27.54% | -6.58% |
HHIS.TO Harvest Diversified High Income Shares ETF | 9.32% | 36.78% |
Correlation
The correlation between BCCL.NEO and HHIS.TO is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 1, 2025 | 0.55 |
The correlation between BCCL.NEO and HHIS.TO has been stable across timeframes, ranging from 0.55 to 0.57 - a consistent structural relationship.
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Return for Risk
BCCL.NEO vs. HHIS.TO — Risk / Return Rank
BCCL.NEO
HHIS.TO
BCCL.NEO vs. HHIS.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 Harvest Diversified High Income Shares ETF (HHIS.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.
| BCCL.NEO | HHIS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -3.20 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.24 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 1.31 | -2.09 |
| Martin ratioReturn relative to average drawdown | -1.36 | 3.27 | -4.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCCL.NEO | HHIS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.92 | 1.38 | -2.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.69 | 0.74 | -1.44 |
Drawdowns
BCCL.NEO vs. HHIS.TO - Drawdown Comparison
The maximum BCCL.NEO drawdown since its inception was -52.47%, which is greater than HHIS.TO's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for BCCL.NEO and HHIS.TO.
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Drawdown Indicators
| BCCL.NEO | HHIS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.47% | -31.83% | -20.64% |
Max Drawdown (1Y)Largest decline over 1 year | -52.47% | -24.43% | -28.04% |
Current DrawdownCurrent decline from peak | -50.69% | -2.95% | -47.74% |
Average DrawdownAverage peak-to-trough decline | -22.15% | -8.70% | -13.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.80% | 9.79% | +20.01% |
Volatility
BCCL.NEO vs. HHIS.TO - Volatility Comparison
Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) has a higher volatility of 12.21% compared to Harvest Diversified High Income Shares ETF (HHIS.TO) at 5.51%. This indicates that BCCL.NEO's price experiences larger fluctuations and is considered to be riskier than HHIS.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.NEO | HHIS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.21% | 5.51% | +6.70% |
Volatility (6M)Calculated over the trailing 6-month period | 32.89% | 16.97% | +15.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.98% | 23.36% | +20.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.65% | 33.78% | +9.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.65% | 33.78% | +9.87% |
Dividends
BCCL.NEO vs. HHIS.TO - Dividend Comparison
BCCL.NEO's dividend yield for the trailing twelve months is around 40.66%, more than HHIS.TO's 26.63% yield.
| Position | TTM | 2025 |
|---|---|---|
BCCL.NEO Global X Enhanced Bitcoin Covered Call ETF | 40.66% | 16.02% |
HHIS.TO Harvest Diversified High Income Shares ETF | 26.63% | 22.88% |
Frequently Asked Questions
BCCL.NEO and HHIS.TO have a correlation of 0.57, 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 Harvest.
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