BKCC.TO vs. MARO
Compare and contrast key facts about Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO) and YieldMax MARA Option Income Strategy ETF (MARO).
BKCC.TO and MARO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BKCC.TO is an actively managed fund by Global X. It was launched on May 16, 2011. MARO is an actively managed fund by YieldMax. It was launched on Dec 9, 2024.
Performance
BKCC.TO vs. MARO - Performance Comparison
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BKCC.TO vs. MARO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BKCC.TO Global X Equal Weight Canadian Bank Covered Call ETF | 0.86% | 28.05% | -1.14% |
MARO YieldMax MARA Option Income Strategy ETF | -11.91% | -50.43% | -18.47% |
Different Trading Currencies
BKCC.TO is traded in CAD, while MARO is traded in USD. To make them comparable, the MARO values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BKCC.TO achieves a 0.86% return, which is significantly higher than MARO's -11.91% return.
BKCC.TO
- 1D
- 1.85%
- 1M
- -3.78%
- YTD
- 0.86%
- 6M
- 10.61%
- 1Y
- 33.59%
- 3Y*
- 16.79%
- 5Y*
- 9.57%
- 10Y*
- 8.51%
MARO
- 1D
- 3.57%
- 1M
- -6.34%
- YTD
- -11.91%
- 6M
- -53.48%
- 1Y
- -35.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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BKCC.TO vs. MARO - Expense Ratio Comparison
BKCC.TO has a 0.84% expense ratio, which is lower than MARO's 0.99% expense ratio.
Return for Risk
BKCC.TO vs. MARO — Risk / Return Rank
BKCC.TO
MARO
BKCC.TO vs. MARO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO) and YieldMax MARA Option Income Strategy ETF (MARO). 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.
| BKCC.TO | MARO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.94 | -0.56 | +3.49 |
Sortino ratioReturn per unit of downside risk | 3.88 | -0.51 | +4.40 |
Omega ratioGain probability vs. loss probability | 1.61 | 0.94 | +0.67 |
Calmar ratioReturn relative to maximum drawdown | 4.43 | -0.59 | +5.02 |
Martin ratioReturn relative to average drawdown | 18.46 | -1.17 | +19.62 |
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
| BKCC.TO | MARO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.94 | -0.56 | +3.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | -0.84 | +0.84 |
Correlation
The correlation between BKCC.TO and MARO is 0.32, 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
BKCC.TO vs. MARO - Dividend Comparison
BKCC.TO's dividend yield for the trailing twelve months is around 9.64%, less than MARO's 279.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKCC.TO Global X Equal Weight Canadian Bank Covered Call ETF | 9.64% | 10.43% | 12.30% | 10.93% | 8.23% | 5.52% | 5.92% | 5.44% | 6.24% | 5.76% | 5.79% | 7.35% |
MARO YieldMax MARA Option Income Strategy ETF | 279.58% | 277.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BKCC.TO vs. MARO - Drawdown Comparison
The maximum BKCC.TO drawdown since its inception was -100.33%, which is greater than MARO's maximum drawdown of -72.93%. Use the drawdown chart below to compare losses from any high point for BKCC.TO and MARO.
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Drawdown Indicators
| BKCC.TO | MARO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.33% | -71.75% | -28.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.71% | -65.51% | +57.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.18% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | -66.88% | -33.12% |
Average DrawdownAverage peak-to-trough decline | -99.92% | -39.99% | -59.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 33.17% | -31.32% |
Volatility
BKCC.TO vs. MARO - Volatility Comparison
The current volatility for Global X Equal Weight Canadian Bank Covered Call ETF (BKCC.TO) is 5.34%, while YieldMax MARA Option Income Strategy ETF (MARO) has a volatility of 20.85%. This indicates that BKCC.TO experiences smaller price fluctuations and is considered to be less risky than MARO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKCC.TO | MARO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 20.85% | -15.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 49.84% | -41.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.49% | 64.10% | -52.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 66.09% | -52.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 66.09% | -49.12% |