BKCH vs. XYLD
Compare and contrast key facts about Global X Blockchain ETF (BKCH) and Global X S&P 500 Covered Call ETF (XYLD).
BKCH and XYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BKCH is an actively managed fund by Global X. It was launched on Jul 12, 2021. XYLD is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite Index. It was launched on Jun 24, 2013.
Performance
BKCH vs. XYLD - Performance Comparison
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BKCH vs. XYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BKCH Global X Blockchain ETF | -12.18% | 27.14% | 18.81% | 267.06% | -85.10% | -1.24% |
XYLD Global X S&P 500 Covered Call ETF | -0.58% | 8.02% | 19.49% | 11.10% | -12.05% | 7.43% |
Returns By Period
In the year-to-date period, BKCH achieves a -12.18% return, which is significantly lower than XYLD's -0.58% return.
BKCH
- 1D
- 0.47%
- 1M
- -12.18%
- YTD
- -12.18%
- 6M
- -35.21%
- 1Y
- 64.27%
- 3Y*
- 41.26%
- 5Y*
- —
- 10Y*
- —
XYLD
- 1D
- 0.46%
- 1M
- -2.54%
- YTD
- -0.58%
- 6M
- 5.60%
- 1Y
- 10.98%
- 3Y*
- 10.37%
- 5Y*
- 7.05%
- 10Y*
- 7.92%
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BKCH vs. XYLD - Expense Ratio Comparison
BKCH has a 0.50% expense ratio, which is lower than XYLD's 0.60% expense ratio.
Return for Risk
BKCH vs. XYLD — Risk / Return Rank
BKCH
XYLD
BKCH vs. XYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Blockchain ETF (BKCH) and Global X S&P 500 Covered Call ETF (XYLD). 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.
| BKCH | XYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.79 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.27 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.09 | +0.21 |
Martin ratioReturn relative to average drawdown | 2.73 | 6.37 | -3.64 |
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
| BKCH | XYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.79 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.57 | -0.66 |
Correlation
The correlation between BKCH and XYLD is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BKCH vs. XYLD - Dividend Comparison
BKCH's dividend yield for the trailing twelve months is around 2.28%, less than XYLD's 10.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKCH Global X Blockchain ETF | 2.28% | 2.00% | 7.61% | 2.33% | 1.29% | 4.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XYLD Global X S&P 500 Covered Call ETF | 10.93% | 10.51% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% |
Drawdowns
BKCH vs. XYLD - Drawdown Comparison
The maximum BKCH drawdown since its inception was -91.80%, which is greater than XYLD's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for BKCH and XYLD.
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Drawdown Indicators
| BKCH | XYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.80% | -33.46% | -58.34% |
Max Drawdown (1Y)Largest decline over 1 year | -56.28% | -10.14% | -46.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.46% | — |
Current DrawdownCurrent decline from peak | -57.90% | -2.94% | -54.96% |
Average DrawdownAverage peak-to-trough decline | -62.89% | -3.76% | -59.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.78% | 1.73% | +25.05% |
Volatility
BKCH vs. XYLD - Volatility Comparison
Global X Blockchain ETF (BKCH) has a higher volatility of 22.01% compared to Global X S&P 500 Covered Call ETF (XYLD) at 4.03%. This indicates that BKCH's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKCH | XYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.01% | 4.03% | +17.98% |
Volatility (6M)Calculated over the trailing 6-month period | 56.53% | 5.83% | +50.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.30% | 13.99% | +58.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.94% | 11.30% | +64.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.94% | 14.23% | +61.71% |