BTCL vs. GIF

Last updated Aug 1, 2026

BTCL (T-REX 2X Long Bitcoin Daily Target ETF) and GIF (REX Growth & Income Universe ETF) are both exchange-traded funds - BTCL is a Leveraged Cryptocurrency fund actively managed by REX, while GIF is a Derivative Income fund actively managed by REX. Both are actively managed. Their 0.59 correlation means they have sometimes moved together and sometimes differently. BTCL charges 0.95%/yr vs 0.99%/yr for GIF.

Performance

BTCL vs. GIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long Bitcoin Daily Target ETF (BTCL) and REX Growth & Income Universe ETF (GIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BTCL

• 1D: -5.62%
• 1M: 3.27%
• 6M: -53.78%
• YTD: -58.66%
• 1Y: -78.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -28.39%

GIF

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BTCL T-REX 2X Long Bitcoin Daily Target ETF	$874.62K	$895.29K	$1.28M

BTCL vs. GIF - Yearly Performance Comparison

	2026 (YTD)
BTCL T-REX 2X Long Bitcoin Daily Target ETF	-27.53%
GIF REX Growth & Income Universe ETF	12,941.67%

Correlation

The correlation between BTCL and GIF is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 26, 2026	0.59

Return for Risk

BTCL vs. GIF — Risk / Return Rank

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

BTCL

BTCL Risk / Return Rank: 1
BTCL Sharpe Ratio Rank: 2
BTCL Sortino Ratio Rank: 1
BTCL Omega Ratio Rank: 1
BTCL Calmar Ratio Rank: 1
BTCL Martin Ratio Rank: 2

GIF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BTCL vs. GIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long Bitcoin Daily Target ETF (BTCL) and REX Growth & Income Universe ETF (GIF). 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.

	BTCL	GIF	Difference
Sharpe ratio: Return per unit of total volatility	-0.91	—	—
Sortino ratio: Return per unit of downside risk	-1.83	—	—
Omega ratio: Gain probability vs. loss probability	0.80	—	—
Calmar ratio: Return relative to maximum drawdown	-0.96	—	—
Martin ratio: Return relative to average drawdown	-1.34	—	—

Drawdowns

Drawdown Indicators

	BTCL	GIF	Difference
Max Drawdown Largest peak-to-trough decline	-84.01%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-84.01%	—	—
Current Drawdown Current decline from peak	-82.03%	—	—
Average Drawdown Average peak-to-trough decline	-37.76%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	59.98%	—	—

Volatility

Volatility by Period

	BTCL	GIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.89%	—	—
Volatility (6M) Calculated over the trailing 6-month period	68.12%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	88.68%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	96.26%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	96.26%	—	—

BTCL vs. GIF - Expense Ratio Comparison

BTCL has a 0.95% expense ratio, which is lower than GIF's 0.99% expense ratio.

Dividends

BTCL vs. GIF - Dividend Comparison

BTCL's dividend yield for the trailing twelve months is around 4.10%, less than GIF's 109.48% yield.

Position	TTM	2025	2024
BTCL T-REX 2X Long Bitcoin Daily Target ETF	4.10%	1.70%	4.35%
GIF REX Growth & Income Universe ETF	109.48%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BTCL and GIF in my portfolio?

BTCL and GIF have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BTCL or GIF?

On fees, BTCL is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BTCL or GIF?

BTCL is cheaper with a 0.95% expense ratio, compared with 0.99% for GIF.

Which ETF pays a higher dividend yield, BTCL or GIF?

GIF has the higher dividend yield at 109.48%, compared with 4.10% for BTCL.

What is the main difference between BTCL and GIF?

BTCL is categorized as Leveraged Cryptocurrency, while GIF is Derivative Income. Their fees differ too: 0.95% for BTCL and 0.99% for GIF.