BTCL vs. LLII
BTCL (T-REX 2X Long Bitcoin Daily Target ETF) and LLII (REX LLY Growth & Income ETF) are both exchange-traded funds - BTCL is a Leveraged Cryptocurrency fund actively managed by REX, while LLII is a Derivative Income fund actively managed by REX. Both are actively managed. At a 0.02 correlation, their price movements are largely independent. BTCL charges 0.95%/yr vs 0.99%/yr for LLII.
Performance
BTCL vs. LLII - Performance Comparison
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Returns By Period
In the year-to-date period, BTCL achieves a -55.51% return, which is significantly lower than LLII's 2.07% return.
BTCL
- 1D
- 4.80%
- 1M
- -29.98%
- YTD
- -55.51%
- 6M
- -56.73%
- 1Y
- -73.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLII
- 1D
- 0.00%
- 1M
- 6.03%
- YTD
- 2.07%
- 6M
- 2.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTCL vs. LLII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BTCL T-REX 2X Long Bitcoin Daily Target ETF | -55.51% | -37.76% |
LLII REX LLY Growth & Income ETF | 2.07% | 19.74% |
Correlation
The correlation between BTCL and LLII is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025 | 0.02 |
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Return for Risk
BTCL vs. LLII — Risk / Return Rank
BTCL
LLII
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BTCL vs. LLII - 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 LLY Growth & Income ETF (LLII). 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 | LLII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.84 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | — | — |
| Martin ratioReturn relative to average drawdown | -1.38 | — | — |
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Drawdowns
BTCL vs. LLII - Drawdown Comparison
The maximum BTCL drawdown since its inception was -82.70%, which is greater than LLII's maximum drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for BTCL and LLII.
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Drawdown Indicators
| BTCL | LLII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.70% | -23.96% | -58.74% |
Max Drawdown (1Y)Largest decline over 1 year | -82.70% | — | — |
Current DrawdownCurrent decline from peak | -80.66% | -0.71% | -79.95% |
Average DrawdownAverage peak-to-trough decline | -35.24% | -8.63% | -26.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.46% | — | — |
Volatility
BTCL vs. LLII - Volatility Comparison
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Volatility by Period
| BTCL | LLII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.78% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 69.86% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 88.36% | 35.58% | +52.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 97.73% | 35.58% | +62.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.73% | 35.58% | +62.15% |
BTCL vs. LLII - Expense Ratio Comparison
BTCL has a 0.95% expense ratio, which is lower than LLII's 0.99% expense ratio.
Dividends
BTCL vs. LLII - Dividend Comparison
BTCL's dividend yield for the trailing twelve months is around 3.81%, less than LLII's 25.62% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BTCL T-REX 2X Long Bitcoin Daily Target ETF | 3.81% | 1.70% | 4.35% |
LLII REX LLY Growth & Income ETF | 25.62% | 5.13% | 0.00% |
Frequently Asked Questions
BTCL and LLII have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
BTCL is cheaper with a 0.95% expense ratio, compared with 0.99% for LLII.
LLII has the higher dividend yield at 25.62%, compared with 3.81% for BTCL.
BTCL is categorized as Leveraged Cryptocurrency, while LLII is Derivative Income. Their fees differ too: 0.95% for BTCL and 0.99% for LLII.
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