EHY vs. BTCZ
EHY (Amplify Ethereum Max Income Covered Call ETF) and BTCZ (T-Rex 2X Inverse Bitcoin Daily Target ETF) are both Cryptocurrency funds. Both are actively managed. Their -0.90 correlation means they have often moved in opposite directions in the past. EHY charges 0.75%/yr vs 0.95%/yr for BTCZ.
Performance
EHY vs. BTCZ - Performance Comparison
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Returns By Period
In the year-to-date period, EHY achieves a -36.53% return, which is significantly lower than BTCZ's 26.37% return.
EHY
- 1D
- 2.28%
- 1M
- 12.11%
- 6M
- -17.76%
- YTD
- -36.53%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
BTCZ
- 1D
- -2.56%
- 1M
- -5.17%
- 6M
- -5.67%
- YTD
- 26.37%
- 1Y
- 77.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -52.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $81.92M | $102.22M | $120.66M | |
| $63.17K | $39.74K | $73.16K |
EHY vs. BTCZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EHY Amplify Ethereum Max Income Covered Call ETF | -36.53% | -25.56% |
BTCZ T-Rex 2X Inverse Bitcoin Daily Target ETF | 26.37% | 74.72% |
Correlation
The correlation between EHY and BTCZ is -0.90, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 9, 2025 | -0.90 |
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Return for Risk
EHY vs. BTCZ — Risk / Return Rank
EHY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BTCZ
EHY vs. BTCZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify Ethereum Max Income Covered Call ETF (EHY) and T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ). 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.
| EHY | BTCZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.19 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.58 | — |
| Martin ratioReturn relative to average drawdown | — | 3.41 | — |
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Drawdowns
EHY vs. BTCZ - Drawdown Comparison
The maximum EHY drawdown since its inception was -61.70%, smaller than the maximum BTCZ drawdown of -91.06%. Use the drawdown chart below to compare losses from any high point for EHY and BTCZ.
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Drawdown Indicators
| EHY | BTCZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.70% | -91.06% | +29.36% |
Max Drawdown (1Y)Largest decline over 1 year | — | -49.02% | — |
Current DrawdownCurrent decline from peak | -52.84% | -79.62% | +26.78% |
Average DrawdownAverage peak-to-trough decline | -37.86% | -73.94% | +36.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 22.68% | — |
Volatility
EHY vs. BTCZ - Volatility Comparison
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Volatility by Period
| EHY | BTCZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 16.44% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 66.00% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 59.54% | 88.92% | -29.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.54% | 95.41% | -35.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.54% | 95.41% | -35.87% |
EHY vs. BTCZ - Expense Ratio Comparison
EHY has a 0.75% expense ratio, which is lower than BTCZ's 0.95% expense ratio.
Dividends
EHY vs. BTCZ - Dividend Comparison
EHY's dividend yield for the trailing twelve months is around 59.23%, more than BTCZ's 0.01% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BTCZ T-Rex 2X Inverse Bitcoin Daily Target ETF | 0.01% | 0.02% | 0.08% |
EHY Amplify Ethereum Max Income Covered Call ETF | 59.23% | 8.87% | 0.00% |
Frequently Asked Questions
EHY and BTCZ have a correlation of -0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EHY is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EHY is cheaper with a 0.75% expense ratio, compared with 0.95% for BTCZ.
EHY has the higher dividend yield at 59.23%, compared with 0.01% for BTCZ.
They also come from different issuers: Amplify and T-Rex. Their fees differ too: 0.75% for EHY and 0.95% for BTCZ.
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