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ENCL.TO vs. BCCL.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENCL.TO vs. BCCL.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.TO) and Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ENCL.TO achieves a 35.36% return, which is significantly higher than BCCL.NEO's -29.24% return.


ENCL.TO

1D
-0.30%
1M
0.13%
YTD
35.36%
6M
33.47%
1Y
46.09%
3Y*
5Y*
10Y*

BCCL.NEO

1D
3.95%
1M
-23.48%
YTD
-29.24%
6M
-31.76%
1Y
-40.39%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENCL.TO vs. BCCL.NEO - Yearly Performance Comparison


Correlation

The correlation between ENCL.TO and BCCL.NEO is 0.01, 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 (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (All Time)
Calculated using the full available price history since May 5, 2025

0.03

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Return for Risk

ENCL.TO vs. BCCL.NEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ENCL.TO
ENCL.TO Risk / Return Rank: 8787
Overall Rank
ENCL.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ENCL.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
ENCL.TO Omega Ratio Rank: 8686
Omega Ratio Rank
ENCL.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
ENCL.TO Martin Ratio Rank: 8686
Martin Ratio Rank

BCCL.NEO
BCCL.NEO Risk / Return Rank: 22
Overall Rank
BCCL.NEO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BCCL.NEO Sortino Ratio Rank: 22
Sortino Ratio Rank
BCCL.NEO Omega Ratio Rank: 22
Omega Ratio Rank
BCCL.NEO Calmar Ratio Rank: 33
Calmar Ratio Rank
BCCL.NEO Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ENCL.TO vs. BCCL.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.TO) and Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO). 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.


ENCL.TOBCCL.NEODifference
Sharpe ratioReturn per unit of total volatility

+3.61

Sortino ratioReturn per unit of downside risk

+4.67

Omega ratioGain probability vs. loss probability

1.46

0.85

+0.61

Calmar ratioReturn relative to maximum drawdown

4.49

-0.76

+5.24

Martin ratioReturn relative to average drawdown

15.78

-1.34

+17.12

ENCL.TO vs. BCCL.NEO - Sharpe Ratio Comparison

The current ENCL.TO Sharpe Ratio is 2.67, which is higher than the BCCL.NEO Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of ENCL.TO and BCCL.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ENCL.TO vs. BCCL.NEO - Drawdown Comparison

The maximum ENCL.TO drawdown since its inception was -21.05%, smaller than the maximum BCCL.NEO drawdown of -55.27%. Use the drawdown chart below to compare losses from any high point for ENCL.TO and BCCL.NEO.


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Drawdown Indicators


ENCL.TOBCCL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-21.05%

-55.27%

+34.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-55.27%

+44.52%

Current Drawdown

Current decline from peak

-3.41%

-51.84%

+48.43%

Average Drawdown

Average peak-to-trough decline

-4.78%

-23.09%

+18.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

31.07%

-28.02%

Volatility

ENCL.TO vs. BCCL.NEO - Volatility Comparison

The current volatility for Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD (ENCL.TO) is 7.14%, while Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) has a volatility of 15.04%. This indicates that ENCL.TO experiences smaller price fluctuations and is considered to be less risky than BCCL.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENCL.TOBCCL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

15.04%

-7.90%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

33.17%

-17.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

44.72%

-26.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.88%

44.26%

-23.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.88%

44.26%

-23.38%

Dividends

ENCL.TO vs. BCCL.NEO - Dividend Comparison

ENCL.TO's dividend yield for the trailing twelve months is around 13.48%, less than BCCL.NEO's 41.64% yield.


PositionTTM202520242023
BCCL.NEO
Global X Enhanced Bitcoin Covered Call ETF
39.89%16.02%0.00%0.00%
ENCL.TO
Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD
13.48%17.14%18.56%4.68%

Frequently Asked Questions


ENCL.TO and BCCL.NEO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENCL.TO is categorized as Energy Equities, while BCCL.NEO is Derivative Income.

Portfolio Optimizer

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