ESK vs. XBCI

Last updated Jun 4, 2026

ESK (REX-Osprey ETH + Staking ETF) and XBCI (NEOS Boosted Bitcoin High Income ETF) are both Cryptocurrency funds. Both are actively managed. Their correlation of 0.93 suggests significant overlap in exposure. ESK charges 0.75%/yr vs 0.98%/yr for XBCI.

Performance

ESK vs. XBCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX-Osprey ETH + Staking ETF (ESK) and NEOS Boosted Bitcoin High Income ETF (XBCI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ESK

• 1D: -6.26%
• 1M: -24.17%
• YTD: -39.23%
• 6M: -42.40%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XBCI

• 1D: -3.98%
• 1M: -23.50%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ESK vs. XBCI - Yearly Performance Comparison

	2026 (YTD)
ESK REX-Osprey ETH + Staking ETF	-22.01%
XBCI NEOS Boosted Bitcoin High Income ETF	-16.32%

Correlation

The correlation between ESK and XBCI is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 4, 2026	0.93

Return for Risk

ESK vs. XBCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX-Osprey ETH + Staking ETF (ESK) and NEOS Boosted Bitcoin High Income ETF (XBCI). 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.

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

Sharpe Ratios by Period

	ESK	XBCI	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.99	-0.63	-0.37

Drawdowns

ESK vs. XBCI - Drawdown Comparison

The maximum ESK drawdown since its inception was -61.14%, which is greater than XBCI's maximum drawdown of -25.99%. Use the drawdown chart below to compare losses from any high point for ESK and XBCI.

Drawdown Indicators

	ESK	XBCI	Difference
Max Drawdown Largest peak-to-trough decline	-61.14%	-25.99%	-35.15%
Current Drawdown Current decline from peak	-61.14%	-25.99%	-35.15%
Average Drawdown Average peak-to-trough decline	-40.19%	-8.06%	-32.13%

Volatility

Volatility by Period

	ESK	XBCI	Difference
Volatility (1Y) Calculated over the trailing 1-year period	67.24%	67.08%	+0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.24%	67.08%	+0.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	67.24%	67.08%	+0.16%

ESK vs. XBCI - Expense Ratio Comparison

ESK has a 0.75% expense ratio, which is lower than XBCI's 0.98% expense ratio.

Dividends

ESK vs. XBCI - Dividend Comparison

ESK's dividend yield for the trailing twelve months is around 0.97%, less than XBCI's 20.51% yield.

Position	TTM	2025
ESK REX-Osprey ETH + Staking ETF	0.97%	0.30%
XBCI NEOS Boosted Bitcoin High Income ETF	20.51%	0.00%

Frequently Asked Questions

Can I hold both ESK and XBCI in my portfolio?

With a correlation of 0.93, ESK and XBCI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, ESK or XBCI?

On fees, ESK is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ESK or XBCI?

ESK is cheaper with a 0.75% expense ratio, compared with 0.98% for XBCI.

Which ETF pays a higher dividend yield, ESK or XBCI?

XBCI has the higher dividend yield at 20.51%, compared with 0.97% for ESK.

What is the main difference between ESK and XBCI?

They also come from different issuers: REX Shares and Neos. Their fees differ too: 0.75% for ESK and 0.98% for XBCI.