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ETCO vs. BTCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETCO vs. BTCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Ethereum Covered Call ETF (ETCO) and Grayscale Bitcoin Covered Call ETF (BTCC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETCO achieves a -33.38% return, which is significantly lower than BTCC's -20.81% return.


ETCO

1D
-5.43%
1M
-20.32%
YTD
-33.38%
6M
-34.60%
1Y
3Y*
5Y*
10Y*

BTCC

1D
-2.53%
1M
-15.87%
YTD
-20.81%
6M
-22.94%
1Y
-33.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETCO vs. BTCC - Yearly Performance Comparison


2026 (YTD)2025
ETCO
Grayscale Ethereum Covered Call ETF
-33.38%-24.78%
BTCC
Grayscale Bitcoin Covered Call ETF
-20.81%-20.25%

Correlation

The correlation between ETCO and BTCC is 0.90, 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 Sep 5, 2025

0.90

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Return for Risk

ETCO vs. BTCC — Risk / Return Rank

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

ETCO

BTCC
BTCC Risk / Return Rank: 22
Overall Rank
BTCC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCC Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCC Omega Ratio Rank: 11
Omega Ratio Rank
BTCC Calmar Ratio Rank: 33
Calmar Ratio Rank
BTCC Martin Ratio Rank: 11
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.

ETCO vs. BTCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Ethereum Covered Call ETF (ETCO) and Grayscale Bitcoin Covered Call ETF (BTCC). 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.

ETCO vs. BTCC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ETCOBTCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.16

-0.72

-0.44

Drawdowns

ETCO vs. BTCC - Drawdown Comparison

The maximum ETCO drawdown since its inception was -56.81%, which is greater than BTCC's maximum drawdown of -44.40%. Use the drawdown chart below to compare losses from any high point for ETCO and BTCC.


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Drawdown Indicators


ETCOBTCCDifference

Max Drawdown

Largest peak-to-trough decline

-56.81%

-44.40%

-12.41%

Max Drawdown (1Y)

Largest decline over 1 year

-44.40%

Current Drawdown

Current decline from peak

-54.32%

-39.44%

-14.88%

Average Drawdown

Average peak-to-trough decline

-34.43%

-15.57%

-18.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.87%

Volatility

ETCO vs. BTCC - Volatility Comparison


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Volatility by Period


ETCOBTCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.70%

Volatility (6M)

Calculated over the trailing 6-month period

27.70%

Volatility (1Y)

Calculated over the trailing 1-year period

52.49%

32.92%

+19.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.49%

31.68%

+20.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.49%

31.68%

+20.81%

ETCO vs. BTCC - Expense Ratio Comparison

Both ETCO and BTCC have an expense ratio of 0.66%.


Dividends

ETCO vs. BTCC - Dividend Comparison

ETCO's dividend yield for the trailing twelve months is around 127.41%, more than BTCC's 105.03% yield.


PositionTTM2025
BTCC
Grayscale Bitcoin Covered Call ETF
105.03%63.86%
ETCO
Grayscale Ethereum Covered Call ETF
127.41%42.29%

Frequently Asked Questions


ETCO and BTCC 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.

Both ETFs have the same 0.66% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ETCO and BTCC have the same expense ratio: 0.66% per year.

ETCO has the higher dividend yield at 127.41%, compared with 105.03% for BTCC.

Portfolio Optimizer

Find the right allocation for ETCO and BTCC

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