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ETCO vs. BTCZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETCO vs. BTCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Ethereum Covered Call ETF (ETCO) and T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ). The values are adjusted to include any dividend payments, if applicable.

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ETCO vs. BTCZ - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ETCO achieves a -25.50% return, which is significantly lower than BTCZ's 28.74% return.


ETCO

1D
0.47%
1M
4.37%
YTD
-25.50%
6M
-42.64%
1Y
3Y*
5Y*
10Y*

BTCZ

1D
-0.91%
1M
-1.54%
YTD
28.74%
6M
102.65%
1Y
-11.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETCO vs. BTCZ - Expense Ratio Comparison

ETCO has a 0.66% expense ratio, which is lower than BTCZ's 0.95% expense ratio.


Return for Risk

ETCO vs. BTCZ — Risk / Return Rank

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

ETCO

BTCZ
BTCZ Risk / Return Rank: 1212
Overall Rank
BTCZ Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BTCZ Sortino Ratio Rank: 1717
Sortino Ratio Rank
BTCZ Omega Ratio Rank: 1616
Omega Ratio Rank
BTCZ Calmar Ratio Rank: 88
Calmar Ratio Rank
BTCZ Martin Ratio Rank: 99
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. BTCZ - Risk-Adjusted Trends Comparison

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


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

ETCO vs. BTCZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ETCOBTCZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.12

-0.60

-0.53

Correlation

The correlation between ETCO and BTCZ is -0.89. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ETCO vs. BTCZ - Dividend Comparison

ETCO's dividend yield for the trailing twelve months is around 93.40%, more than BTCZ's 0.01% yield.


TTM20252024
ETCO
Grayscale Ethereum Covered Call ETF
93.40%42.29%0.00%
BTCZ
T-Rex 2X Inverse Bitcoin Daily Target ETF
0.01%0.02%0.08%

Drawdowns

ETCO vs. BTCZ - Drawdown Comparison

The maximum ETCO drawdown since its inception was -56.81%, smaller than the maximum BTCZ drawdown of -91.06%. Use the drawdown chart below to compare losses from any high point for ETCO and BTCZ.


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Drawdown Indicators


ETCOBTCZDifference

Max Drawdown

Largest peak-to-trough decline

-56.81%

-91.06%

+34.25%

Max Drawdown (1Y)

Largest decline over 1 year

-68.27%

Current Drawdown

Current decline from peak

-48.91%

-79.24%

+30.33%

Average Drawdown

Average peak-to-trough decline

-31.07%

-72.75%

+41.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.60%

Volatility

ETCO vs. BTCZ - Volatility Comparison


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Volatility by Period


ETCOBTCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.38%

Volatility (6M)

Calculated over the trailing 6-month period

73.37%

Volatility (1Y)

Calculated over the trailing 1-year period

56.99%

90.72%

-33.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.99%

99.57%

-42.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.99%

99.57%

-42.58%