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

Performance

ETHH.TO vs. BCCL.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Ether ETF (ETHH.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, ETHH.TO achieves a -38.87% return, which is significantly lower than BCCL.NEO's -28.69% return.


ETHH.TO

1D
-2.81%
1M
6.79%
6M
-21.54%
YTD
-38.87%
1Y
-48.97%
3Y*
-3.29%
5Y*
-8.33%
10Y*
ALL TIME*
-7.09%

BCCL.NEO

1D
-2.49%
1M
1.49%
6M
-18.01%
YTD
-28.69%
1Y
-45.87%
3Y*
5Y*
10Y*
ALL TIME*
-28.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$76.07KCA$135.25KCA$227.19K
CA$119.99KCA$198.31KCA$386.38K

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


2026 (YTD)2025
ETHH.TO
Purpose Ether ETF
-38.87%58.10%
BCCL.NEO
Global X Enhanced Bitcoin Covered Call ETF
-28.69%-6.82%

Correlation

The correlation between ETHH.TO and BCCL.NEO is 0.83, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.83

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

0.79

The correlation between ETHH.TO and BCCL.NEO has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

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Return for Risk

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

Compare historical risk-adjusted metric ranks over the past 12 months.

ETHH.TO
ETHH.TO Risk / Return Rank: 33
Overall Rank
ETHH.TO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ETHH.TO Sortino Ratio Rank: 33
Sortino Ratio Rank
ETHH.TO Omega Ratio Rank: 33
Omega Ratio Rank
ETHH.TO Calmar Ratio Rank: 33
Calmar Ratio Rank
ETHH.TO Martin Ratio Rank: 44
Martin Ratio Rank

BCCL.NEO
BCCL.NEO Risk / Return Rank: 22
Overall Rank
BCCL.NEO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BCCL.NEO Sortino Ratio Rank: 11
Sortino Ratio Rank
BCCL.NEO Omega Ratio Rank: 22
Omega Ratio Rank
BCCL.NEO Calmar Ratio Rank: 22
Calmar Ratio Rank
BCCL.NEO Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

This table presents a comparison of risk-adjusted performance metrics for Purpose Ether ETF (ETHH.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.


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

+0.25

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

0.88

0.82

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.76

-0.88

+0.12

Martin ratioReturn relative to average drawdown

-1.12

-1.33

+0.20

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

The current ETHH.TO Sharpe Ratio is -0.78, which is comparable to the BCCL.NEO Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of ETHH.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

ETHH.TO vs. BCCL.NEO - Drawdown Comparison

The maximum ETHH.TO drawdown since its inception was -79.46%, which is greater than BCCL.NEO's maximum drawdown of -55.27%. Use the drawdown chart below to compare losses from any high point for ETHH.TO and BCCL.NEO.


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Drawdown Indicators


ETHH.TOBCCL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-79.46%

-55.27%

-24.19%

Max Drawdown (1Y)

Largest decline over 1 year

-68.96%

-55.27%

-13.69%

Max Drawdown (3Y)

Largest decline over 3 years

-68.96%

Max Drawdown (5Y)

Largest decline over 5 years

-79.46%

Current Drawdown

Current decline from peak

-67.40%

-51.47%

-15.93%

Average Drawdown

Average peak-to-trough decline

-49.64%

-26.18%

-23.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.41%

36.35%

+10.06%

Volatility

ETHH.TO vs. BCCL.NEO - Volatility Comparison

Purpose Ether ETF (ETHH.TO) has a higher volatility of 11.69% compared to Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) at 8.77%. This indicates that ETHH.TO's price experiences larger fluctuations and is considered to be riskier 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


ETHH.TOBCCL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.69%

8.77%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

45.66%

33.62%

+12.04%

Volatility (1Y)

Calculated over the trailing 1-year period

66.55%

46.76%

+19.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.42%

44.50%

+24.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.59%

44.50%

+28.09%

ETHH.TO vs. BCCL.NEO - Expense Ratio Comparison

ETHH.TO has a 1.00% expense ratio, which is lower than BCCL.NEO's 1.78% expense ratio.


Dividends

ETHH.TO vs. BCCL.NEO - Dividend Comparison

ETHH.TO has not paid dividends to shareholders, while BCCL.NEO's dividend yield for the trailing twelve months is around 43.98%.


PositionTTM2025
BCCL.NEO
Global X Enhanced Bitcoin Covered Call ETF
43.98%16.02%
ETHH.TO
Purpose Ether ETF
0.00%0.00%

Frequently Asked Questions


ETHH.TO and BCCL.NEO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETHH.TO is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETHH.TO is cheaper with a 1.00% expense ratio, compared with 1.78% for BCCL.NEO.

They also come from different issuers: Purpose and Global X. Their fees differ too: 1.00% for ETHH.TO and 1.78% for BCCL.NEO.

Portfolio Optimizer

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