PortfoliosLab logoPortfoliosLab logo
GLCC.TO vs. BCCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLCC.TO vs. BCCC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Gold Producer Equity Covered Call ETF (GLCC.TO) and Global X Bitcoin Covered Call ETF (BCCC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

GLCC.TO is traded in CAD, while BCCC is traded in USD. To make them comparable, the BCCC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLCC.TO achieves a -0.45% return, which is significantly higher than BCCC's -20.49% return.


GLCC.TO

1D
-2.75%
1M
1.61%
YTD
-0.45%
6M
4.96%
1Y
60.20%
3Y*
40.99%
5Y*
21.30%
10Y*
14.52%

BCCC

1D
-2.38%
1M
-13.20%
YTD
-20.49%
6M
-22.48%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLCC.TO vs. BCCC - Yearly Performance Comparison


Correlation

The correlation between GLCC.TO and BCCC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GLCC.TO vs. BCCC — Risk / Return Rank

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

GLCC.TO
GLCC.TO Risk / Return Rank: 3939
Overall Rank
GLCC.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 4040
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 3636
Martin Ratio Rank

BCCC
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.

GLCC.TO vs. BCCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Gold Producer Equity Covered Call ETF (GLCC.TO) and Global X Bitcoin Covered Call ETF (BCCC). 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.


GLCC.TOBCCCDifference

Sharpe ratio

Return per unit of total volatility

1.45

Sortino ratio

Return per unit of downside risk

1.86

Omega ratio

Gain probability vs. loss probability

1.27

Calmar ratio

Return relative to maximum drawdown

2.10

Martin ratio

Return relative to average drawdown

5.69

GLCC.TO vs. BCCC - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


GLCC.TOBCCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

-0.76

+0.76

Drawdowns

GLCC.TO vs. BCCC - Drawdown Comparison

The maximum GLCC.TO drawdown since its inception was -71.12%, which is greater than BCCC's maximum drawdown of -42.60%. Use the drawdown chart below to compare losses from any high point for GLCC.TO and BCCC.


Loading charts...

Drawdown Indicators


GLCC.TOBCCCDifference

Max Drawdown

Largest peak-to-trough decline

-71.12%

-42.60%

-28.52%

Max Drawdown (1Y)

Largest decline over 1 year

-28.86%

Max Drawdown (3Y)

Largest decline over 3 years

-28.86%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

Max Drawdown (10Y)

Largest decline over 10 years

-44.83%

Current Drawdown

Current decline from peak

-23.43%

-37.46%

+14.03%

Average Drawdown

Average peak-to-trough decline

-34.43%

-17.20%

-17.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.61%

Volatility

GLCC.TO vs. BCCC - Volatility Comparison


Loading charts...

Volatility by Period


GLCC.TOBCCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.96%

Volatility (6M)

Calculated over the trailing 6-month period

34.13%

Volatility (1Y)

Calculated over the trailing 1-year period

41.70%

34.29%

+7.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.94%

34.29%

-2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.95%

34.29%

-2.34%

GLCC.TO vs. BCCC - Expense Ratio Comparison

GLCC.TO has a 0.79% expense ratio, which is higher than BCCC's 0.75% expense ratio.


Dividends

GLCC.TO vs. BCCC - Dividend Comparison

GLCC.TO's dividend yield for the trailing twelve months is around 8.69%, less than BCCC's 62.51% yield.


PositionTTM20252024202320222021202020192018201720162015
BCCC
Global X Bitcoin Covered Call ETF
62.51%29.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
8.69%6.01%10.30%11.16%10.08%6.31%6.47%4.58%5.62%7.09%9.21%11.63%

Frequently Asked Questions


GLCC.TO and BCCC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

BCCC is cheaper with a 0.75% expense ratio, compared with 0.79% for GLCC.TO.

GLCC.TO is categorized as Derivative Income, while BCCC is Cryptocurrency. Their fees differ too: 0.79% for GLCC.TO and 0.75% for BCCC.

Portfolio Optimizer

Find the right allocation for GLCC.TO and BCCC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer