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

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.

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GLCC.TO vs. BCCC - Yearly Performance Comparison


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 5.98% return, which is significantly higher than BCCC's -18.11% return.


GLCC.TO

1D
5.95%
1M
-18.48%
YTD
5.98%
6M
20.90%
1Y
86.11%
3Y*
43.56%
5Y*
25.34%
10Y*
17.68%

BCCC

1D
0.00%
1M
5.07%
YTD
-18.11%
6M
-32.10%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


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: 9090
Overall Rank
GLCC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 9191
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

2.10

Sortino ratio

Return per unit of downside risk

2.39

Omega ratio

Gain probability vs. loss probability

1.36

Calmar ratio

Return relative to maximum drawdown

3.04

Martin ratio

Return relative to average drawdown

11.66

GLCC.TO vs. BCCC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GLCC.TOBCCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

-0.79

+0.79

Correlation

The correlation between GLCC.TO and BCCC is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GLCC.TO vs. BCCC - Dividend Comparison

GLCC.TO's dividend yield for the trailing twelve months is around 6.21%, less than BCCC's 51.39% yield.


TTM20252024202320222021202020192018201720162015
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
6.21%6.01%10.30%11.16%10.08%6.31%6.47%4.58%5.62%7.09%9.21%11.63%
BCCC
Global X Bitcoin Covered Call ETF
51.39%29.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.


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Drawdown Indicators


GLCC.TOBCCCDifference

Max Drawdown

Largest peak-to-trough decline

-71.12%

-41.62%

-29.50%

Max Drawdown (1Y)

Largest decline over 1 year

-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

-18.48%

-34.76%

+16.28%

Average Drawdown

Average peak-to-trough decline

-34.62%

-14.24%

-20.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

Volatility

GLCC.TO vs. BCCC - Volatility Comparison


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Volatility by Period


GLCC.TOBCCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.09%

Volatility (6M)

Calculated over the trailing 6-month period

34.47%

Volatility (1Y)

Calculated over the trailing 1-year period

41.29%

35.92%

+5.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.17%

35.92%

-4.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.75%

35.92%

-4.17%