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

Performance

HDIF.TO vs. BCCL.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Diversified Monthly Income ETF - Class A Units (HDIF.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, HDIF.TO achieves a 11.43% return, which is significantly higher than BCCL.NEO's -29.24% return.


HDIF.TO

1D
0.74%
1M
3.02%
YTD
11.43%
6M
12.09%
1Y
28.27%
3Y*
17.71%
5Y*
10Y*

BCCL.NEO

1D
3.95%
1M
-23.48%
YTD
-29.24%
6M
-31.76%
1Y
-40.39%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between HDIF.TO and BCCL.NEO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

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

0.33

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Return for Risk

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

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

HDIF.TO
HDIF.TO Risk / Return Rank: 7373
Overall Rank
HDIF.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HDIF.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
HDIF.TO Omega Ratio Rank: 7474
Omega Ratio Rank
HDIF.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
HDIF.TO Martin Ratio Rank: 7676
Martin Ratio Rank

BCCL.NEO
BCCL.NEO Risk / Return Rank: 22
Overall Rank
BCCL.NEO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BCCL.NEO Sortino Ratio Rank: 22
Sortino Ratio Rank
BCCL.NEO Omega Ratio Rank: 22
Omega Ratio Rank
BCCL.NEO Calmar Ratio Rank: 33
Calmar Ratio Rank
BCCL.NEO Martin Ratio Rank: 22
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.

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

This table presents a comparison of risk-adjusted performance metrics for Harvest Diversified Monthly Income ETF - Class A Units (HDIF.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.


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

+3.01

Sortino ratioReturn per unit of downside risk

+4.15

Omega ratioGain probability vs. loss probability

1.37

0.85

+0.52

Calmar ratioReturn relative to maximum drawdown

3.06

-0.76

+3.81

Martin ratioReturn relative to average drawdown

12.56

-1.34

+13.90

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

The current HDIF.TO Sharpe Ratio is 2.07, which is higher than the BCCL.NEO Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of HDIF.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

HDIF.TO vs. BCCL.NEO - Drawdown Comparison

The maximum HDIF.TO drawdown since its inception was -24.08%, smaller than the maximum BCCL.NEO drawdown of -55.27%. Use the drawdown chart below to compare losses from any high point for HDIF.TO and BCCL.NEO.


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Drawdown Indicators


HDIF.TOBCCL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-24.08%

-55.27%

+31.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-55.27%

+46.48%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

Current Drawdown

Current decline from peak

-0.84%

-51.84%

+51.00%

Average Drawdown

Average peak-to-trough decline

-6.63%

-23.09%

+16.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

31.07%

-28.93%

Volatility

HDIF.TO vs. BCCL.NEO - Volatility Comparison

The current volatility for Harvest Diversified Monthly Income ETF - Class A Units (HDIF.TO) is 4.52%, while Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) has a volatility of 15.04%. This indicates that HDIF.TO experiences smaller price fluctuations and is considered to be less risky 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


HDIF.TOBCCL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

15.04%

-10.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

33.17%

-22.42%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

44.72%

-31.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

44.26%

-26.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

44.26%

-26.77%

Dividends

HDIF.TO vs. BCCL.NEO - Dividend Comparison

HDIF.TO's dividend yield for the trailing twelve months is around 10.23%, less than BCCL.NEO's 41.64% yield.


PositionTTM2025202420232022
BCCL.NEO
Global X Enhanced Bitcoin Covered Call ETF
39.89%16.02%0.00%0.00%0.00%
HDIF.TO
Harvest Diversified Monthly Income ETF - Class A Units
10.23%9.95%10.14%10.59%8.93%

Frequently Asked Questions


HDIF.TO and BCCL.NEO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Harvest and Global X.

Portfolio Optimizer

Find the right allocation for HDIF.TO and BCCL.NEO

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