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UTES vs. BCCL.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTES vs. BCCL.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Reaves Utilities ETF (UTES) 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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Different Trading Currencies

UTES is traded in USD, while BCCL.NEO is traded in CAD. To make them comparable, the BCCL.NEO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, UTES achieves a 0.26% return, which is significantly higher than BCCL.NEO's -30.65% return.


UTES

1D
1.56%
1M
-0.82%
YTD
0.26%
6M
0.49%
1Y
8.95%
3Y*
22.00%
5Y*
15.32%
10Y*
12.27%

BCCL.NEO

1D
3.76%
1M
-23.40%
YTD
-30.65%
6M
-32.72%
1Y
-41.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTES vs. BCCL.NEO - Yearly Performance Comparison


2026 (YTD)2025
UTES
Virtus Reaves Utilities ETF
0.26%16.65%
BCCL.NEO
Global X Enhanced Bitcoin Covered Call ETF
-30.65%-5.95%

Correlation

The correlation between UTES and BCCL.NEO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.18

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Return for Risk

UTES vs. BCCL.NEO — Risk / Return Rank

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

UTES
UTES Risk / Return Rank: 1616
Overall Rank
UTES Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
UTES Sortino Ratio Rank: 1616
Sortino Ratio Rank
UTES Omega Ratio Rank: 1515
Omega Ratio Rank
UTES Calmar Ratio Rank: 1818
Calmar Ratio Rank
UTES Martin Ratio Rank: 1717
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.

UTES vs. BCCL.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Reaves Utilities ETF (UTES) 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.


UTESBCCL.NEODifference
Sharpe ratioReturn per unit of total volatility

+1.36

Sortino ratioReturn per unit of downside risk

+2.06

Omega ratioGain probability vs. loss probability

1.08

0.85

+0.24

Calmar ratioReturn relative to maximum drawdown

0.60

-0.78

+1.39

Martin ratioReturn relative to average drawdown

1.32

-1.41

+2.74

UTES vs. BCCL.NEO - Sharpe Ratio Comparison

The current UTES Sharpe Ratio is 0.39, which is higher than the BCCL.NEO Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of UTES 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

UTES vs. BCCL.NEO - Drawdown Comparison

The maximum UTES drawdown since its inception was -35.39%, smaller than the maximum BCCL.NEO drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for UTES and BCCL.NEO.


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Drawdown Indicators


UTESBCCL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-35.39%

-55.08%

+19.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

-55.08%

+41.20%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

Max Drawdown (10Y)

Largest decline over 10 years

-35.39%

Current Drawdown

Current decline from peak

-9.10%

-51.87%

+42.77%

Average Drawdown

Average peak-to-trough decline

-5.53%

-22.67%

+17.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

30.49%

-24.20%

Volatility

UTES vs. BCCL.NEO - Volatility Comparison

The current volatility for Virtus Reaves Utilities ETF (UTES) is 7.23%, while Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) has a volatility of 15.04%. This indicates that UTES 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


UTESBCCL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

15.04%

-7.81%

Volatility (6M)

Calculated over the trailing 6-month period

17.05%

33.28%

-16.23%

Volatility (1Y)

Calculated over the trailing 1-year period

21.32%

44.83%

-23.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.62%

44.32%

-23.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.17%

44.32%

-24.15%

Dividends

UTES vs. BCCL.NEO - Dividend Comparison

UTES's dividend yield for the trailing twelve months is around 1.49%, less than BCCL.NEO's 41.64% yield.


PositionTTM20252024202320222021202020192018201720162015
BCCL.NEO
Global X Enhanced Bitcoin Covered Call ETF
39.89%16.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UTES
Virtus Reaves Utilities ETF
1.49%1.42%1.51%2.44%2.13%1.94%2.09%1.84%2.09%3.44%3.53%0.61%

Frequently Asked Questions


UTES and BCCL.NEO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTES is categorized as Utilities Equities, while BCCL.NEO is Derivative Income. They also come from different issuers: Virtus Investment Partners and Global X.

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