XBCI vs. BTCZ
Compare and contrast key facts about NEOS Boosted Bitcoin High Income ETF (XBCI) and T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ).
XBCI and BTCZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XBCI is an actively managed fund by Neos. It was launched on Feb 2, 2026. BTCZ is an actively managed fund by T-Rex. It was launched on Jul 9, 2024.
Performance
XBCI vs. BTCZ - Performance Comparison
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XBCI vs. BTCZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
XBCI NEOS Boosted Bitcoin High Income ETF | -11.88% |
BTCZ T-Rex 2X Inverse Bitcoin Daily Target ETF | 3.83% |
Returns By Period
XBCI
- 1D
- 0.57%
- 1M
- -0.61%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTCZ
- 1D
- -0.91%
- 1M
- -1.54%
- YTD
- 28.74%
- 6M
- 102.65%
- 1Y
- -11.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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XBCI vs. BTCZ - Expense Ratio Comparison
XBCI has a 0.98% expense ratio, which is higher than BTCZ's 0.95% expense ratio.
Return for Risk
XBCI vs. BTCZ — Risk / Return Rank
XBCI
BTCZ
XBCI vs. BTCZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEOS Boosted Bitcoin High Income ETF (XBCI) and T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| XBCI | BTCZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.13 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | -0.60 | -0.05 |
Correlation
The correlation between XBCI and BTCZ is -0.98. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
XBCI vs. BTCZ - Dividend Comparison
XBCI's dividend yield for the trailing twelve months is around 7.25%, more than BTCZ's 0.01% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
XBCI NEOS Boosted Bitcoin High Income ETF | 7.25% | 0.00% | 0.00% |
BTCZ T-Rex 2X Inverse Bitcoin Daily Target ETF | 0.01% | 0.02% | 0.08% |
Drawdowns
XBCI vs. BTCZ - Drawdown Comparison
The maximum XBCI drawdown since its inception was -19.49%, smaller than the maximum BTCZ drawdown of -91.06%. Use the drawdown chart below to compare losses from any high point for XBCI and BTCZ.
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Drawdown Indicators
| XBCI | BTCZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.49% | -91.06% | +71.57% |
Max Drawdown (1Y)Largest decline over 1 year | — | -68.27% | — |
Current DrawdownCurrent decline from peak | -11.88% | -79.24% | +67.36% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -72.75% | +61.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 48.60% | — |
Volatility
XBCI vs. BTCZ - Volatility Comparison
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Volatility by Period
| XBCI | BTCZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 26.38% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 73.37% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 86.31% | 90.72% | -4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.31% | 99.57% | -13.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.31% | 99.57% | -13.26% |