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

Performance

YAVG.NEO vs. BCCL.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) 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, YAVG.NEO achieves a 42.78% return, which is significantly higher than BCCL.NEO's -29.88% return.


YAVG.NEO

1D
-10.74%
1M
0.69%
YTD
42.78%
6M
30.18%
1Y
105.48%
3Y*
5Y*
10Y*

BCCL.NEO

1D
-3.23%
1M
-23.26%
YTD
-29.88%
6M
-34.64%
1Y
-41.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YAVG.NEO vs. BCCL.NEO - Yearly Performance Comparison


2026 (YTD)2025
YAVG.NEO
Broadcom (AVGO) Yield Shares Purpose ETF
42.78%96.66%
BCCL.NEO
Global X Enhanced Bitcoin Covered Call ETF
-29.88%-6.58%

Correlation

The correlation between YAVG.NEO and BCCL.NEO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

Correlation (All Time)
Calculated using the full available price history since May 1, 2025

0.23

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Return for Risk

YAVG.NEO vs. BCCL.NEO — Risk / Return Rank

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

YAVG.NEO
YAVG.NEO Risk / Return Rank: 7070
Overall Rank
YAVG.NEO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
YAVG.NEO Sortino Ratio Rank: 6464
Sortino Ratio Rank
YAVG.NEO Omega Ratio Rank: 7171
Omega Ratio Rank
YAVG.NEO Calmar Ratio Rank: 8080
Calmar Ratio Rank
YAVG.NEO Martin Ratio Rank: 6767
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: 22
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.

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

This table presents a comparison of risk-adjusted performance metrics for Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) 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.


YAVG.NEOBCCL.NEODifference
Sharpe ratioReturn per unit of total volatility

+3.10

Sortino ratioReturn per unit of downside risk

+4.27

Omega ratioGain probability vs. loss probability

1.41

0.85

+0.56

Calmar ratioReturn relative to maximum drawdown

4.10

-0.79

+4.88

Martin ratioReturn relative to average drawdown

12.10

-1.37

+13.47

YAVG.NEO vs. BCCL.NEO - Sharpe Ratio Comparison

The current YAVG.NEO Sharpe Ratio is 2.16, which is higher than the BCCL.NEO Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of YAVG.NEO 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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Sharpe Ratios by Period


YAVG.NEOBCCL.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

-0.94

+3.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.67

-0.74

+2.40

Drawdowns

YAVG.NEO vs. BCCL.NEO - Drawdown Comparison

The maximum YAVG.NEO drawdown since its inception was -39.57%, smaller than the maximum BCCL.NEO drawdown of -52.47%. Use the drawdown chart below to compare losses from any high point for YAVG.NEO and BCCL.NEO.


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Drawdown Indicators


YAVG.NEOBCCL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-39.57%

-52.47%

+12.90%

Max Drawdown (1Y)

Largest decline over 1 year

-25.90%

-52.47%

+26.57%

Current Drawdown

Current decline from peak

-11.18%

-52.28%

+41.10%

Average Drawdown

Average peak-to-trough decline

-8.27%

-22.26%

+13.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.75%

29.98%

-21.23%

Volatility

YAVG.NEO vs. BCCL.NEO - Volatility Comparison

Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a higher volatility of 16.20% compared to Global X Enhanced Bitcoin Covered Call ETF (BCCL.NEO) at 11.08%. This indicates that YAVG.NEO's price experiences larger fluctuations and is considered to be riskier 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


YAVG.NEOBCCL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.20%

11.08%

+5.12%

Volatility (6M)

Calculated over the trailing 6-month period

39.35%

32.14%

+7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

49.06%

44.02%

+5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.26%

43.68%

+9.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.26%

43.68%

+9.58%

Dividends

YAVG.NEO vs. BCCL.NEO - Dividend Comparison

YAVG.NEO's dividend yield for the trailing twelve months is around 24.38%, less than BCCL.NEO's 42.02% yield.


Frequently Asked Questions


YAVG.NEO and BCCL.NEO have a correlation of 0.24, 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: Purpose Investments and Global X.

Portfolio Optimizer

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