YAVG.NEO vs. BCCL.NEO
YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) and BCCL.NEO (Global X Enhanced Bitcoin Covered Call ETF) are both Derivative Income funds. Both are actively managed. Over the past year, YAVG.NEO returned 105.48% vs -41.11% for BCCL.NEO. At a 0.23 correlation, their price movements are largely independent.
Performance
YAVG.NEO vs. BCCL.NEO - Performance Comparison
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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*
- —
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
YAVG.NEO
BCCL.NEO
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.NEO | BCCL.NEO | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YAVG.NEO | BCCL.NEO | Difference | |
|---|---|---|---|
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.NEO | BCCL.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.18% | -52.28% | +41.10% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -22.26% | +13.99% |
Ulcer IndexDepth 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.NEO | BCCL.NEO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 |
|---|---|---|
BCCL.NEO Global X Enhanced Bitcoin Covered Call ETF | 42.02% | 16.02% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 24.38% | 8.90% |
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.
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