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ETC Group Physical Bitcoin (BTCE.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINDE000A27Z304
IssuerETC Issuance
Inception DateJun 8, 2020
CategoryBlockchain
Index TrackedNo Index (Active)
Home Pageetc-group.com
Asset ClassCryptocurrency

Expense Ratio

BTCE.DE has a high expense ratio of 2.00%, indicating higher-than-average management fees.


Expense ratio chart for BTCE.DE: current value at 2.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.00%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ETC Group Physical Bitcoin

Popular comparisons: BTCE.DE vs. BTC-USD, BTCE.DE vs. ETHE.SW, BTCE.DE vs. BTCW, BTCE.DE vs. AIQ, BTCE.DE vs. SHY, BTCE.DE vs. GBTC, BTCE.DE vs. SGOL, BTCE.DE vs. IWDA.AS, BTCE.DE vs. MARA, BTCE.DE vs. BITO

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in ETC Group Physical Bitcoin, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
587.84%
75.83%
BTCE.DE (ETC Group Physical Bitcoin)
Benchmark (^GSPC)

S&P 500

Returns By Period

ETC Group Physical Bitcoin had a return of 60.93% year-to-date (YTD) and 152.67% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date60.93%11.21%
1 month3.62%4.60%
6 months78.87%16.35%
1 year152.67%27.79%
5 years (annualized)N/A13.43%
10 years (annualized)N/A10.76%

Monthly Returns

The table below presents the monthly returns of BTCE.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.60%44.32%13.68%-13.78%60.93%
202337.97%3.43%18.85%-0.18%-4.20%8.81%-3.69%-6.09%1.50%27.90%5.80%12.43%146.52%
2022-19.26%7.77%14.39%-11.79%-20.62%-38.07%28.44%-15.08%1.72%1.11%-20.87%-5.75%-63.89%
202136.35%27.91%26.75%-6.12%-36.18%-4.63%13.60%21.89%-7.06%43.97%-5.54%-17.96%81.36%
2020-3.56%17.89%1.62%-6.55%25.77%40.38%38.87%164.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BTCE.DE is 92, placing it in the top 8% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BTCE.DE is 9292
BTCE.DE (ETC Group Physical Bitcoin)
The Sharpe Ratio Rank of BTCE.DE is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of BTCE.DE is 9393Sortino Ratio Rank
The Omega Ratio Rank of BTCE.DE is 9090Omega Ratio Rank
The Calmar Ratio Rank of BTCE.DE is 8282Calmar Ratio Rank
The Martin Ratio Rank of BTCE.DE is 9696Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BTCE.DE
Sharpe ratio
The chart of Sharpe ratio for BTCE.DE, currently valued at 3.04, compared to the broader market0.002.004.006.003.04
Sortino ratio
The chart of Sortino ratio for BTCE.DE, currently valued at 3.78, compared to the broader market0.005.0010.003.78
Omega ratio
The chart of Omega ratio for BTCE.DE, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.003.501.46
Calmar ratio
The chart of Calmar ratio for BTCE.DE, currently valued at 2.21, compared to the broader market0.005.0010.0015.002.21
Martin ratio
The chart of Martin ratio for BTCE.DE, currently valued at 17.53, compared to the broader market0.0020.0040.0060.0080.00100.0017.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market0.005.0010.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.003.501.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market0.0020.0040.0060.0080.00100.009.59

Sharpe Ratio

The current ETC Group Physical Bitcoin Sharpe ratio is 3.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ETC Group Physical Bitcoin with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00December2024FebruaryMarchAprilMay
3.04
2.56
BTCE.DE (ETC Group Physical Bitcoin)
Benchmark (^GSPC)

Dividends

Dividend History


ETC Group Physical Bitcoin doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-5.62%
-0.29%
BTCE.DE (ETC Group Physical Bitcoin)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ETC Group Physical Bitcoin. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ETC Group Physical Bitcoin was 74.62%, occurring on Dec 30, 2022. Recovery took 304 trading sessions.

The current ETC Group Physical Bitcoin drawdown is 5.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.62%Nov 11, 2021291Dec 30, 2022304Mar 11, 2024595
-52.66%Apr 14, 202169Jul 20, 202166Oct 20, 2021135
-25.32%Jan 11, 20211Jan 11, 202120Feb 8, 202121
-17.22%Aug 18, 202015Sep 7, 202032Oct 21, 202047
-16.91%Mar 12, 202435May 2, 2024

Volatility

Volatility Chart

The current ETC Group Physical Bitcoin volatility is 10.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
10.90%
2.61%
BTCE.DE (ETC Group Physical Bitcoin)
Benchmark (^GSPC)