21BC.DE vs. SOLX.TO
21BC.DE (21Shares Bitcoin Core ETP) and SOLX.TO (CI Galaxy Solana ETF) are both Cryptocurrency funds. A 0.53 correlation means they provide meaningful diversification when combined. 21BC.DE charges 0.10%/yr vs 1.00%/yr for SOLX.TO.
Performance
21BC.DE vs. SOLX.TO - Performance Comparison
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Different Trading Currencies
21BC.DE is traded in EUR, while SOLX.TO is traded in CAD. To make them comparable, the SOLX.TO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 21BC.DE achieves a -26.52% return, which is significantly higher than SOLX.TO's -46.27% return.
21BC.DE
- 1D
- -3.72%
- 1M
- -21.15%
- YTD
- -26.52%
- 6M
- -30.93%
- 1Y
- -40.57%
- 3Y*
- 30.47%
- 5Y*
- —
- 10Y*
- —
SOLX.TO
- 1D
- -10.71%
- 1M
- -20.75%
- YTD
- -46.27%
- 6M
- -52.57%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
21BC.DE vs. SOLX.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
21BC.DE 21Shares Bitcoin Core ETP | -26.52% | -21.41% |
SOLX.TO CI Galaxy Solana ETF | -46.27% | -40.58% |
Correlation
The correlation between 21BC.DE and SOLX.TO is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 3, 2025 | 0.53 |
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Return for Risk
21BC.DE vs. SOLX.TO — Risk / Return Rank
21BC.DE
SOLX.TO
21BC.DE vs. SOLX.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 21Shares Bitcoin Core ETP (21BC.DE) and CI Galaxy Solana ETF (SOLX.TO). 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.
| 21BC.DE | SOLX.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.84 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | — | — |
| Martin ratioReturn relative to average drawdown | -1.44 | — | — |
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
| 21BC.DE | SOLX.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | -1.06 | +1.57 |
Drawdowns
21BC.DE vs. SOLX.TO - Drawdown Comparison
The maximum 21BC.DE drawdown since its inception was -49.40%, smaller than the maximum SOLX.TO drawdown of -73.35%. Use the drawdown chart below to compare losses from any high point for 21BC.DE and SOLX.TO.
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Drawdown Indicators
| 21BC.DE | SOLX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.40% | -73.35% | +23.95% |
Max Drawdown (1Y)Largest decline over 1 year | -49.40% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -49.40% | — | — |
Current DrawdownCurrent decline from peak | -48.60% | -73.35% | +24.75% |
Average DrawdownAverage peak-to-trough decline | -14.08% | -47.60% | +33.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.16% | — | — |
Volatility
21BC.DE vs. SOLX.TO - Volatility Comparison
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Volatility by Period
| 21BC.DE | SOLX.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.82% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 31.06% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 39.61% | 74.06% | -34.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.63% | 74.06% | -27.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.63% | 74.06% | -27.43% |
21BC.DE vs. SOLX.TO - Expense Ratio Comparison
21BC.DE has a 0.10% expense ratio, which is lower than SOLX.TO's 1.00% expense ratio.
Dividends
21BC.DE vs. SOLX.TO - Dividend Comparison
Neither 21BC.DE nor SOLX.TO has paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
21BC.DE 21Shares Bitcoin Core ETP | 0.00% | 0.00% |
SOLX.TO CI Galaxy Solana ETF | 0.90% | 0.49% |
Frequently Asked Questions
21BC.DE and SOLX.TO have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 21BC.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
21BC.DE is cheaper with a 0.10% expense ratio, compared with 1.00% for SOLX.TO.
They also come from different issuers: 21Shares and CI. Their fees differ too: 0.10% for 21BC.DE and 1.00% for SOLX.TO.
Find the right allocation for 21BC.DE and SOLX.TO
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