BCH-USD vs. CEMS.DE
BCH-USD (Bitcoin Cash) is a cryptocurrency, while CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) is Europe Equities fund tracking the MSCI Europe Enhanced Value. Over the past 5 years, BCH-USD returned -19.90%/yr vs 13.35%/yr for CEMS.DE. At a 0.12 correlation, their price movements are largely independent.
Performance
BCH-USD vs. CEMS.DE - Performance Comparison
Loading charts...
Different Trading Currencies
BCH-USD is traded in USD, while CEMS.DE is traded in EUR. To make them comparable, the CEMS.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BCH-USD achieves a -66.18% return, which is significantly lower than CEMS.DE's 12.61% return.
BCH-USD
- 1D
- -1.33%
- 1M
- -53.36%
- YTD
- -66.18%
- 6M
- -65.21%
- 1Y
- -52.28%
- 3Y*
- 24.32%
- 5Y*
- -19.90%
- 10Y*
- —
CEMS.DE
- 1D
- 2.38%
- 1M
- 2.12%
- YTD
- 12.61%
- 6M
- 15.40%
- 1Y
- 32.63%
- 3Y*
- 24.00%
- 5Y*
- 13.35%
- 10Y*
- 11.96%
BCH-USD vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCH-USD Bitcoin Cash | -66.18% | 38.15% | 66.88% | 167.70% | -77.45% | 25.69% | 68.04% | 37.94% | -93.76% | 325.79% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 12.61% | 53.53% | 3.64% | 17.48% | -9.77% | 16.65% | 0.08% | 20.74% | -18.09% | 7.61% |
Correlation
The correlation between BCH-USD and CEMS.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2017 | 0.12 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BCH-USD vs. CEMS.DE — Risk / Return Rank
BCH-USD
CEMS.DE
BCH-USD vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BCH-USD | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -3.81 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.36 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 2.74 | -3.49 |
| Martin ratioReturn relative to average drawdown | -2.25 | 9.80 | -12.04 |
Loading charts...
Drawdowns
BCH-USD vs. CEMS.DE - Drawdown Comparison
The maximum BCH-USD drawdown since its inception was -97.96%, which is greater than CEMS.DE's maximum drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for BCH-USD and CEMS.DE.
Loading charts...
Drawdown Indicators
| BCH-USD | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.96% | -46.41% | -51.55% |
Max Drawdown (1Y)Largest decline over 1 year | -70.31% | -11.84% | -58.47% |
Max Drawdown (3Y)Largest decline over 3 years | -72.02% | -17.52% | -54.50% |
Max Drawdown (5Y)Largest decline over 5 years | -88.64% | -31.19% | -57.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.41% | — |
Current DrawdownCurrent decline from peak | -94.59% | -1.31% | -93.28% |
Average DrawdownAverage peak-to-trough decline | -86.07% | -9.92% | -76.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.17% | 3.32% | +23.85% |
Volatility
BCH-USD vs. CEMS.DE - Volatility Comparison
Bitcoin Cash (BCH-USD) has a higher volatility of 26.34% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) at 5.54%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than CEMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BCH-USD | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.34% | 5.54% | +20.80% |
Volatility (6M)Calculated over the trailing 6-month period | 50.21% | 13.14% | +37.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.78% | 16.07% | +41.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.17% | 18.48% | +51.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.90% | 19.58% | +78.32% |
Frequently Asked Questions
BCH-USD and CEMS.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for BCH-USD and CEMS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer