BCH-USD vs. LSMC.DE

Last updated Jun 13, 2026

BCH-USD (Bitcoin Cash) is a cryptocurrency, while LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) is Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Over the past 3 years, BCH-USD returned 24.32%/yr vs 62.59%/yr for LSMC.DE. At a 0.15 correlation, their price movements are largely independent.

Performance

BCH-USD vs. LSMC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin Cash (BCH-USD) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

BCH-USD is traded in USD, while LSMC.DE is traded in EUR. To make them comparable, the LSMC.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 LSMC.DE's 59.97% 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*: —

LSMC.DE

• 1D: 4.03%
• 1M: 5.70%
• YTD: 59.97%
• 6M: 65.80%
• 1Y: 120.76%
• 3Y*: 62.59%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BCH-USD vs. LSMC.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BCH-USD Bitcoin Cash	-66.18%	38.15%	66.88%	167.70%	-77.45%	-9.35%
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF	59.97%	49.69%	56.99%	80.04%	-38.27%	-1.04%

Correlation

The correlation between BCH-USD and LSMC.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021	0.15

Return for Risk

BCH-USD vs. LSMC.DE — Risk / Return Rank

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

BCH-USD

BCH-USD Risk / Return Rank: 40
BCH-USD Sharpe Ratio Rank: 44
BCH-USD Sortino Ratio Rank: 51
BCH-USD Omega Ratio Rank: 49
BCH-USD Calmar Ratio Rank: 57
BCH-USD Martin Ratio Rank: 1

LSMC.DE

LSMC.DE Risk / Return Rank: 95
LSMC.DE Sharpe Ratio Rank: 96
LSMC.DE Sortino Ratio Rank: 93
LSMC.DE Omega Ratio Rank: 92
LSMC.DE Calmar Ratio Rank: 97
LSMC.DE Martin Ratio Rank: 96

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.

BCH-USD vs. LSMC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Cash (BCH-USD) and Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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	LSMC.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.75	3.79	-4.54
Sortino ratio: Return per unit of downside risk	-0.99	4.14	-5.14
Omega ratio: Gain probability vs. loss probability	0.90	1.53	-0.63
Calmar ratio: Return relative to maximum drawdown	-0.74	8.21	-8.95
Martin ratio: Return relative to average drawdown	-2.25	28.02	-30.26

BCH-USD vs. LSMC.DE - Sharpe Ratio Comparison

The current BCH-USD Sharpe Ratio is -0.75, which is lower than the LSMC.DE Sharpe Ratio of 3.79. The chart below compares the historical Sharpe Ratios of BCH-USD and LSMC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BCH-USD vs. LSMC.DE - Drawdown Comparison

The maximum BCH-USD drawdown since its inception was -97.96%, which is greater than LSMC.DE's maximum drawdown of -47.95%. Use the drawdown chart below to compare losses from any high point for BCH-USD and LSMC.DE.

Drawdown Indicators

	BCH-USD	LSMC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-97.96%	-47.95%	-50.01%
Max Drawdown (1Y) Largest decline over 1 year	-70.31%	-14.63%	-55.68%
Max Drawdown (3Y) Largest decline over 3 years	-72.02%	-32.83%	-39.19%
Max Drawdown (5Y) Largest decline over 5 years	-88.64%	—	—
Current Drawdown Current decline from peak	-94.59%	-4.40%	-90.19%
Average Drawdown Average peak-to-trough decline	-86.07%	-12.82%	-73.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.17%	4.29%	+22.88%

Volatility

BCH-USD vs. LSMC.DE - Volatility Comparison

Bitcoin Cash (BCH-USD) has a higher volatility of 26.34% compared to Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) at 12.32%. This indicates that BCH-USD's price experiences larger fluctuations and is considered to be riskier than LSMC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCH-USD	LSMC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.34%	12.32%	+14.02%
Volatility (6M) Calculated over the trailing 6-month period	50.21%	24.51%	+25.70%
Volatility (1Y) Calculated over the trailing 1-year period	57.78%	31.71%	+26.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.17%	33.63%	+36.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	97.90%	33.63%	+64.27%

Frequently Asked Questions

Can I hold both BCH-USD and LSMC.DE in my portfolio?

BCH-USD and LSMC.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.