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BCHS.L vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

BCHS.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BCHS.L is traded in GBp, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BCHS.L achieves a 26.66% return, which is significantly higher than BTC-USD's -27.31% return.


BCHS.L

1D
-1.63%
1M
10.46%
YTD
26.66%
6M
16.86%
1Y
61.41%
3Y*
42.48%
5Y*
12.62%
10Y*

BTC-USD

1D
-1.08%
1M
-20.99%
YTD
-27.31%
6M
-31.69%
1Y
-38.94%
3Y*
31.62%
5Y*
12.64%
10Y*
60.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCHS.L vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF Acc
26.66%35.24%18.50%58.28%-46.25%26.00%89.05%13.21%
BTC-USD
Bitcoin
-27.31%-12.95%125.81%140.73%-59.81%60.91%292.68%83.02%

Correlation

The correlation between BCHS.L and BTC-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2019

0.32

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Return for Risk

BCHS.L vs. BTC-USD — Risk / Return Rank

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

BCHS.L
BCHS.L Risk / Return Rank: 4141
Overall Rank
BCHS.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BCHS.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
BCHS.L Omega Ratio Rank: 4141
Omega Ratio Rank
BCHS.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
BCHS.L Martin Ratio Rank: 3030
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2121
Martin Ratio Rank
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.

BCHS.L vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L) and Bitcoin (BTC-USD). 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.


BCHS.LBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.56

Sortino ratioReturn per unit of downside risk

+3.47

Omega ratioGain probability vs. loss probability

1.26

0.86

+0.40

Calmar ratioReturn relative to maximum drawdown

2.07

-0.78

+2.85

Martin ratioReturn relative to average drawdown

4.20

-1.39

+5.59

BCHS.L vs. BTC-USD - Sharpe Ratio Comparison

The current BCHS.L Sharpe Ratio is 1.63, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of BCHS.L and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BCHS.LBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

-0.93

+2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.23

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.14

-0.43

Drawdowns

BCHS.L vs. BTC-USD - Drawdown Comparison

The maximum BCHS.L drawdown since its inception was -55.89%, smaller than the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for BCHS.L and BTC-USD.


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Drawdown Indicators


BCHS.LBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-55.89%

-84.19%

+28.30%

Max Drawdown (1Y)

Largest decline over 1 year

-29.49%

-49.84%

+20.35%

Max Drawdown (3Y)

Largest decline over 3 years

-35.64%

-49.84%

+14.20%

Max Drawdown (5Y)

Largest decline over 5 years

-55.89%

-73.24%

+17.35%

Max Drawdown (10Y)

Largest decline over 10 years

-82.15%

Current Drawdown

Current decline from peak

-3.94%

-48.98%

+45.04%

Average Drawdown

Average peak-to-trough decline

-21.40%

-40.26%

+18.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.57%

33.59%

-19.02%

Volatility

BCHS.L vs. BTC-USD - Volatility Comparison

Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L) and Bitcoin (BTC-USD) have volatilities of 10.49% and 10.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCHS.LBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.49%

10.38%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

24.68%

33.67%

-8.99%

Volatility (1Y)

Calculated over the trailing 1-year period

37.46%

34.71%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.61%

44.81%

-9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.37%

56.04%

-21.67%

Frequently Asked Questions


BCHS.L and BTC-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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