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BCHS.L vs. CBUT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCHS.L vs. CBUT.DE - 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 iShares Blockchain Technology UCITS ETF USD (Acc) (CBUT.DE). 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 CBUT.DE is traded in EUR. To make them comparable, the CBUT.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with BCHS.L having a 26.66% return and CBUT.DE slightly lower at 25.50%.


BCHS.L

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

CBUT.DE

1D
-3.29%
1M
10.37%
YTD
25.50%
6M
10.14%
1Y
67.63%
3Y*
44.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCHS.L vs. CBUT.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF Acc
26.66%35.24%18.50%58.28%-9.56%
CBUT.DE
iShares Blockchain Technology UCITS ETF USD (Acc)
25.50%19.06%7.53%228.71%-35.43%

Correlation

The correlation between BCHS.L and CBUT.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.90

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2022

0.89

The correlation between BCHS.L and CBUT.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

BCHS.L vs. CBUT.DE — 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

CBUT.DE
CBUT.DE Risk / Return Rank: 3131
Overall Rank
CBUT.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CBUT.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
CBUT.DE Omega Ratio Rank: 3131
Omega Ratio Rank
CBUT.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
CBUT.DE Martin Ratio Rank: 2323
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. CBUT.DE - 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 iShares Blockchain Technology UCITS ETF USD (Acc) (CBUT.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.


BCHS.LCBUT.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratioReturn relative to maximum drawdown

2.07

1.56

+0.52

Martin ratioReturn relative to average drawdown

4.20

2.92

+1.28

BCHS.L vs. CBUT.DE - Sharpe Ratio Comparison

The current BCHS.L Sharpe Ratio is 1.63, which is comparable to the CBUT.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BCHS.L and CBUT.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.


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Sharpe Ratios by Period


BCHS.LCBUT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.32

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.66

+0.05

Drawdowns

BCHS.L vs. CBUT.DE - Drawdown Comparison

The maximum BCHS.L drawdown since its inception was -55.89%, which is greater than CBUT.DE's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for BCHS.L and CBUT.DE.


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Drawdown Indicators


BCHS.LCBUT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.89%

-52.60%

-3.29%

Max Drawdown (1Y)

Largest decline over 1 year

-29.49%

-43.27%

+13.78%

Max Drawdown (3Y)

Largest decline over 3 years

-35.64%

-52.60%

+16.96%

Max Drawdown (5Y)

Largest decline over 5 years

-55.89%

Current Drawdown

Current decline from peak

-3.94%

-15.93%

+11.99%

Average Drawdown

Average peak-to-trough decline

-21.40%

-19.87%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.57%

23.10%

-8.53%

Volatility

BCHS.L vs. CBUT.DE - Volatility Comparison

The current volatility for Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L) is 10.49%, while iShares Blockchain Technology UCITS ETF USD (Acc) (CBUT.DE) has a volatility of 14.28%. This indicates that BCHS.L experiences smaller price fluctuations and is considered to be less risky than CBUT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCHS.LCBUT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.49%

14.28%

-3.79%

Volatility (6M)

Calculated over the trailing 6-month period

24.68%

35.60%

-10.92%

Volatility (1Y)

Calculated over the trailing 1-year period

37.46%

51.08%

-13.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.61%

60.16%

-24.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.37%

60.16%

-25.79%

BCHS.L vs. CBUT.DE - Expense Ratio Comparison

BCHS.L has a 0.65% expense ratio, which is higher than CBUT.DE's 0.50% expense ratio.


Dividends

BCHS.L vs. CBUT.DE - Dividend Comparison

Neither BCHS.L nor CBUT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, BCHS.L and CBUT.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CBUT.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUT.DE is cheaper with a 0.50% expense ratio, compared with 0.65% for BCHS.L.

BCHS.L tracks MSCI World/Information Tech NR USD, while CBUT.DE tracks NYSE FactSet Global Blockchain Technologies Capped. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.65% for BCHS.L and 0.50% for CBUT.DE.

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