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BCHS.L vs. DAGB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCHS.L vs. DAGB.L - 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 VanEck Digital Assets Equity UCITS ETF A USD Acc (DAGB.L). The values are adjusted to include any dividend payments, if applicable.

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BCHS.L vs. DAGB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF Acc
-5.58%35.24%18.50%58.28%-46.25%-2.16%
DAGB.L
VanEck Digital Assets Equity UCITS ETF A USD Acc
-9.88%2.77%31.18%325.83%-85.21%-24.14%
Different Trading Currencies

BCHS.L is traded in GBp, while DAGB.L is traded in GBP. To make them comparable, the DAGB.L 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 -5.58% return, which is significantly higher than DAGB.L's -9.88% return.


BCHS.L

1D
3.93%
1M
-5.98%
YTD
-5.58%
6M
-13.64%
1Y
51.78%
3Y*
29.05%
5Y*
2.80%
10Y*

DAGB.L

1D
2.99%
1M
-9.44%
YTD
-9.88%
6M
-32.68%
1Y
53.86%
3Y*
44.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCHS.L vs. DAGB.L - Expense Ratio Comparison

Both BCHS.L and DAGB.L have an expense ratio of 0.65%.


Return for Risk

BCHS.L vs. DAGB.L — 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: 5959
Overall Rank
BCHS.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BCHS.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
BCHS.L Omega Ratio Rank: 5656
Omega Ratio Rank
BCHS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
BCHS.L Martin Ratio Rank: 3737
Martin Ratio Rank

DAGB.L
DAGB.L Risk / Return Rank: 4141
Overall Rank
DAGB.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
DAGB.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
DAGB.L Omega Ratio Rank: 4242
Omega Ratio Rank
DAGB.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
DAGB.L Martin Ratio Rank: 2525
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. DAGB.L - 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 VanEck Digital Assets Equity UCITS ETF A USD Acc (DAGB.L). 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.LDAGB.LDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.87

+0.38

Sortino ratio

Return per unit of downside risk

1.80

1.47

+0.33

Omega ratio

Gain probability vs. loss probability

1.22

1.17

+0.05

Calmar ratio

Return relative to maximum drawdown

1.67

1.02

+0.65

Martin ratio

Return relative to average drawdown

3.60

2.05

+1.55

BCHS.L vs. DAGB.L - Sharpe Ratio Comparison

The current BCHS.L Sharpe Ratio is 1.26, which is higher than the DAGB.L Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of BCHS.L and DAGB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BCHS.LDAGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.87

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

-0.15

+0.72

Correlation

The correlation between BCHS.L and DAGB.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BCHS.L vs. DAGB.L - Dividend Comparison

Neither BCHS.L nor DAGB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BCHS.L vs. DAGB.L - Drawdown Comparison

The maximum BCHS.L drawdown since its inception was -55.89%, smaller than the maximum DAGB.L drawdown of -91.23%. Use the drawdown chart below to compare losses from any high point for BCHS.L and DAGB.L.


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Drawdown Indicators


BCHS.LDAGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.89%

-91.23%

+35.34%

Max Drawdown (1Y)

Largest decline over 1 year

-29.49%

-45.63%

+16.14%

Max Drawdown (5Y)

Largest decline over 5 years

-55.89%

Current Drawdown

Current decline from peak

-26.72%

-53.64%

+26.92%

Average Drawdown

Average peak-to-trough decline

-21.65%

-58.23%

+36.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.67%

22.82%

-9.15%

Volatility

BCHS.L vs. DAGB.L - Volatility Comparison

The current volatility for Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L) is 11.20%, while VanEck Digital Assets Equity UCITS ETF A USD Acc (DAGB.L) has a volatility of 14.91%. This indicates that BCHS.L experiences smaller price fluctuations and is considered to be less risky than DAGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCHS.LDAGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.20%

14.91%

-3.71%

Volatility (6M)

Calculated over the trailing 6-month period

29.70%

46.14%

-16.44%

Volatility (1Y)

Calculated over the trailing 1-year period

40.98%

61.33%

-20.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.66%

72.25%

-36.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.34%

72.25%

-37.91%