PortfoliosLab logoPortfoliosLab logo
BCHS.L vs. NCLP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCHS.L vs. NCLP.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 WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BCHS.L achieves a 25.35% return, which is significantly higher than NCLP.L's 3.72% return.


BCHS.L

1D
5.50%
1M
1.69%
YTD
25.35%
6M
18.40%
1Y
56.79%
3Y*
41.92%
5Y*
12.48%
10Y*

NCLP.L

1D
0.00%
1M
-14.90%
YTD
3.72%
6M
2.78%
1Y
47.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between BCHS.L and NCLP.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2025

0.57

The correlation between BCHS.L and NCLP.L has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.

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

BCHS.L vs. NCLP.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: 3939
Overall Rank
BCHS.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BCHS.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
BCHS.L Omega Ratio Rank: 3838
Omega Ratio Rank
BCHS.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
BCHS.L Martin Ratio Rank: 2929
Martin Ratio Rank

NCLP.L
NCLP.L Risk / Return Rank: 2828
Overall Rank
NCLP.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NCLP.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
NCLP.L Omega Ratio Rank: 3535
Omega Ratio Rank
NCLP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
NCLP.L 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. NCLP.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 WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.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.

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.


BCHS.LNCLP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratioReturn relative to maximum drawdown

1.80

1.19

+0.60

Martin ratioReturn relative to average drawdown

3.63

2.55

+1.08

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

The current BCHS.L Sharpe Ratio is 1.37, which is higher than the NCLP.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of BCHS.L and NCLP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BCHS.L vs. NCLP.L - Drawdown Comparison

The maximum BCHS.L drawdown since its inception was -55.89%, which is greater than NCLP.L's maximum drawdown of -39.10%. Use the drawdown chart below to compare losses from any high point for BCHS.L and NCLP.L.


Loading charts...

Drawdown Indicators


BCHS.LNCLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.89%

-39.10%

-16.79%

Max Drawdown (1Y)

Largest decline over 1 year

-29.49%

-39.10%

+9.61%

Max Drawdown (3Y)

Largest decline over 3 years

-35.64%

Max Drawdown (5Y)

Largest decline over 5 years

-55.89%

Current Drawdown

Current decline from peak

-4.94%

-30.71%

+25.77%

Average Drawdown

Average peak-to-trough decline

-23.07%

-14.45%

-8.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.64%

18.27%

-3.63%

Volatility

BCHS.L vs. NCLP.L - Volatility Comparison

Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L) and WisdomTree Uranium and Nuclear Energy UCITS ETF USD Accumulating (NCLP.L) have volatilities of 12.78% and 12.92%, 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.


Loading charts...

Volatility by Period


BCHS.LNCLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.78%

12.92%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

26.27%

32.78%

-6.51%

Volatility (1Y)

Calculated over the trailing 1-year period

38.60%

63.64%

-25.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.27%

63.01%

-24.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.52%

63.01%

-26.49%

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

BCHS.L has a 0.65% expense ratio, which is higher than NCLP.L's 0.45% expense ratio.


Dividends

BCHS.L vs. NCLP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


BCHS.L and NCLP.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NCLP.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NCLP.L is cheaper with a 0.45% expense ratio, compared with 0.65% for BCHS.L.

BCHS.L is categorized as Technology Equities, while NCLP.L is Uranium. BCHS.L tracks MSCI World/Information Tech NR USD, while NCLP.L tracks WisdomTree Uranium and Nuclear Energy UCITS Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.65% for BCHS.L and 0.45% for NCLP.L.

Portfolio Optimizer

Find the right allocation for BCHS.L and NCLP.L

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