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

Performance

BCHS.L vs. SHLD.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 iShares Digital Security UCITS ETF USD (Dist) (SHLD.L). 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 SHLD.L is traded in USD. To make them comparable, the SHLD.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 9.30% return, which is significantly lower than SHLD.L's 16.73% return.


BCHS.L

1D
-4.13%
1M
-15.94%
6M
-3.82%
YTD
9.30%
1Y
14.04%
3Y*
31.19%
5Y*
9.92%
10Y*

SHLD.L

1D
-0.37%
1M
2.12%
6M
16.00%
YTD
16.73%
1Y
21.48%
3Y*
17.87%
5Y*
9.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF Acc
9.30%35.24%18.50%58.28%-46.25%26.00%89.05%-12.06%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
16.73%3.57%18.59%27.22%-20.68%17.61%23.48%12.52%

Correlation

The correlation between BCHS.L and SHLD.L is 0.52, 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

0.52

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

0.54

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

0.60

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2019

0.60

The correlation between BCHS.L and SHLD.L has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.

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Return for Risk

BCHS.L vs. SHLD.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: 1616
Overall Rank
BCHS.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BCHS.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
BCHS.L Omega Ratio Rank: 1717
Omega Ratio Rank
BCHS.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
BCHS.L Martin Ratio Rank: 1515
Martin Ratio Rank

SHLD.L
SHLD.L Risk / Return Rank: 3939
Overall Rank
SHLD.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SHLD.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
SHLD.L Omega Ratio Rank: 3535
Omega Ratio Rank
SHLD.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
SHLD.L Martin Ratio Rank: 3636
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. SHLD.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 iShares Digital Security UCITS ETF USD (Dist) (SHLD.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.LSHLD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.09

1.18

-0.10

Calmar ratioReturn relative to maximum drawdown

0.47

1.69

-1.22

Martin ratioReturn relative to average drawdown

0.94

3.64

-2.70

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

The current BCHS.L Sharpe Ratio is 0.36, which is lower than the SHLD.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of BCHS.L and SHLD.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.


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Drawdowns

BCHS.L vs. SHLD.L - Drawdown Comparison

The maximum BCHS.L drawdown since its inception was -55.89%, which is greater than SHLD.L's maximum drawdown of -27.24%. Use the drawdown chart below to compare losses from any high point for BCHS.L and SHLD.L.


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Drawdown Indicators


BCHS.LSHLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.89%

-27.24%

-28.65%

Max Drawdown (1Y)

Largest decline over 1 year

-29.49%

-12.66%

-16.83%

Max Drawdown (3Y)

Largest decline over 3 years

-35.64%

-24.26%

-11.38%

Max Drawdown (5Y)

Largest decline over 5 years

-55.89%

-27.24%

-28.65%

Current Drawdown

Current decline from peak

-18.21%

-5.27%

-12.94%

Average Drawdown

Average peak-to-trough decline

-22.88%

-7.84%

-15.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.98%

5.90%

+9.08%

Volatility

BCHS.L vs. SHLD.L - Volatility Comparison

Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L) has a higher volatility of 10.03% compared to iShares Digital Security UCITS ETF USD (Dist) (SHLD.L) at 7.09%. This indicates that BCHS.L's price experiences larger fluctuations and is considered to be riskier than SHLD.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.LSHLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.03%

7.09%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

26.83%

17.91%

+8.92%

Volatility (1Y)

Calculated over the trailing 1-year period

39.02%

21.43%

+17.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.45%

20.33%

+18.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.50%

20.35%

+16.15%

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

BCHS.L has a 0.65% expense ratio, which is higher than SHLD.L's 0.40% expense ratio.


Dividends

BCHS.L vs. SHLD.L - Dividend Comparison

BCHS.L has not paid dividends to shareholders, while SHLD.L's dividend yield for the trailing twelve months is around 0.35%.


PositionTTM2025202420232022202120202019
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
0.35%0.39%0.48%0.43%0.63%0.66%0.84%1.00%

Frequently Asked Questions


BCHS.L and SHLD.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHLD.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHLD.L is cheaper with a 0.40% expense ratio, compared with 0.65% for BCHS.L.

BCHS.L tracks MSCI World/Information Tech NR USD, while SHLD.L tracks STOXX Global Digital Security Open Net Index in USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.65% for BCHS.L and 0.40% for SHLD.L.

Portfolio Optimizer

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