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BITC.AS vs. SXRS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITC.AS vs. SXRS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CoinShares Physical Bitcoin (BTC) ETP (BITC.AS) and iShares Diversified Commodity Swap UCITS ETF (SXRS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BITC.AS achieves a -24.38% return, which is significantly lower than SXRS.DE's 25.80% return.


BITC.AS

1D
-0.93%
1M
-16.10%
YTD
-24.38%
6M
-27.88%
1Y
-39.29%
3Y*
30.77%
5Y*
10Y*

SXRS.DE

1D
0.73%
1M
-2.29%
YTD
25.80%
6M
26.23%
1Y
36.65%
3Y*
13.47%
5Y*
12.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITC.AS vs. SXRS.DE - Yearly Performance Comparison


2026 (YTD)202520242023
BITC.AS
CoinShares Physical Bitcoin (BTC) ETP
-24.38%-17.17%136.40%79.86%
SXRS.DE
iShares Diversified Commodity Swap UCITS ETF
25.80%4.72%10.95%-8.77%

Correlation

The correlation between BITC.AS and SXRS.DE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.01

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2023

0.02

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Return for Risk

BITC.AS vs. SXRS.DE — Risk / Return Rank

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

BITC.AS
BITC.AS Risk / Return Rank: 22
Overall Rank
BITC.AS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BITC.AS Sortino Ratio Rank: 22
Sortino Ratio Rank
BITC.AS Omega Ratio Rank: 22
Omega Ratio Rank
BITC.AS Calmar Ratio Rank: 22
Calmar Ratio Rank
BITC.AS Martin Ratio Rank: 22
Martin Ratio Rank

SXRS.DE
SXRS.DE Risk / Return Rank: 6060
Overall Rank
SXRS.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SXRS.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
SXRS.DE Omega Ratio Rank: 5757
Omega Ratio Rank
SXRS.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SXRS.DE Martin Ratio Rank: 5454
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.

BITC.AS vs. SXRS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CoinShares Physical Bitcoin (BTC) ETP (BITC.AS) and iShares Diversified Commodity Swap UCITS ETF (SXRS.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.


BITC.ASSXRS.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.94

Sortino ratioReturn per unit of downside risk

-3.90

Omega ratioGain probability vs. loss probability

0.84

1.36

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.79

4.17

-4.96

Martin ratioReturn relative to average drawdown

-1.39

9.35

-10.74

BITC.AS vs. SXRS.DE - Sharpe Ratio Comparison

The current BITC.AS Sharpe Ratio is -0.99, which is lower than the SXRS.DE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of BITC.AS and SXRS.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


BITC.ASSXRS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.99

1.95

-2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.55

+0.19

Drawdowns

BITC.AS vs. SXRS.DE - Drawdown Comparison

The maximum BITC.AS drawdown since its inception was -49.38%, which is greater than SXRS.DE's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for BITC.AS and SXRS.DE.


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Drawdown Indicators


BITC.ASSXRS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.38%

-27.64%

-21.74%

Max Drawdown (1Y)

Largest decline over 1 year

-49.38%

-8.75%

-40.63%

Max Drawdown (3Y)

Largest decline over 3 years

-49.38%

-16.03%

-33.35%

Max Drawdown (5Y)

Largest decline over 5 years

-27.56%

Current Drawdown

Current decline from peak

-46.68%

-3.48%

-43.20%

Average Drawdown

Average peak-to-trough decline

-13.05%

-13.12%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.15%

3.91%

+24.24%

Volatility

BITC.AS vs. SXRS.DE - Volatility Comparison

CoinShares Physical Bitcoin (BTC) ETP (BITC.AS) has a higher volatility of 9.34% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 6.19%. This indicates that BITC.AS's price experiences larger fluctuations and is considered to be riskier than SXRS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITC.ASSXRS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.34%

6.19%

+3.15%

Volatility (6M)

Calculated over the trailing 6-month period

29.82%

16.63%

+13.19%

Volatility (1Y)

Calculated over the trailing 1-year period

39.38%

18.69%

+20.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.62%

17.12%

+28.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.62%

15.85%

+29.77%

BITC.AS vs. SXRS.DE - Expense Ratio Comparison

BITC.AS has a 0.25% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BITC.AS vs. SXRS.DE - Dividend Comparison

Neither BITC.AS nor SXRS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BITC.AS and SXRS.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRS.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRS.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for BITC.AS.

BITC.AS is categorized as Cryptocurrency, while SXRS.DE is Commodities. They also come from different issuers: CoinShares and iShares. Their fees differ too: 0.25% for BITC.AS and 0.19% for SXRS.DE.

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