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BITW vs. BLOK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITW vs. BLOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise 10 Crypto Index ETF (BITW) and Amplify Blockchain Technology ETF (BLOK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BITW achieves a -32.35% return, which is significantly lower than BLOK's 14.77% return.


BITW

1D
-3.24%
1M
-17.92%
YTD
-32.35%
6M
-32.63%
1Y
-35.22%
3Y*
52.08%
5Y*
1.78%
10Y*

BLOK

1D
-1.82%
1M
2.14%
YTD
14.77%
6M
9.76%
1Y
27.49%
3Y*
48.25%
5Y*
11.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITW vs. BLOK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BITW
Bitwise 10 Crypto Index ETF
-32.35%-2.63%160.69%331.10%-85.92%-36.83%403.25%
BLOK
Amplify Blockchain Technology ETF
14.77%32.64%53.12%99.62%-62.36%30.76%38.10%

Correlation

The correlation between BITW and BLOK is 0.74, 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

0.74

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

0.67

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

0.67

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2020

0.64

The correlation between BITW and BLOK has been stable across timeframes, ranging from 0.64 to 0.74 - a consistent structural relationship.

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Return for Risk

BITW vs. BLOK — Risk / Return Rank

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

BITW
BITW Risk / Return Rank: 44
Overall Rank
BITW Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BITW Sortino Ratio Rank: 44
Sortino Ratio Rank
BITW Omega Ratio Rank: 44
Omega Ratio Rank
BITW Calmar Ratio Rank: 44
Calmar Ratio Rank
BITW Martin Ratio Rank: 44
Martin Ratio Rank

BLOK
BLOK Risk / Return Rank: 2020
Overall Rank
BLOK Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BLOK Sortino Ratio Rank: 2222
Sortino Ratio Rank
BLOK Omega Ratio Rank: 2121
Omega Ratio Rank
BLOK Calmar Ratio Rank: 1818
Calmar Ratio Rank
BLOK Martin Ratio Rank: 1717
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.

BITW vs. BLOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise 10 Crypto Index ETF (BITW) and Amplify Blockchain Technology ETF (BLOK). 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.


BITWBLOKDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

0.90

1.14

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.64

0.77

-1.41

Martin ratioReturn relative to average drawdown

-1.08

1.67

-2.76

BITW vs. BLOK - Sharpe Ratio Comparison

The current BITW Sharpe Ratio is -0.71, which is lower than the BLOK Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of BITW and BLOK, 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

BITW vs. BLOK - Drawdown Comparison

The maximum BITW drawdown since its inception was -96.46%, which is greater than BLOK's maximum drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for BITW and BLOK.


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Drawdown Indicators


BITWBLOKDifference

Max Drawdown

Largest peak-to-trough decline

-96.46%

-73.33%

-23.13%

Max Drawdown (1Y)

Largest decline over 1 year

-55.51%

-35.64%

-19.87%

Max Drawdown (3Y)

Largest decline over 3 years

-55.51%

-35.64%

-19.87%

Max Drawdown (5Y)

Largest decline over 5 years

-91.93%

-73.33%

-18.60%

Current Drawdown

Current decline from peak

-71.40%

-11.27%

-60.13%

Average Drawdown

Average peak-to-trough decline

-69.56%

-25.99%

-43.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.56%

16.48%

+16.08%

Volatility

BITW vs. BLOK - Volatility Comparison

Bitwise 10 Crypto Index ETF (BITW) has a higher volatility of 14.10% compared to Amplify Blockchain Technology ETF (BLOK) at 12.42%. This indicates that BITW's price experiences larger fluctuations and is considered to be riskier than BLOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITWBLOKDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.10%

12.42%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

37.34%

29.64%

+7.70%

Volatility (1Y)

Calculated over the trailing 1-year period

49.87%

39.10%

+10.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.59%

42.53%

+23.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.35%

39.03%

+69.32%

BITW vs. BLOK - Expense Ratio Comparison

BITW has a 0.75% expense ratio, which is higher than BLOK's 0.70% expense ratio.


Dividends

BITW vs. BLOK - Dividend Comparison

BITW has not paid dividends to shareholders, while BLOK's dividend yield for the trailing twelve months is around 0.62%.


PositionTTM20252024202320222021202020192018
BITW
Bitwise 10 Crypto Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLOK
Amplify Blockchain Technology ETF
0.62%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%

Frequently Asked Questions


BITW and BLOK have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITW has higher volatility (14.10%) compared to BLOK (12.42%). In terms of maximum drawdown, BITW dropped -96.46% vs BLOK's -73.33%.

On 5-year performance, BLOK leads with 11.69% vs 1.78% for BITW. On fees, BLOK is cheaper at 0.70% per year. On volatility, BLOK has been the lower-risk option at 12.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BLOK has performed better with a 11.69% return vs 1.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BLOK is cheaper with a 0.70% expense ratio, compared with 0.75% for BITW.

BLOK has the higher dividend yield at 0.62%, compared with 0.00% for BITW.

BITW is categorized as Cryptocurrency, while BLOK is Blockchain. They also come from different issuers: Bitwise and Amplify. Their fees differ too: 0.75% for BITW and 0.70% for BLOK.

BLOK currently has the higher Sharpe Ratio (0.71 vs -0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BITW and BLOK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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