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BKCG.L vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

BKCG.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Blockchain UCITS ETF USD Accumulating (BKCG.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BKCG.L is traded in GBP, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, BKCG.L achieves a 35.75% return, which is significantly higher than BTC-USD's -27.31% return.


BKCG.L

1D
-3.52%
1M
10.26%
YTD
35.75%
6M
10.16%
1Y
105.28%
3Y*
56.44%
5Y*
10Y*

BTC-USD

1D
-1.08%
1M
-20.99%
YTD
-27.31%
6M
-31.69%
1Y
-38.94%
3Y*
31.62%
5Y*
12.64%
10Y*
60.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKCG.L vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022
BKCG.L
Global X Blockchain UCITS ETF USD Accumulating
35.75%23.16%6.98%308.24%-77.39%
BTC-USD
Bitcoin
-27.31%-12.95%125.81%140.73%-49.90%

Correlation

The correlation between BKCG.L and BTC-USD is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2022

0.37

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Return for Risk

BKCG.L vs. BTC-USD — Risk / Return Rank

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

BKCG.L
BKCG.L Risk / Return Rank: 3838
Overall Rank
BKCG.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BKCG.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
BKCG.L Omega Ratio Rank: 3939
Omega Ratio Rank
BKCG.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
BKCG.L Martin Ratio Rank: 2626
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2121
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.

BKCG.L vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Blockchain UCITS ETF USD Accumulating (BKCG.L) and Bitcoin (BTC-USD). 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.


BKCG.LBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.50

Sortino ratioReturn per unit of downside risk

+3.36

Omega ratioGain probability vs. loss probability

1.25

0.86

+0.39

Calmar ratioReturn relative to maximum drawdown

1.94

-0.78

+2.72

Martin ratioReturn relative to average drawdown

3.51

-1.39

+4.90

BKCG.L vs. BTC-USD - Sharpe Ratio Comparison

The current BKCG.L Sharpe Ratio is 1.56, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of BKCG.L and BTC-USD, 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


BKCG.LBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

-0.93

+2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

1.14

-0.98

Drawdowns

BKCG.L vs. BTC-USD - Drawdown Comparison

The maximum BKCG.L drawdown since its inception was -82.56%, roughly equal to the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for BKCG.L and BTC-USD.


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Drawdown Indicators


BKCG.LBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-82.56%

-84.19%

+1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-54.08%

-49.84%

-4.24%

Max Drawdown (3Y)

Largest decline over 3 years

-57.72%

-49.84%

-7.88%

Max Drawdown (5Y)

Largest decline over 5 years

-73.24%

Max Drawdown (10Y)

Largest decline over 10 years

-82.15%

Current Drawdown

Current decline from peak

-25.72%

-48.98%

+23.26%

Average Drawdown

Average peak-to-trough decline

-43.37%

-40.26%

-3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.84%

33.59%

-3.75%

Volatility

BKCG.L vs. BTC-USD - Volatility Comparison

Global X Blockchain UCITS ETF USD Accumulating (BKCG.L) has a higher volatility of 19.30% compared to Bitcoin (BTC-USD) at 10.38%. This indicates that BKCG.L's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKCG.LBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.30%

10.38%

+8.92%

Volatility (6M)

Calculated over the trailing 6-month period

45.66%

33.67%

+11.99%

Volatility (1Y)

Calculated over the trailing 1-year period

67.15%

34.71%

+32.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.54%

44.81%

+29.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.54%

56.04%

+18.50%

Frequently Asked Questions


BKCG.L and BTC-USD have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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