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BKCG.L vs. KROG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKCG.L vs. KROG.L - 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 Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BKCG.L achieves a 35.75% return, which is significantly higher than KROG.L's 15.55% return.


BKCG.L

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

KROG.L

1D
0.42%
1M
0.42%
YTD
15.55%
6M
13.48%
1Y
12.57%
3Y*
-1.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKCG.L vs. KROG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
BKCG.L
Global X Blockchain UCITS ETF USD Accumulating
35.75%23.16%6.98%308.24%-79.88%
KROG.L
Global X AgTech and Food Innovation UCITS ETF USD Accumulating
15.55%0.36%-6.89%-26.89%-14.07%

Correlation

The correlation between BKCG.L and KROG.L is 0.08, 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

0.08

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

0.21

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.33

Over the past year, the correlation between BKCG.L and KROG.L has dropped to 0.08 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

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Return for Risk

BKCG.L vs. KROG.L — 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

KROG.L
KROG.L Risk / Return Rank: 2525
Overall Rank
KROG.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
KROG.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
KROG.L Omega Ratio Rank: 2323
Omega Ratio Rank
KROG.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
KROG.L Martin Ratio Rank: 2424
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. KROG.L - 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 Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.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.


BKCG.LKROG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.25

1.15

+0.10

Calmar ratioReturn relative to maximum drawdown

1.94

1.52

+0.41

Martin ratioReturn relative to average drawdown

3.51

3.05

+0.47

BKCG.L vs. KROG.L - Sharpe Ratio Comparison

The current BKCG.L Sharpe Ratio is 1.56, which is higher than the KROG.L Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of BKCG.L and KROG.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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Sharpe Ratios by Period


BKCG.LKROG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.80

+0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

-0.45

+0.61

Drawdowns

BKCG.L vs. KROG.L - Drawdown Comparison

The maximum BKCG.L drawdown since its inception was -82.56%, which is greater than KROG.L's maximum drawdown of -51.38%. Use the drawdown chart below to compare losses from any high point for BKCG.L and KROG.L.


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Drawdown Indicators


BKCG.LKROG.LDifference

Max Drawdown

Largest peak-to-trough decline

-82.56%

-51.38%

-31.18%

Max Drawdown (1Y)

Largest decline over 1 year

-54.08%

-8.21%

-45.87%

Max Drawdown (3Y)

Largest decline over 3 years

-57.72%

-28.00%

-29.72%

Current Drawdown

Current decline from peak

-25.72%

-38.55%

+12.83%

Average Drawdown

Average peak-to-trough decline

-43.37%

-34.39%

-8.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.84%

4.12%

+25.72%

Volatility

BKCG.L vs. KROG.L - Volatility Comparison

Global X Blockchain UCITS ETF USD Accumulating (BKCG.L) has a higher volatility of 19.30% compared to Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L) at 5.64%. This indicates that BKCG.L's price experiences larger fluctuations and is considered to be riskier than KROG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKCG.LKROG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.30%

5.64%

+13.66%

Volatility (6M)

Calculated over the trailing 6-month period

45.66%

12.21%

+33.45%

Volatility (1Y)

Calculated over the trailing 1-year period

67.15%

15.69%

+51.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.54%

19.47%

+55.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.54%

19.47%

+55.07%

BKCG.L vs. KROG.L - Expense Ratio Comparison

Both BKCG.L and KROG.L have an expense ratio of 0.50%.


Dividends

BKCG.L vs. KROG.L - Dividend Comparison

Neither BKCG.L nor KROG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BKCG.L and KROG.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BKCG.L and KROG.L have the same expense ratio: 0.50% per year.

Both ETFs track MSCI World/Information Tech NR USD.

Portfolio Optimizer

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