BKCG.L vs. PIGI.L
BKCG.L (Global X Blockchain UCITS ETF USD Accumulating) and PIGI.L (HANetf Digital Infrastructure and Connectivity UCITS ETF) are both Technology Equities funds tracking the MSCI World/Information Tech NR USD, from Global X and HANetf respectively. Both are passively managed. Over the past year, BKCG.L returned 105.28% vs 15.64% for PIGI.L. At a 0.36 correlation, their price movements are largely independent. BKCG.L charges 0.50%/yr vs 0.69%/yr for PIGI.L.
Performance
BKCG.L vs. PIGI.L - Performance Comparison
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Different Trading Currencies
BKCG.L is traded in GBP, while PIGI.L is traded in GBp. To make them comparable, the PIGI.L 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 PIGI.L's 6.14% return.
BKCG.L
- 1D
- -3.52%
- 1M
- 10.26%
- YTD
- 35.75%
- 6M
- 10.16%
- 1Y
- 105.28%
- 3Y*
- 56.44%
- 5Y*
- —
- 10Y*
- —
PIGI.L
- 1D
- -0.07%
- 1M
- 2.12%
- YTD
- 6.14%
- 6M
- 6.47%
- 1Y
- 15.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BKCG.L vs. PIGI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BKCG.L Global X Blockchain UCITS ETF USD Accumulating | 35.75% | 88.08% |
PIGI.L HANetf Digital Infrastructure and Connectivity UCITS ETF | 6.14% | 12.66% |
Correlation
The correlation between BKCG.L and PIGI.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.36 |
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Return for Risk
BKCG.L vs. PIGI.L — Risk / Return Rank
BKCG.L
PIGI.L
BKCG.L vs. PIGI.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 HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.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.L | PIGI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.38 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 2.59 | -0.65 |
| Martin ratioReturn relative to average drawdown | 3.51 | 8.80 | -5.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BKCG.L | PIGI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.91 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 2.09 | -1.93 |
Drawdowns
BKCG.L vs. PIGI.L - Drawdown Comparison
The maximum BKCG.L drawdown since its inception was -82.56%, which is greater than PIGI.L's maximum drawdown of -6.15%. Use the drawdown chart below to compare losses from any high point for BKCG.L and PIGI.L.
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Drawdown Indicators
| BKCG.L | PIGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.56% | -6.15% | -76.41% |
Max Drawdown (1Y)Largest decline over 1 year | -54.08% | -6.15% | -47.93% |
Max Drawdown (3Y)Largest decline over 3 years | -57.72% | — | — |
Current DrawdownCurrent decline from peak | -25.72% | -0.33% | -25.39% |
Average DrawdownAverage peak-to-trough decline | -43.37% | -1.17% | -42.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.84% | 1.81% | +28.03% |
Volatility
BKCG.L vs. PIGI.L - Volatility Comparison
Global X Blockchain UCITS ETF USD Accumulating (BKCG.L) has a higher volatility of 19.30% compared to HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L) at 1.33%. This indicates that BKCG.L's price experiences larger fluctuations and is considered to be riskier than PIGI.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.L | PIGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.30% | 1.33% | +17.97% |
Volatility (6M)Calculated over the trailing 6-month period | 45.66% | 6.15% | +39.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.15% | 8.36% | +58.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.54% | 8.46% | +66.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.54% | 8.46% | +66.08% |
BKCG.L vs. PIGI.L - Expense Ratio Comparison
BKCG.L has a 0.50% expense ratio, which is lower than PIGI.L's 0.69% expense ratio.
Dividends
BKCG.L vs. PIGI.L - Dividend Comparison
Neither BKCG.L nor PIGI.L has paid dividends to shareholders.
Frequently Asked Questions
BKCG.L and PIGI.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BKCG.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BKCG.L is cheaper with a 0.50% expense ratio, compared with 0.69% for PIGI.L.
Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: Global X and HANetf. Their fees differ too: 0.50% for BKCG.L and 0.69% for PIGI.L.
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