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BKCH vs. DAPP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BKCH and DAPP is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

BKCH vs. DAPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Blockchain ETF (BKCH) and VanEck Digital Transformation ETF (DAPP). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-51.78%
-45.56%
BKCH
DAPP

Key characteristics

Sharpe Ratio

BKCH:

-0.15

DAPP:

0.09

Sortino Ratio

BKCH:

0.33

DAPP:

0.69

Omega Ratio

BKCH:

1.04

DAPP:

1.08

Calmar Ratio

BKCH:

-0.14

DAPP:

0.09

Martin Ratio

BKCH:

-0.42

DAPP:

0.27

Ulcer Index

BKCH:

26.89%

DAPP:

25.50%

Daily Std Dev

BKCH:

76.63%

DAPP:

75.04%

Max Drawdown

BKCH:

-91.80%

DAPP:

-91.90%

Current Drawdown

BKCH:

-71.66%

DAPP:

-64.71%

Returns By Period

The year-to-date returns for both stocks are quite close, with BKCH having a -24.85% return and DAPP slightly lower at -25.96%.


BKCH

YTD

-24.85%

1M

3.52%

6M

-21.61%

1Y

-7.78%

5Y*

N/A

10Y*

N/A

DAPP

YTD

-25.96%

1M

4.21%

6M

-18.62%

1Y

11.84%

5Y*

N/A

10Y*

N/A

*Annualized

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BKCH vs. DAPP - Expense Ratio Comparison

Both BKCH and DAPP have an expense ratio of 0.50%.


Expense ratio chart for BKCH: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BKCH: 0.50%
Expense ratio chart for DAPP: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DAPP: 0.50%

Risk-Adjusted Performance

BKCH vs. DAPP — Risk-Adjusted Performance Rank

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

BKCH
The Risk-Adjusted Performance Rank of BKCH is 1818
Overall Rank
The Sharpe Ratio Rank of BKCH is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of BKCH is 2929
Sortino Ratio Rank
The Omega Ratio Rank of BKCH is 2525
Omega Ratio Rank
The Calmar Ratio Rank of BKCH is 1111
Calmar Ratio Rank
The Martin Ratio Rank of BKCH is 1212
Martin Ratio Rank

DAPP
The Risk-Adjusted Performance Rank of DAPP is 3333
Overall Rank
The Sharpe Ratio Rank of DAPP is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of DAPP is 4949
Sortino Ratio Rank
The Omega Ratio Rank of DAPP is 4242
Omega Ratio Rank
The Calmar Ratio Rank of DAPP is 2727
Calmar Ratio Rank
The Martin Ratio Rank of DAPP is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BKCH vs. DAPP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Blockchain ETF (BKCH) and VanEck Digital Transformation ETF (DAPP). 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.


The chart of Sharpe ratio for BKCH, currently valued at -0.15, compared to the broader market-1.000.001.002.003.004.00
BKCH: -0.15
DAPP: 0.09
The chart of Sortino ratio for BKCH, currently valued at 0.33, compared to the broader market-2.000.002.004.006.008.00
BKCH: 0.33
DAPP: 0.69
The chart of Omega ratio for BKCH, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
BKCH: 1.04
DAPP: 1.08
The chart of Calmar ratio for BKCH, currently valued at -0.14, compared to the broader market0.002.004.006.008.0010.0012.00
BKCH: -0.14
DAPP: 0.09
The chart of Martin ratio for BKCH, currently valued at -0.42, compared to the broader market0.0020.0040.0060.00
BKCH: -0.42
DAPP: 0.27

The current BKCH Sharpe Ratio is -0.15, which is lower than the DAPP Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of BKCH and DAPP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
-0.15
0.09
BKCH
DAPP

Dividends

BKCH vs. DAPP - Dividend Comparison

BKCH's dividend yield for the trailing twelve months is around 10.13%, more than DAPP's 5.46% yield.


TTM2024202320222021
BKCH
Global X Blockchain ETF
10.13%7.61%2.33%1.30%4.28%
DAPP
VanEck Digital Transformation ETF
5.46%4.04%0.00%0.00%10.13%

Drawdowns

BKCH vs. DAPP - Drawdown Comparison

The maximum BKCH drawdown since its inception was -91.80%, roughly equal to the maximum DAPP drawdown of -91.90%. Use the drawdown chart below to compare losses from any high point for BKCH and DAPP. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-71.66%
-64.71%
BKCH
DAPP

Volatility

BKCH vs. DAPP - Volatility Comparison

Global X Blockchain ETF (BKCH) and VanEck Digital Transformation ETF (DAPP) have volatilities of 26.50% and 27.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
26.50%
27.60%
BKCH
DAPP