PortfoliosLab logoPortfoliosLab logo
BKCH vs. FTEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKCH vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Blockchain ETF (BKCH) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BKCH vs. FTEC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BKCH
Global X Blockchain ETF
-12.59%27.14%18.81%267.06%-85.10%-1.24%
FTEC
Fidelity MSCI Information Technology Index ETF
-7.30%22.11%29.40%53.30%-29.59%12.25%

Returns By Period

In the year-to-date period, BKCH achieves a -12.59% return, which is significantly lower than FTEC's -7.30% return.


BKCH

1D
7.76%
1M
-10.37%
YTD
-12.59%
6M
-34.09%
1Y
72.37%
3Y*
41.04%
5Y*
10Y*

FTEC

1D
4.32%
1M
-3.83%
YTD
-7.30%
6M
-6.15%
1Y
29.59%
3Y*
22.94%
5Y*
14.76%
10Y*
21.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BKCH vs. FTEC - Expense Ratio Comparison

BKCH has a 0.50% expense ratio, which is higher than FTEC's 0.08% expense ratio.


Return for Risk

BKCH vs. FTEC — Risk / Return Rank

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

BKCH
BKCH Risk / Return Rank: 5353
Overall Rank
BKCH Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BKCH Sortino Ratio Rank: 7070
Sortino Ratio Rank
BKCH Omega Ratio Rank: 5555
Omega Ratio Rank
BKCH Calmar Ratio Rank: 5151
Calmar Ratio Rank
BKCH Martin Ratio Rank: 3131
Martin Ratio Rank

FTEC
FTEC Risk / Return Rank: 6868
Overall Rank
FTEC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 6969
Sortino Ratio Rank
FTEC Omega Ratio Rank: 6767
Omega Ratio Rank
FTEC Calmar Ratio Rank: 7474
Calmar Ratio Rank
FTEC Martin Ratio Rank: 6262
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.

BKCH vs. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Blockchain ETF (BKCH) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.


BKCHFTECDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.08

-0.07

Sortino ratio

Return per unit of downside risk

1.70

1.66

+0.04

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.20

1.81

-0.61

Martin ratio

Return relative to average drawdown

2.54

5.63

-3.09

BKCH vs. FTEC - Sharpe Ratio Comparison

The current BKCH Sharpe Ratio is 1.01, which is comparable to the FTEC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of BKCH and FTEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BKCHFTECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.08

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.85

-0.94

Correlation

The correlation between BKCH and FTEC is 0.61, 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.


Dividends

BKCH vs. FTEC - Dividend Comparison

BKCH's dividend yield for the trailing twelve months is around 2.29%, more than FTEC's 0.46% yield.


TTM20252024202320222021202020192018201720162015
BKCH
Global X Blockchain ETF
2.29%2.00%7.61%2.33%1.29%4.28%0.00%0.00%0.00%0.00%0.00%0.00%
FTEC
Fidelity MSCI Information Technology Index ETF
0.46%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%

Drawdowns

BKCH vs. FTEC - Drawdown Comparison

The maximum BKCH drawdown since its inception was -91.80%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for BKCH and FTEC.


Loading graphics...

Drawdown Indicators


BKCHFTECDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-34.95%

-56.85%

Max Drawdown (1Y)

Largest decline over 1 year

-56.28%

-16.26%

-40.02%

Max Drawdown (5Y)

Largest decline over 5 years

-34.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.95%

Current Drawdown

Current decline from peak

-58.09%

-12.65%

-45.44%

Average Drawdown

Average peak-to-trough decline

-62.90%

-5.61%

-57.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.57%

5.22%

+21.35%

Volatility

BKCH vs. FTEC - Volatility Comparison

Global X Blockchain ETF (BKCH) has a higher volatility of 22.60% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 7.97%. This indicates that BKCH's price experiences larger fluctuations and is considered to be riskier than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BKCHFTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.60%

7.97%

+14.63%

Volatility (6M)

Calculated over the trailing 6-month period

56.52%

16.35%

+40.17%

Volatility (1Y)

Calculated over the trailing 1-year period

72.37%

27.51%

+44.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.97%

25.12%

+50.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.97%

24.57%

+51.40%