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BKCH vs. IDGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKCH vs. IDGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Blockchain ETF (BKCH) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BKCH achieves a 38.46% return, which is significantly lower than IDGT's 53.90% return.


BKCH

1D
-3.34%
1M
13.82%
YTD
38.46%
6M
15.41%
1Y
99.88%
3Y*
56.01%
5Y*
10Y*

IDGT

1D
-1.58%
1M
8.43%
YTD
53.90%
6M
49.82%
1Y
63.37%
3Y*
25.08%
5Y*
13.30%
10Y*
14.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKCH vs. IDGT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BKCH
Global X Blockchain ETF
38.46%27.14%18.81%267.06%-85.10%-1.24%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
53.90%6.79%26.71%-6.09%-17.90%17.55%

Correlation

The correlation between BKCH and IDGT is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2021

0.54

The correlation between BKCH and IDGT has been stable across timeframes, ranging from 0.50 to 0.54 - a consistent structural relationship.

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Return for Risk

BKCH vs. IDGT — Risk / Return Rank

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

BKCH
BKCH Risk / Return Rank: 3535
Overall Rank
BKCH Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BKCH Sortino Ratio Rank: 3939
Sortino Ratio Rank
BKCH Omega Ratio Rank: 3535
Omega Ratio Rank
BKCH Calmar Ratio Rank: 3636
Calmar Ratio Rank
BKCH Martin Ratio Rank: 2525
Martin Ratio Rank

IDGT
IDGT Risk / Return Rank: 8989
Overall Rank
IDGT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8686
Sortino Ratio Rank
IDGT Omega Ratio Rank: 8484
Omega Ratio Rank
IDGT Calmar Ratio Rank: 9494
Calmar Ratio Rank
IDGT Martin Ratio Rank: 9191
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. IDGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Blockchain ETF (BKCH) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.


BKCHIDGTDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.24

1.52

-0.28

Calmar ratioReturn relative to maximum drawdown

1.78

7.54

-5.76

Martin ratioReturn relative to average drawdown

3.31

22.58

-19.27

BKCH vs. IDGT - Sharpe Ratio Comparison

The current BKCH Sharpe Ratio is 1.44, which is lower than the IDGT Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of BKCH and IDGT, 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


BKCHIDGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

3.13

-1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.18

-0.15

Drawdowns

BKCH vs. IDGT - Drawdown Comparison

The maximum BKCH drawdown since its inception was -91.80%, which is greater than IDGT's maximum drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for BKCH and IDGT.


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Drawdown Indicators


BKCHIDGTDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-77.95%

-13.85%

Max Drawdown (1Y)

Largest decline over 1 year

-56.28%

-8.45%

-47.83%

Max Drawdown (3Y)

Largest decline over 3 years

-57.99%

-23.74%

-34.25%

Max Drawdown (5Y)

Largest decline over 5 years

-35.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-33.62%

-1.58%

-32.04%

Average Drawdown

Average peak-to-trough decline

-62.13%

-19.91%

-42.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.25%

2.81%

+27.44%

Volatility

BKCH vs. IDGT - Volatility Comparison

Global X Blockchain ETF (BKCH) has a higher volatility of 18.09% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 7.87%. This indicates that BKCH's price experiences larger fluctuations and is considered to be riskier than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKCHIDGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.09%

7.87%

+10.22%

Volatility (6M)

Calculated over the trailing 6-month period

51.40%

16.35%

+35.05%

Volatility (1Y)

Calculated over the trailing 1-year period

69.90%

20.41%

+49.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.43%

23.20%

+52.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.43%

23.29%

+52.14%

BKCH vs. IDGT - Expense Ratio Comparison

BKCH has a 0.50% expense ratio, which is higher than IDGT's 0.41% expense ratio.


Dividends

BKCH vs. IDGT - Dividend Comparison

BKCH's dividend yield for the trailing twelve months is around 1.44%, more than IDGT's 0.72% yield.


PositionTTM20252024202320222021202020192018201720162015
BKCH
Global X Blockchain ETF
1.44%2.00%7.61%2.33%1.29%4.28%0.00%0.00%0.00%0.00%0.00%0.00%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
0.72%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%

Frequently Asked Questions


BKCH and IDGT have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BKCH has higher volatility (18.09%) compared to IDGT (7.87%). In terms of maximum drawdown, BKCH dropped -91.80% vs IDGT's -77.95%.

On 3-year performance, BKCH leads with 56.01% vs 25.08% for IDGT. On fees, IDGT is cheaper at 0.41% per year. On volatility, IDGT has been the lower-risk option at 7.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BKCH has performed better with a 56.01% return vs 25.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDGT is cheaper with a 0.41% expense ratio, compared with 0.50% for BKCH.

BKCH has the higher dividend yield at 1.44%, compared with 0.72% for IDGT.

They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for BKCH and 0.41% for IDGT.

IDGT currently has the higher Sharpe Ratio (3.13 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BKCH and IDGT

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