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BKCH vs. SDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKCH vs. SDIV - Performance Comparison

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

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BKCH vs. SDIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BKCH
Global X Blockchain ETF
-12.18%27.14%18.81%267.06%-85.10%-1.24%
SDIV
Global X SuperDividend ETF
6.32%29.12%1.77%5.46%-26.43%-6.44%

Returns By Period

In the year-to-date period, BKCH achieves a -12.18% return, which is significantly lower than SDIV's 6.32% return.


BKCH

1D
0.47%
1M
-12.18%
YTD
-12.18%
6M
-35.21%
1Y
64.27%
3Y*
41.26%
5Y*
10Y*

SDIV

1D
-0.36%
1M
-3.71%
YTD
6.32%
6M
9.61%
1Y
31.74%
3Y*
14.62%
5Y*
0.52%
10Y*
0.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKCH vs. SDIV - Expense Ratio Comparison

BKCH has a 0.50% expense ratio, which is lower than SDIV's 0.58% expense ratio.


Return for Risk

BKCH vs. SDIV — Risk / Return Rank

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

BKCH
BKCH Risk / Return Rank: 4646
Overall Rank
BKCH Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BKCH Sortino Ratio Rank: 6060
Sortino Ratio Rank
BKCH Omega Ratio Rank: 4545
Omega Ratio Rank
BKCH Calmar Ratio Rank: 4848
Calmar Ratio Rank
BKCH Martin Ratio Rank: 3131
Martin Ratio Rank

SDIV
SDIV Risk / Return Rank: 8888
Overall Rank
SDIV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 8989
Sortino Ratio Rank
SDIV Omega Ratio Rank: 9090
Omega Ratio Rank
SDIV Calmar Ratio Rank: 8282
Calmar Ratio Rank
SDIV Martin Ratio Rank: 9090
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. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Blockchain ETF (BKCH) and Global X SuperDividend ETF (SDIV). 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.


BKCHSDIVDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.99

-1.09

Sortino ratio

Return per unit of downside risk

1.59

2.58

-0.99

Omega ratio

Gain probability vs. loss probability

1.18

1.40

-0.21

Calmar ratio

Return relative to maximum drawdown

1.30

2.43

-1.13

Martin ratio

Return relative to average drawdown

2.73

12.17

-9.44

BKCH vs. SDIV - Sharpe Ratio Comparison

The current BKCH Sharpe Ratio is 0.90, which is lower than the SDIV Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of BKCH and SDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKCHSDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.99

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.06

-0.15

Correlation

The correlation between BKCH and SDIV is 0.46, 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. SDIV - Dividend Comparison

BKCH's dividend yield for the trailing twelve months is around 2.28%, less than SDIV's 9.13% yield.


TTM20252024202320222021202020192018201720162015
BKCH
Global X Blockchain ETF
2.28%2.00%7.61%2.33%1.29%4.28%0.00%0.00%0.00%0.00%0.00%0.00%
SDIV
Global X SuperDividend ETF
9.13%9.59%11.33%11.73%14.17%8.95%7.96%8.73%9.22%6.66%6.95%7.33%

Drawdowns

BKCH vs. SDIV - Drawdown Comparison

The maximum BKCH drawdown since its inception was -91.80%, which is greater than SDIV's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for BKCH and SDIV.


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Drawdown Indicators


BKCHSDIVDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-56.90%

-34.90%

Max Drawdown (1Y)

Largest decline over 1 year

-56.28%

-13.04%

-43.24%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

Current Drawdown

Current decline from peak

-57.90%

-17.50%

-40.40%

Average Drawdown

Average peak-to-trough decline

-62.89%

-18.63%

-44.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.78%

2.67%

+24.11%

Volatility

BKCH vs. SDIV - Volatility Comparison

Global X Blockchain ETF (BKCH) has a higher volatility of 22.01% compared to Global X SuperDividend ETF (SDIV) at 6.10%. This indicates that BKCH's price experiences larger fluctuations and is considered to be riskier than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKCHSDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.01%

6.10%

+15.91%

Volatility (6M)

Calculated over the trailing 6-month period

56.53%

9.20%

+47.33%

Volatility (1Y)

Calculated over the trailing 1-year period

72.30%

16.03%

+56.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.94%

16.79%

+59.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.94%

18.96%

+56.98%