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BLCH.DE vs. UDIV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLCH.DE vs. UDIV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Blockchain UCITS ETF USD Accumulating (BLCH.DE) and Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE). The values are adjusted to include any dividend payments, if applicable.

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BLCH.DE vs. UDIV.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
BLCH.DE
Global X Blockchain UCITS ETF USD Accumulating
-13.48%20.01%12.63%318.01%-81.09%
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
8.33%14.37%8.92%9.15%-21.91%

Returns By Period

In the year-to-date period, BLCH.DE achieves a -13.48% return, which is significantly lower than UDIV.DE's 8.33% return.


BLCH.DE

1D
6.53%
1M
-10.52%
YTD
-13.48%
6M
-32.46%
1Y
69.58%
3Y*
41.75%
5Y*
10Y*

UDIV.DE

1D
0.54%
1M
-1.51%
YTD
8.33%
6M
11.94%
1Y
22.77%
3Y*
15.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLCH.DE vs. UDIV.DE - Expense Ratio Comparison

BLCH.DE has a 0.50% expense ratio, which is higher than UDIV.DE's 0.45% expense ratio.


Return for Risk

BLCH.DE vs. UDIV.DE — Risk / Return Rank

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

BLCH.DE
BLCH.DE Risk / Return Rank: 4545
Overall Rank
BLCH.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BLCH.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
BLCH.DE Omega Ratio Rank: 4747
Omega Ratio Rank
BLCH.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
BLCH.DE Martin Ratio Rank: 2626
Martin Ratio Rank

UDIV.DE
UDIV.DE Risk / Return Rank: 7878
Overall Rank
UDIV.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UDIV.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
UDIV.DE Omega Ratio Rank: 8181
Omega Ratio Rank
UDIV.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
UDIV.DE Martin Ratio Rank: 8686
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.

BLCH.DE vs. UDIV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Blockchain UCITS ETF USD Accumulating (BLCH.DE) and Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE). 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.


BLCH.DEUDIV.DEDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.58

-0.57

Sortino ratio

Return per unit of downside risk

1.60

1.98

-0.38

Omega ratio

Gain probability vs. loss probability

1.19

1.33

-0.14

Calmar ratio

Return relative to maximum drawdown

1.13

1.96

-0.83

Martin ratio

Return relative to average drawdown

2.34

11.27

-8.93

BLCH.DE vs. UDIV.DE - Sharpe Ratio Comparison

The current BLCH.DE Sharpe Ratio is 1.00, which is lower than the UDIV.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of BLCH.DE and UDIV.DE, 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


BLCH.DEUDIV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.58

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.22

-0.21

Correlation

The correlation between BLCH.DE and UDIV.DE is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BLCH.DE vs. UDIV.DE - Dividend Comparison

BLCH.DE has not paid dividends to shareholders, while UDIV.DE's dividend yield for the trailing twelve months is around 8.96%.


TTM2025202420232022
BLCH.DE
Global X Blockchain UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
8.96%9.75%14.48%18.90%8.94%

Drawdowns

BLCH.DE vs. UDIV.DE - Drawdown Comparison

The maximum BLCH.DE drawdown since its inception was -83.29%, which is greater than UDIV.DE's maximum drawdown of -29.76%. Use the drawdown chart below to compare losses from any high point for BLCH.DE and UDIV.DE.


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Drawdown Indicators


BLCH.DEUDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-83.29%

-29.76%

-53.53%

Max Drawdown (1Y)

Largest decline over 1 year

-54.12%

-15.30%

-38.82%

Current Drawdown

Current decline from peak

-51.13%

-1.51%

-49.62%

Average Drawdown

Average peak-to-trough decline

-44.57%

-11.72%

-32.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.12%

2.13%

+23.99%

Volatility

BLCH.DE vs. UDIV.DE - Volatility Comparison

Global X Blockchain UCITS ETF USD Accumulating (BLCH.DE) has a higher volatility of 18.27% compared to Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) at 4.18%. This indicates that BLCH.DE's price experiences larger fluctuations and is considered to be riskier than UDIV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLCH.DEUDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.27%

4.18%

+14.09%

Volatility (6M)

Calculated over the trailing 6-month period

54.14%

7.47%

+46.67%

Volatility (1Y)

Calculated over the trailing 1-year period

69.05%

14.41%

+54.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.60%

15.57%

+59.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.60%

15.57%

+59.03%