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

Performance

BLCH.DE vs. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLCH.DE achieves a 29.21% return, which is significantly higher than VWCE.DE's 11.72% return.


BLCH.DE

1D
1.72%
1M
2.09%
YTD
29.21%
6M
14.33%
1Y
95.64%
3Y*
56.84%
5Y*
10Y*

VWCE.DE

1D
1.82%
1M
1.89%
YTD
11.72%
6M
13.39%
1Y
26.35%
3Y*
17.02%
5Y*
11.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
BLCH.DE
Global X Blockchain UCITS ETF USD Accumulating
29.21%19.78%12.72%317.11%-78.95%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
11.72%9.16%24.41%18.18%-5.54%

Correlation

The correlation between BLCH.DE and VWCE.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2022

0.50

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Return for Risk

BLCH.DE vs. VWCE.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: 3535
Overall Rank
BLCH.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BLCH.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
BLCH.DE Omega Ratio Rank: 3737
Omega Ratio Rank
BLCH.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
BLCH.DE Martin Ratio Rank: 2525
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 8282
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
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. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BLCH.DEVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.22

1.41

-0.19

Calmar ratioReturn relative to maximum drawdown

1.67

3.92

-2.25

Martin ratioReturn relative to average drawdown

3.03

16.07

-13.04

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

The current BLCH.DE Sharpe Ratio is 1.21, which is lower than the VWCE.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BLCH.DE and VWCE.DE, 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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Drawdowns

BLCH.DE vs. VWCE.DE - Drawdown Comparison

The maximum BLCH.DE drawdown since its inception was -83.28%, which is greater than VWCE.DE's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for BLCH.DE and VWCE.DE.


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Drawdown Indicators


BLCH.DEVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-83.28%

-33.43%

-49.85%

Max Drawdown (1Y)

Largest decline over 1 year

-54.26%

-6.55%

-47.71%

Max Drawdown (3Y)

Largest decline over 3 years

-60.06%

-21.07%

-38.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

Current Drawdown

Current decline from peak

-27.11%

-1.47%

-25.64%

Average Drawdown

Average peak-to-trough decline

-43.92%

-4.68%

-39.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.73%

1.60%

+28.13%

Volatility

BLCH.DE vs. VWCE.DE - Volatility Comparison

Global X Blockchain UCITS ETF USD Accumulating (BLCH.DE) has a higher volatility of 24.26% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.40%. This indicates that BLCH.DE's price experiences larger fluctuations and is considered to be riskier than VWCE.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.DEVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.26%

3.40%

+20.86%

Volatility (6M)

Calculated over the trailing 6-month period

55.06%

8.51%

+46.55%

Volatility (1Y)

Calculated over the trailing 1-year period

74.71%

11.63%

+63.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.55%

13.79%

+62.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.55%

16.16%

+60.39%

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

BLCH.DE has a 0.50% expense ratio, which is higher than VWCE.DE's 0.19% expense ratio.


Dividends

BLCH.DE vs. VWCE.DE - Dividend Comparison

Neither BLCH.DE nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BLCH.DE and VWCE.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.50% for BLCH.DE.

BLCH.DE is categorized as Technology Equities, while VWCE.DE is Global Equities. BLCH.DE tracks Solactive Blockchain, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.50% for BLCH.DE and 0.19% for VWCE.DE.

Portfolio Optimizer

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