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BLOK vs. BCHS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLOK vs. BCHS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Transformational Data Sharing ETF (BLOK) and Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L). The values are adjusted to include any dividend payments, if applicable.

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BLOK vs. BCHS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BLOK
Amplify Transformational Data Sharing ETF
-12.45%32.64%53.12%99.62%-62.36%30.76%90.17%9.12%
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF Acc
-10.66%45.45%16.53%66.63%-52.00%24.86%94.85%14.79%
Different Trading Currencies

BLOK is traded in USD, while BCHS.L is traded in GBp. To make them comparable, the BCHS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BLOK achieves a -12.45% return, which is significantly lower than BCHS.L's -10.66% return.


BLOK

1D
5.17%
1M
-6.86%
YTD
-12.45%
6M
-25.18%
1Y
36.00%
3Y*
40.50%
5Y*
1.50%
10Y*

BCHS.L

1D
-0.39%
1M
-10.50%
YTD
-10.66%
6M
-16.98%
1Y
51.64%
3Y*
30.44%
5Y*
1.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLOK vs. BCHS.L - Expense Ratio Comparison

BLOK has a 0.71% expense ratio, which is higher than BCHS.L's 0.65% expense ratio.


Return for Risk

BLOK vs. BCHS.L — Risk / Return Rank

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

BLOK
BLOK Risk / Return Rank: 4545
Overall Rank
BLOK Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BLOK Sortino Ratio Rank: 5858
Sortino Ratio Rank
BLOK Omega Ratio Rank: 4747
Omega Ratio Rank
BLOK Calmar Ratio Rank: 4141
Calmar Ratio Rank
BLOK Martin Ratio Rank: 3030
Martin Ratio Rank

BCHS.L
BCHS.L Risk / Return Rank: 5959
Overall Rank
BCHS.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BCHS.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
BCHS.L Omega Ratio Rank: 5757
Omega Ratio Rank
BCHS.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
BCHS.L Martin Ratio Rank: 3838
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.

BLOK vs. BCHS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L). 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.


BLOKBCHS.LDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.24

-0.39

Sortino ratio

Return per unit of downside risk

1.41

1.80

-0.40

Omega ratio

Gain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

0.95

1.63

-0.68

Martin ratio

Return relative to average drawdown

2.35

3.62

-1.27

BLOK vs. BCHS.L - Sharpe Ratio Comparison

The current BLOK Sharpe Ratio is 0.85, which is lower than the BCHS.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of BLOK and BCHS.L, 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


BLOKBCHS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.24

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.03

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.54

-0.15

Correlation

The correlation between BLOK and BCHS.L is 0.67, 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

BLOK vs. BCHS.L - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.82%, while BCHS.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
0.82%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BLOK vs. BCHS.L - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, which is greater than BCHS.L's maximum drawdown of -61.43%. Use the drawdown chart below to compare losses from any high point for BLOK and BCHS.L.


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Drawdown Indicators


BLOKBCHS.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.33%

-55.89%

-17.44%

Max Drawdown (1Y)

Largest decline over 1 year

-35.64%

-29.49%

-6.15%

Max Drawdown (5Y)

Largest decline over 5 years

-73.33%

-55.89%

-17.44%

Current Drawdown

Current decline from peak

-32.31%

-29.49%

-2.82%

Average Drawdown

Average peak-to-trough decline

-26.27%

-21.65%

-4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.44%

13.68%

+0.76%

Volatility

BLOK vs. BCHS.L - Volatility Comparison

Amplify Transformational Data Sharing ETF (BLOK) has a higher volatility of 13.57% compared to Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L) at 11.51%. This indicates that BLOK's price experiences larger fluctuations and is considered to be riskier than BCHS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLOKBCHS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.57%

11.51%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

31.07%

29.98%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

42.50%

41.59%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.93%

37.29%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.06%

36.05%

+3.01%