BLOK vs. DECO

Last updated Aug 2, 2026

BLOK (Amplify Blockchain Technology ETF) and DECO (State Street Galaxy Digital Asset Ecosystem ETF) are both Blockchain funds. Both are actively managed. Over the past year, BLOK returned 6.60% vs 103.84% for DECO. Their correlation of 0.92 means they have usually moved in the same direction. BLOK charges 0.70%/yr vs 0.65%/yr for DECO.

Performance

BLOK vs. DECO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Blockchain Technology ETF (BLOK) and State Street Galaxy Digital Asset Ecosystem ETF (DECO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BLOK achieves a 4.30% return, which is significantly lower than DECO's 61.26% return.

BLOK

• 1D: -1.22%
• 1M: -3.77%
• 6M: -0.08%
• YTD: 4.30%
• 1Y: 6.60%
• 3Y*: 35.59%
• 5Y*: 10.22%
• 10Y*: —
• ALL TIME*: 17.03%

DECO

• 1D: -1.75%
• 1M: -3.53%
• 6M: 43.24%
• YTD: 61.26%
• 1Y: 103.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 79.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BLOK Amplify Blockchain Technology ETF	$12.12M	$10.76M	$19.14M
DECO State Street Galaxy Digital Asset Ecosystem ETF	$81.73K	$85.27K	$116.73K

BLOK vs. DECO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BLOK Amplify Blockchain Technology ETF	4.30%	32.64%	36.43%
DECO State Street Galaxy Digital Asset Ecosystem ETF	61.26%	42.48%	31.48%

Correlation

The correlation between BLOK and DECO is 0.93, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.93
Correlation (All Time) Calculated using the full available price history since Sep 10, 2024	0.92

The correlation between BLOK and DECO has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

BLOK vs. DECO - Sectors Allocation Comparison

Sectors	BLOK	DECO
Financial Services	50.9%	51.7%
Technology	36.8%	43.9%
Consumer Cyclical	6.8%	-
Communication Services	3.8%	-
Industrials	1.6%	4.4%
Real Estate	0.0%	-
Basic Materials	-	1.8%
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Utilities	-	-

Return for Risk

BLOK vs. DECO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BLOK

BLOK Risk / Return Rank: 12
BLOK Sharpe Ratio Rank: 12
BLOK Sortino Ratio Rank: 13
BLOK Omega Ratio Rank: 13
BLOK Calmar Ratio Rank: 11
BLOK Martin Ratio Rank: 11

DECO

DECO Risk / Return Rank: 80
DECO Sharpe Ratio Rank: 84
DECO Sortino Ratio Rank: 79
DECO Omega Ratio Rank: 74
DECO Calmar Ratio Rank: 88
DECO Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BLOK vs. DECO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Blockchain Technology ETF (BLOK) and State Street Galaxy Digital Asset Ecosystem ETF (DECO). 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.

	BLOK	DECO	Difference
Sharpe ratio: Return per unit of total volatility	0.03	1.97	-1.94
Sortino ratio: Return per unit of downside risk	0.32	2.54	-2.21
Omega ratio: Gain probability vs. loss probability	1.04	1.31	-0.27
Calmar ratio: Return relative to maximum drawdown	0.03	3.63	-3.60
Martin ratio: Return relative to average drawdown	0.07	9.69	-9.62

BLOK vs. DECO - Sharpe Ratio Comparison

The current BLOK Sharpe Ratio is 0.03, which is lower than the DECO Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of BLOK and DECO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BLOK vs. DECO - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, which is greater than DECO's maximum drawdown of -47.71%. Use the drawdown chart below to compare losses from any high point for BLOK and DECO.

Drawdown Indicators

	BLOK	DECO	Difference
Max Drawdown Largest peak-to-trough decline	-73.33%	-47.71%	-25.62%
Max Drawdown (1Y) Largest decline over 1 year	-35.64%	-25.60%	-10.04%
Max Drawdown (3Y) Largest decline over 3 years	-35.64%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-73.33%	—	—
Current Drawdown Current decline from peak	-19.37%	-11.66%	-7.71%
Average Drawdown Average peak-to-trough decline	-25.87%	-11.23%	-14.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.28%	9.58%	+7.70%

Volatility

BLOK vs. DECO - Volatility Comparison

The current volatility for Amplify Blockchain Technology ETF (BLOK) is 13.31%, while State Street Galaxy Digital Asset Ecosystem ETF (DECO) has a volatility of 19.07%. This indicates that BLOK experiences smaller price fluctuations and is considered to be less risky than DECO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLOK	DECO	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.31%	19.07%	-5.76%
Volatility (6M) Calculated over the trailing 6-month period	30.77%	36.72%	-5.95%
Volatility (1Y) Calculated over the trailing 1-year period	40.21%	47.28%	-7.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.50%	51.85%	-9.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.06%	51.85%	-12.79%

BLOK vs. DECO - Expense Ratio Comparison

BLOK has a 0.70% expense ratio, which is higher than DECO's 0.65% expense ratio.

Dividends

BLOK vs. DECO - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.82%, more than DECO's 0.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BLOK Amplify Blockchain Technology ETF	0.82%	0.72%	6.00%	1.15%	0.00%	14.31%	1.88%	2.05%	1.30%
DECO State Street Galaxy Digital Asset Ecosystem ETF	0.72%	1.16%	1.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BLOK and DECO in my portfolio?

With a correlation of 0.93, BLOK and DECO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BLOK or DECO?

DECO has higher volatility (19.07%) compared to BLOK (13.31%). In terms of maximum drawdown, BLOK dropped -73.33% vs DECO's -47.71%.

Which ETF is better, BLOK or DECO?

On 1-year performance, DECO leads with 103.84% vs 6.60% for BLOK. On fees, DECO is cheaper at 0.65% per year. On volatility, BLOK has been the lower-risk option at 13.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLOK or DECO?

Over the 1-year period, DECO has performed better with a 103.84% return vs 6.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLOK or DECO?

DECO is cheaper with a 0.65% expense ratio, compared with 0.70% for BLOK.

Which ETF pays a higher dividend yield, BLOK or DECO?

BLOK has the higher dividend yield at 0.82%, compared with 0.72% for DECO.

What is the main difference between BLOK and DECO?

They also come from different issuers: Amplify and State Street. Their fees differ too: 0.70% for BLOK and 0.65% for DECO.

Which has better risk-adjusted returns?

DECO currently has the higher Sharpe Ratio (1.97 vs 0.03), 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.