BLOX vs. DYLD

Last updated Apr 2, 2026

Compare and contrast key facts about Nicholas Crypto Income ETF (BLOX) and LeaderShares Dynamic Yield ETF (DYLD).

BLOX and DYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BLOX is an actively managed fund by Nicholas. It was launched on Jun 16, 2025. DYLD is an actively managed fund by LeaderShares. It was launched on Jun 28, 2021.

Performance

BLOX vs. DYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nicholas Crypto Income ETF (BLOX) and LeaderShares Dynamic Yield ETF (DYLD). The values are adjusted to include any dividend payments, if applicable.

BLOX vs. DYLD - Yearly Performance Comparison

	2026 (YTD)	2025
BLOX Nicholas Crypto Income ETF	-18.45%	9.24%
DYLD LeaderShares Dynamic Yield ETF	0.26%	2.91%

Returns By Period

In the year-to-date period, BLOX achieves a -18.45% return, which is significantly lower than DYLD's 0.26% return.

BLOX

• 1D: 0.46%
• 1M: -12.15%
• YTD: -18.45%
• 6M: -37.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DYLD

• 1D: 0.13%
• 1M: -0.81%
• YTD: 0.26%
• 6M: 0.96%
• 1Y: 4.06%
• 3Y*: 4.17%
• 5Y*: —
• 10Y*: —

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

BLOX vs. DYLD - Expense Ratio Comparison

BLOX has a 1.03% expense ratio, which is higher than DYLD's 0.75% expense ratio.

BLOX

Nicholas Crypto Income ETF

DYLD

LeaderShares Dynamic Yield ETF

Return for Risk

BLOX vs. DYLD — Risk / Return Rank

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

DYLD

DYLD Risk / Return Rank: 79
DYLD Sharpe Ratio Rank: 74
DYLD Sortino Ratio Rank: 76
DYLD Omega Ratio Rank: 70
DYLD Calmar Ratio Rank: 89
DYLD Martin Ratio Rank: 86

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.

BLOX vs. DYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nicholas Crypto Income ETF (BLOX) and LeaderShares Dynamic Yield ETF (DYLD). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BLOX	DYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.25	0.23	-0.48

Correlation

The correlation between BLOX and DYLD is 0.14, 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

BLOX vs. DYLD - Dividend Comparison

BLOX's dividend yield for the trailing twelve months is around 42.04%, more than DYLD's 4.45% yield.

	TTM	2025	2024	2023	2022	2021
BLOX Nicholas Crypto Income ETF	42.04%	22.69%	0.00%	0.00%	0.00%	0.00%
DYLD LeaderShares Dynamic Yield ETF	4.45%	4.20%	4.58%	3.43%	1.54%	1.02%

Drawdowns

BLOX vs. DYLD - Drawdown Comparison

The maximum BLOX drawdown since its inception was -47.09%, which is greater than DYLD's maximum drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for BLOX and DYLD.

Drawdown Indicators

	BLOX	DYLD	Difference
Max Drawdown Largest peak-to-trough decline	-47.09%	-15.03%	-32.06%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.39%	—
Current Drawdown Current decline from peak	-43.63%	-0.81%	-42.82%
Average Drawdown Average peak-to-trough decline	-16.70%	-5.35%	-11.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.39%	—

Volatility

Volatility by Period

	BLOX	DYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	55.26%	3.01%	+52.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.26%	4.46%	+50.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.26%	4.46%	+50.80%