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BMAX vs. SPF1.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMAX vs. SPF1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX Bitcoin Corporate Treasury Convertible Bond ETF (BMAX) and SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.DE). The values are adjusted to include any dividend payments, if applicable.

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BMAX vs. SPF1.DE - Yearly Performance Comparison


Different Trading Currencies

BMAX is traded in USD, while SPF1.DE is traded in EUR. To make them comparable, the SPF1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BMAX achieves a -0.32% return, which is significantly lower than SPF1.DE's 3.10% return.


BMAX

1D
0.39%
1M
-2.97%
YTD
-0.32%
6M
-20.22%
1Y
-11.87%
3Y*
5Y*
10Y*

SPF1.DE

1D
3.65%
1M
-3.90%
YTD
3.10%
6M
6.89%
1Y
33.34%
3Y*
16.28%
5Y*
2.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BMAX vs. SPF1.DE - Expense Ratio Comparison

BMAX has a 1.14% expense ratio, which is higher than SPF1.DE's 0.55% expense ratio.


Return for Risk

BMAX vs. SPF1.DE — Risk / Return Rank

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

BMAX
BMAX Risk / Return Rank: 66
Overall Rank
BMAX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BMAX Sortino Ratio Rank: 66
Sortino Ratio Rank
BMAX Omega Ratio Rank: 66
Omega Ratio Rank
BMAX Calmar Ratio Rank: 77
Calmar Ratio Rank
BMAX Martin Ratio Rank: 88
Martin Ratio Rank

SPF1.DE
SPF1.DE Risk / Return Rank: 9090
Overall Rank
SPF1.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SPF1.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
SPF1.DE Omega Ratio Rank: 8888
Omega Ratio Rank
SPF1.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
SPF1.DE Martin Ratio Rank: 9393
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.

BMAX vs. SPF1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX Bitcoin Corporate Treasury Convertible Bond ETF (BMAX) and SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.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.


BMAXSPF1.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.38

2.15

-2.53

Sortino ratio

Return per unit of downside risk

-0.36

3.06

-3.42

Omega ratio

Gain probability vs. loss probability

0.96

1.41

-0.45

Calmar ratio

Return relative to maximum drawdown

-0.30

3.41

-3.70

Martin ratio

Return relative to average drawdown

-0.50

14.40

-14.90

BMAX vs. SPF1.DE - Sharpe Ratio Comparison

The current BMAX Sharpe Ratio is -0.38, which is lower than the SPF1.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of BMAX and SPF1.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


BMAXSPF1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

2.15

-2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

0.43

-0.83

Correlation

The correlation between BMAX and SPF1.DE is 0.16, 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

BMAX vs. SPF1.DE - Dividend Comparison

Neither BMAX nor SPF1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BMAX vs. SPF1.DE - Drawdown Comparison

The maximum BMAX drawdown since its inception was -31.32%, smaller than the maximum SPF1.DE drawdown of -44.77%. Use the drawdown chart below to compare losses from any high point for BMAX and SPF1.DE.


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Drawdown Indicators


BMAXSPF1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.32%

-30.44%

-0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-31.32%

-7.07%

-24.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.99%

Current Drawdown

Current decline from peak

-28.90%

-3.77%

-25.13%

Average Drawdown

Average peak-to-trough decline

-15.10%

-11.55%

-3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.53%

1.64%

+16.89%

Volatility

BMAX vs. SPF1.DE - Volatility Comparison

The current volatility for REX Bitcoin Corporate Treasury Convertible Bond ETF (BMAX) is 5.57%, while SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.DE) has a volatility of 6.61%. This indicates that BMAX experiences smaller price fluctuations and is considered to be less risky than SPF1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BMAXSPF1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

6.61%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

19.08%

10.84%

+8.24%

Volatility (1Y)

Calculated over the trailing 1-year period

31.73%

15.44%

+16.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.26%

14.35%

+17.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.26%

14.84%

+17.42%