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BTCC-B.TO vs. ETHX-U.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCC-B.TO vs. ETHX-U.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO) and CI Galaxy Ethereum ETF (US$ Series) (ETHX-U.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BTCC-B.TO is traded in CAD, while ETHX-U.TO is traded in USD. To make them comparable, the ETHX-U.TO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BTCC-B.TO achieves a -24.45% return, which is significantly higher than ETHX-U.TO's -33.54% return.


BTCC-B.TO

1D
0.40%
1M
-2.16%
6M
-33.12%
YTD
-24.45%
1Y
-43.66%
3Y*
30.13%
5Y*
16.12%
10Y*

ETHX-U.TO

1D
1.93%
1M
6.35%
6M
-42.48%
YTD
-33.54%
1Y
-35.40%
3Y*
1.86%
5Y*
1.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCC-B.TO vs. ETHX-U.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BTCC-B.TO
Purpose Bitcoin ETF Non-Currency Hedged Units
-24.45%-11.83%136.57%148.15%-62.24%-18.29%
ETHX-U.TO
CI Galaxy Ethereum ETF (US$ Series)
-33.54%-15.57%55.61%88.71%-65.91%66.78%

Correlation

The correlation between BTCC-B.TO and ETHX-U.TO is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2021

0.80

The correlation between BTCC-B.TO and ETHX-U.TO has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.

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Return for Risk

BTCC-B.TO vs. ETHX-U.TO — Risk / Return Rank

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

BTCC-B.TO
BTCC-B.TO Risk / Return Rank: 22
Overall Rank
BTCC-B.TO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCC-B.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCC-B.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCC-B.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCC-B.TO Martin Ratio Rank: 33
Martin Ratio Rank

ETHX-U.TO
ETHX-U.TO Risk / Return Rank: 55
Overall Rank
ETHX-U.TO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ETHX-U.TO Sortino Ratio Rank: 55
Sortino Ratio Rank
ETHX-U.TO Omega Ratio Rank: 55
Omega Ratio Rank
ETHX-U.TO Calmar Ratio Rank: 55
Calmar Ratio Rank
ETHX-U.TO Martin Ratio Rank: 55
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.

BTCC-B.TO vs. ETHX-U.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO) and CI Galaxy Ethereum ETF (US$ Series) (ETHX-U.TO). 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.


BTCC-B.TOETHX-U.TODifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

0.83

0.95

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.52

-0.30

Martin ratioReturn relative to average drawdown

-1.30

-0.81

-0.49

BTCC-B.TO vs. ETHX-U.TO - Sharpe Ratio Comparison

The current BTCC-B.TO Sharpe Ratio is -1.02, which is lower than the ETHX-U.TO Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of BTCC-B.TO and ETHX-U.TO, 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

BTCC-B.TO vs. ETHX-U.TO - Drawdown Comparison

The maximum BTCC-B.TO drawdown since its inception was -75.12%, roughly equal to the maximum ETHX-U.TO drawdown of -78.30%. Use the drawdown chart below to compare losses from any high point for BTCC-B.TO and ETHX-U.TO.


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Drawdown Indicators


BTCC-B.TOETHX-U.TODifference

Max Drawdown

Largest peak-to-trough decline

-75.12%

-78.30%

+3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-52.89%

-67.75%

+14.86%

Max Drawdown (3Y)

Largest decline over 3 years

-52.89%

-67.75%

+14.86%

Max Drawdown (5Y)

Largest decline over 5 years

-75.12%

-78.30%

+3.18%

Current Drawdown

Current decline from peak

-48.39%

-60.02%

+11.63%

Average Drawdown

Average peak-to-trough decline

-33.15%

-43.12%

+9.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.70%

44.00%

-10.30%

Volatility

BTCC-B.TO vs. ETHX-U.TO - Volatility Comparison

The current volatility for Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO) is 9.62%, while CI Galaxy Ethereum ETF (US$ Series) (ETHX-U.TO) has a volatility of 14.91%. This indicates that BTCC-B.TO experiences smaller price fluctuations and is considered to be less risky than ETHX-U.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCC-B.TOETHX-U.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

14.91%

-5.29%

Volatility (6M)

Calculated over the trailing 6-month period

33.33%

46.53%

-13.20%

Volatility (1Y)

Calculated over the trailing 1-year period

43.18%

68.12%

-24.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.94%

71.15%

-18.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.68%

74.02%

-19.34%

Dividends

BTCC-B.TO vs. ETHX-U.TO - Dividend Comparison

Neither BTCC-B.TO nor ETHX-U.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BTCC-B.TO and ETHX-U.TO have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Purpose Investments and CI.

Portfolio Optimizer

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