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

Performance

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

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

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Returns By Period

In the year-to-date period, BTCC.TO achieves a -27.53% return, which is significantly higher than ETHX-B.TO's -33.86% return.


BTCC.TO

1D
0.62%
1M
-3.39%
6M
-34.93%
YTD
-27.53%
1Y
-46.28%
3Y*
25.12%
5Y*
11.48%
10Y*

ETHX-B.TO

1D
2.24%
1M
6.10%
6M
-42.59%
YTD
-33.86%
1Y
-35.64%
3Y*
1.47%
5Y*
1.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
BTCC.TO
Purpose Bitcoin CAD ETF Currency Hedged Units
-27.53%-9.18%116.50%149.22%-65.78%-19.83%
ETHX-B.TO
CI Galaxy Ethereum ETF
-33.86%-15.87%55.80%90.02%-65.68%64.85%

Correlation

The correlation between BTCC.TO and ETHX-B.TO is 0.88, 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

0.88

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

0.81

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

0.83

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

0.82

The correlation between BTCC.TO and ETHX-B.TO has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

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Return for Risk

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

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

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

ETHX-B.TO
ETHX-B.TO Risk / Return Rank: 55
Overall Rank
ETHX-B.TO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ETHX-B.TO Sortino Ratio Rank: 55
Sortino Ratio Rank
ETHX-B.TO Omega Ratio Rank: 55
Omega Ratio Rank
ETHX-B.TO Calmar Ratio Rank: 55
Calmar Ratio Rank
ETHX-B.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.TO vs. ETHX-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO) and CI Galaxy Ethereum ETF (ETHX-B.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.TOETHX-B.TODifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

0.83

0.95

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.85

-0.53

-0.32

Martin ratioReturn relative to average drawdown

-1.37

-0.82

-0.55

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

The current BTCC.TO Sharpe Ratio is -1.05, which is lower than the ETHX-B.TO Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of BTCC.TO and ETHX-B.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.TO vs. ETHX-B.TO - Drawdown Comparison

The maximum BTCC.TO drawdown since its inception was -77.80%, roughly equal to the maximum ETHX-B.TO drawdown of -78.38%. Use the drawdown chart below to compare losses from any high point for BTCC.TO and ETHX-B.TO.


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Drawdown Indicators


BTCC.TOETHX-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.80%

-78.38%

+0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-54.58%

-67.14%

+12.56%

Max Drawdown (3Y)

Largest decline over 3 years

-54.58%

-67.14%

+12.56%

Max Drawdown (5Y)

Largest decline over 5 years

-77.80%

-78.38%

+0.58%

Current Drawdown

Current decline from peak

-49.82%

-59.79%

+9.97%

Average Drawdown

Average peak-to-trough decline

-35.09%

-43.16%

+8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.89%

43.59%

-9.70%

Volatility

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

The current volatility for Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO) is 10.91%, while CI Galaxy Ethereum ETF (ETHX-B.TO) has a volatility of 13.72%. This indicates that BTCC.TO experiences smaller price fluctuations and is considered to be less risky than ETHX-B.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.TOETHX-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.91%

13.72%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

34.44%

45.49%

-11.05%

Volatility (1Y)

Calculated over the trailing 1-year period

44.30%

66.62%

-22.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.72%

68.86%

-14.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.17%

71.74%

-15.57%

Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


BTCC.TO and ETHX-B.TO have a correlation of 0.88, 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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