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BTCE.DE vs. BCDF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCE.DE vs. BCDF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ETC Group Physical Bitcoin (BTCE.DE) and Horizon Kinetics Blockchain Development ETF (BCDF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, BTCE.DE achieves a -27.02% return, which is significantly lower than BCDF's 4.52% return.


BTCE.DE

1D
-3.79%
1M
-21.28%
YTD
-27.02%
6M
-31.67%
1Y
-41.65%
3Y*
28.04%
5Y*
10.38%
10Y*

BCDF

1D
-0.03%
1M
-4.13%
YTD
4.52%
6M
3.15%
1Y
4.64%
3Y*
12.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCE.DE vs. BCDF - Yearly Performance Comparison


2026 (YTD)2025202420232022
BTCE.DE
ETC Group Physical Bitcoin
-27.02%-18.20%125.79%146.52%-31.83%
BCDF
Horizon Kinetics Blockchain Development ETF
4.52%-1.62%22.45%21.24%-26.62%

Correlation

The correlation between BTCE.DE and BCDF is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.33

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2022

0.32

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Return for Risk

BTCE.DE vs. BCDF — Risk / Return Rank

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

BTCE.DE
BTCE.DE Risk / Return Rank: 11
Overall Rank
BTCE.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCE.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
BTCE.DE Omega Ratio Rank: 22
Omega Ratio Rank
BTCE.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCE.DE Martin Ratio Rank: 11
Martin Ratio Rank

BCDF
BCDF Risk / Return Rank: 1717
Overall Rank
BCDF Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BCDF Sortino Ratio Rank: 1616
Sortino Ratio Rank
BCDF Omega Ratio Rank: 1616
Omega Ratio Rank
BCDF Calmar Ratio Rank: 2020
Calmar Ratio Rank
BCDF Martin Ratio Rank: 1818
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.

BTCE.DE vs. BCDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) and Horizon Kinetics Blockchain Development ETF (BCDF). 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.


BTCE.DEBCDFDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-2.11

Omega ratioGain probability vs. loss probability

0.83

1.07

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.83

0.48

-1.32

Martin ratioReturn relative to average drawdown

-1.46

1.34

-2.79

BTCE.DE vs. BCDF - Sharpe Ratio Comparison

The current BTCE.DE Sharpe Ratio is -1.04, which is lower than the BCDF Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of BTCE.DE and BCDF, 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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Sharpe Ratios by Period


BTCE.DEBCDFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

0.32

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.19

+0.39

Drawdowns

BTCE.DE vs. BCDF - Drawdown Comparison

The maximum BTCE.DE drawdown since its inception was -74.62%, which is greater than BCDF's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and BCDF.


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Drawdown Indicators


BTCE.DEBCDFDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-31.19%

-43.43%

Max Drawdown (1Y)

Largest decline over 1 year

-49.76%

-9.61%

-40.15%

Max Drawdown (3Y)

Largest decline over 3 years

-49.76%

-17.69%

-32.07%

Max Drawdown (5Y)

Largest decline over 5 years

-74.62%

Current Drawdown

Current decline from peak

-49.27%

-7.64%

-41.63%

Average Drawdown

Average peak-to-trough decline

-30.28%

-12.95%

-17.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.52%

3.48%

+25.04%

Volatility

BTCE.DE vs. BCDF - Volatility Comparison

ETC Group Physical Bitcoin (BTCE.DE) has a higher volatility of 9.82% compared to Horizon Kinetics Blockchain Development ETF (BCDF) at 5.29%. This indicates that BTCE.DE's price experiences larger fluctuations and is considered to be riskier than BCDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCE.DEBCDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.82%

5.29%

+4.53%

Volatility (6M)

Calculated over the trailing 6-month period

31.25%

11.00%

+20.25%

Volatility (1Y)

Calculated over the trailing 1-year period

39.81%

14.76%

+25.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.58%

15.80%

+36.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.85%

15.80%

+42.05%

BTCE.DE vs. BCDF - Expense Ratio Comparison

BTCE.DE has a 2.00% expense ratio, which is higher than BCDF's 0.85% expense ratio.


Dividends

BTCE.DE vs. BCDF - Dividend Comparison

BTCE.DE has not paid dividends to shareholders, while BCDF's dividend yield for the trailing twelve months is around 2.44%.


PositionTTM2025202420232022
BCDF
Horizon Kinetics Blockchain Development ETF
2.44%2.53%1.63%0.69%0.38%
BTCE.DE
ETC Group Physical Bitcoin
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BTCE.DE and BCDF have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BCDF is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BCDF is cheaper with a 0.85% expense ratio, compared with 2.00% for BTCE.DE.

They also come from different issuers: ETC Issuance and Horizon. Their fees differ too: 2.00% for BTCE.DE and 0.85% for BCDF.

Portfolio Optimizer

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