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BTCE.DE vs. BTCW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BTCE.DEBTCW
Daily Std Dev44.16%54.64%
Max Drawdown-74.62%-22.67%
Current Drawdown-10.91%-12.77%

Correlation

-0.50.00.51.00.7

The correlation between BTCE.DE and BTCW is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BTCE.DE vs. BTCW - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%FebruaryMarchAprilMayJune
36.74%
38.23%
BTCE.DE
BTCW

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ETC Group Physical Bitcoin

Wisdom Tree Bitcoin Fund

BTCE.DE vs. BTCW - Expense Ratio Comparison

BTCE.DE has a 2.00% expense ratio, which is higher than BTCW's 0.30% expense ratio.


BTCE.DE
ETC Group Physical Bitcoin
Expense ratio chart for BTCE.DE: current value at 2.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.00%
Expense ratio chart for BTCW: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

BTCE.DE vs. BTCW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) and Wisdom Tree Bitcoin Fund (BTCW). 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.DE
Sharpe ratio
The chart of Sharpe ratio for BTCE.DE, currently valued at 2.45, compared to the broader market0.002.004.006.002.45
Sortino ratio
The chart of Sortino ratio for BTCE.DE, currently valued at 3.20, compared to the broader market0.005.0010.003.20
Omega ratio
The chart of Omega ratio for BTCE.DE, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for BTCE.DE, currently valued at 1.75, compared to the broader market0.005.0010.0015.0020.001.75
Martin ratio
The chart of Martin ratio for BTCE.DE, currently valued at 13.47, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.47
BTCW
Sharpe ratio
No data

BTCE.DE vs. BTCW - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

BTCE.DE vs. BTCW - Dividend Comparison

Neither BTCE.DE nor BTCW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BTCE.DE vs. BTCW - Drawdown Comparison

The maximum BTCE.DE drawdown since its inception was -74.62%, which is greater than BTCW's maximum drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and BTCW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJune
-12.80%
-12.77%
BTCE.DE
BTCW

Volatility

BTCE.DE vs. BTCW - Volatility Comparison

ETC Group Physical Bitcoin (BTCE.DE) has a higher volatility of 9.86% compared to Wisdom Tree Bitcoin Fund (BTCW) at 8.57%. This indicates that BTCE.DE's price experiences larger fluctuations and is considered to be riskier than BTCW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 12May 19May 26Jun 02Jun 09Jun 16
9.86%
8.57%
BTCE.DE
BTCW