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

Performance

BTCE.DE vs. BTCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ETC Group Physical Bitcoin (BTCE.DE) and T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ). 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 BTCZ is traded in USD. To make them comparable, the BTCZ 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 BTCZ's 41.50% 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*

BTCZ

1D
5.41%
1M
61.56%
YTD
41.50%
6M
53.82%
1Y
57.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCE.DE vs. BTCZ - Yearly Performance Comparison


2026 (YTD)20252024
BTCE.DE
ETC Group Physical Bitcoin
-27.02%-18.20%66.06%
BTCZ
T-Rex 2X Inverse Bitcoin Daily Target ETF
41.50%-37.53%-75.50%

Correlation

The correlation between BTCE.DE and BTCZ is -0.80, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.80

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2024

-0.72

The correlation between BTCE.DE and BTCZ has been stable across timeframes, ranging from -0.80 to -0.72 - a consistent structural relationship.

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Return for Risk

BTCE.DE vs. BTCZ — 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

BTCZ
BTCZ Risk / Return Rank: 2424
Overall Rank
BTCZ Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BTCZ Sortino Ratio Rank: 2727
Sortino Ratio Rank
BTCZ Omega Ratio Rank: 2626
Omega Ratio Rank
BTCZ Calmar Ratio Rank: 2727
Calmar Ratio Rank
BTCZ Martin Ratio Rank: 2121
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. BTCZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) and T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ). 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.DEBTCZDifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-2.99

Omega ratioGain probability vs. loss probability

0.83

1.17

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.83

1.18

-2.02

Martin ratioReturn relative to average drawdown

-1.46

2.21

-3.67

BTCE.DE vs. BTCZ - Sharpe Ratio Comparison

The current BTCE.DE Sharpe Ratio is -1.04, which is lower than the BTCZ Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of BTCE.DE and BTCZ, 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.DEBTCZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

0.66

-1.70

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

-0.57

+1.15

Drawdowns

BTCE.DE vs. BTCZ - Drawdown Comparison

The maximum BTCE.DE drawdown since its inception was -74.62%, smaller than the maximum BTCZ drawdown of -91.64%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and BTCZ.


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Drawdown Indicators


BTCE.DEBTCZDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-91.64%

+17.02%

Max Drawdown (1Y)

Largest decline over 1 year

-49.76%

-49.04%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-49.76%

Max Drawdown (5Y)

Largest decline over 5 years

-74.62%

Current Drawdown

Current decline from peak

-49.27%

-78.72%

+29.45%

Average Drawdown

Average peak-to-trough decline

-30.28%

-74.14%

+43.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.52%

26.24%

+2.28%

Volatility

BTCE.DE vs. BTCZ - Volatility Comparison

The current volatility for ETC Group Physical Bitcoin (BTCE.DE) is 9.82%, while T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ) has a volatility of 17.42%. This indicates that BTCE.DE experiences smaller price fluctuations and is considered to be less risky than BTCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCE.DEBTCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.82%

17.42%

-7.60%

Volatility (6M)

Calculated over the trailing 6-month period

31.25%

67.78%

-36.53%

Volatility (1Y)

Calculated over the trailing 1-year period

39.81%

88.54%

-48.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.58%

97.72%

-45.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.85%

97.72%

-39.87%

BTCE.DE vs. BTCZ - Expense Ratio Comparison

BTCE.DE has a 2.00% expense ratio, which is higher than BTCZ's 0.95% expense ratio.


Dividends

BTCE.DE vs. BTCZ - Dividend Comparison

BTCE.DE has not paid dividends to shareholders, while BTCZ's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM20252024
BTCE.DE
ETC Group Physical Bitcoin
0.00%0.00%0.00%
BTCZ
T-Rex 2X Inverse Bitcoin Daily Target ETF
0.01%0.02%0.08%

Frequently Asked Questions


BTCE.DE and BTCZ have a correlation of -0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BTCZ is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BTCZ is cheaper with a 0.95% expense ratio, compared with 2.00% for BTCE.DE.

They also come from different issuers: ETC Issuance and T-Rex. Their fees differ too: 2.00% for BTCE.DE and 0.95% for BTCZ.

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