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BTCE.DE vs. DA20.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCE.DE vs. DA20.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Bitwise Physical Bitcoin ETP (BTCE.DE) and Bitwise MSCI Digital Assets Select 20 ETP (DA20.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCE.DE achieves a -26.76% return, which is significantly higher than DA20.DE's -35.13% return.


BTCE.DE

1D
0.00%
1M
1.37%
6M
-11.75%
YTD
-26.76%
1Y
-44.28%
3Y*
25.27%
5Y*
7.21%
10Y*
ALL TIME*
30.04%

DA20.DE

1D
0.00%
1M
-0.50%
6M
-16.27%
YTD
-35.13%
1Y
-51.65%
3Y*
10.51%
5Y*
10Y*
ALL TIME*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€508.71K€595.77K€1.12M
€14.88K€16.60K€29.46K

BTCE.DE vs. DA20.DE - Yearly Performance Comparison


2026 (YTD)202520242023
BTCE.DE
Bitwise Physical Bitcoin ETP
-26.76%-18.20%125.79%49.71%
DA20.DE
Bitwise MSCI Digital Assets Select 20 ETP
-35.13%-25.93%90.42%52.76%

Correlation

The correlation between BTCE.DE and DA20.DE is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.91

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2023

0.91

The correlation between BTCE.DE and DA20.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

BTCE.DE vs. DA20.DE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BTCE.DE
BTCE.DE Risk / Return Rank: 22
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: 22
Martin Ratio Rank

DA20.DE
DA20.DE Risk / Return Rank: 22
Overall Rank
DA20.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DA20.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
DA20.DE Omega Ratio Rank: 22
Omega Ratio Rank
DA20.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
DA20.DE Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BTCE.DE vs. DA20.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Physical Bitcoin ETP (BTCE.DE) and Bitwise MSCI Digital Assets Select 20 ETP (DA20.DE). 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.


BTCE.DEDA20.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

0.82

0.82

0.00

Calmar ratioReturn relative to maximum drawdown

-0.84

-0.82

-0.01

Martin ratioReturn relative to average drawdown

-1.27

-1.21

-0.06

BTCE.DE vs. DA20.DE - Sharpe Ratio Comparison

The current BTCE.DE Sharpe Ratio is -1.09, which is comparable to the DA20.DE Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of BTCE.DE and DA20.DE, 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

BTCE.DE vs. DA20.DE - Drawdown Comparison

The maximum BTCE.DE drawdown since its inception was -74.62%, which is greater than DA20.DE's maximum drawdown of -62.91%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and DA20.DE.


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Drawdown Indicators


BTCE.DEDA20.DEDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-62.91%

-11.71%

Max Drawdown (1Y)

Largest decline over 1 year

-53.06%

-62.91%

+9.85%

Max Drawdown (3Y)

Largest decline over 3 years

-53.06%

-62.91%

+9.85%

Max Drawdown (5Y)

Largest decline over 5 years

-74.62%

Current Drawdown

Current decline from peak

-49.09%

-59.49%

+10.40%

Average Drawdown

Average peak-to-trough decline

-30.88%

-22.30%

-8.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.01%

42.84%

-7.83%

Volatility

BTCE.DE vs. DA20.DE - Volatility Comparison

The current volatility for Bitwise Physical Bitcoin ETP (BTCE.DE) is 8.48%, while Bitwise MSCI Digital Assets Select 20 ETP (DA20.DE) has a volatility of 9.73%. This indicates that BTCE.DE experiences smaller price fluctuations and is considered to be less risky than DA20.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCE.DEDA20.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

9.73%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

28.87%

33.29%

-4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

40.94%

49.46%

-8.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.69%

52.56%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.53%

52.56%

+4.97%

BTCE.DE vs. DA20.DE - Expense Ratio Comparison

BTCE.DE has a 2.00% expense ratio, which is higher than DA20.DE's 1.49% expense ratio.


Dividends

BTCE.DE vs. DA20.DE - Dividend Comparison

Neither BTCE.DE nor DA20.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, BTCE.DE and DA20.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DA20.DE is cheaper at 1.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DA20.DE is cheaper with a 1.49% expense ratio, compared with 2.00% for BTCE.DE.

Their fees differ too: 2.00% for BTCE.DE and 1.49% for DA20.DE.

Portfolio Optimizer

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