BTCE.DE vs. SHY
Compare and contrast key facts about ETC Group Physical Bitcoin (BTCE.DE) and iShares 1-3 Year Treasury Bond ETF (SHY).
BTCE.DE and SHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BTCE.DE is an actively managed fund by ETC Issuance. It was launched on Jun 8, 2020. SHY is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 1-3 Year Treasury Bond Index. It was launched on Jul 22, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTCE.DE or SHY.
Key characteristics
| BTCE.DE | SHY | |
|---|---|---|
| YTD Return | 106.23% | 3.17% |
| 1Y Return | 131.27% | 5.10% |
| 3Y Return (Ann) | 11.76% | 1.02% |
| Sharpe Ratio | 2.62 | 2.68 |
| Sortino Ratio | 3.09 | 4.33 |
| Omega Ratio | 1.38 | 1.56 |
| Calmar Ratio | 2.94 | 2.07 |
| Martin Ratio | 11.80 | 14.45 |
| Ulcer Index | 11.59% | 0.36% |
| Daily Std Dev | 51.93% | 1.92% |
| Max Drawdown | -74.62% | -5.71% |
| Current Drawdown | 0.00% | -0.97% |
Correlation
The correlation between BTCE.DE and SHY is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
BTCE.DE vs. SHY - Performance Comparison
In the year-to-date period, BTCE.DE achieves a 106.23% return, which is significantly higher than SHY's 3.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BTCE.DE vs. SHY - Expense Ratio Comparison
BTCE.DE has a 2.00% expense ratio, which is higher than SHY's 0.15% expense ratio.
Risk-Adjusted Performance
BTCE.DE vs. SHY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) and iShares 1-3 Year Treasury Bond ETF (SHY). 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.
Dividends
BTCE.DE vs. SHY - Dividend Comparison
BTCE.DE has not paid dividends to shareholders, while SHY's dividend yield for the trailing twelve months is around 3.87%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTCE.DE ETC Group Physical Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.87% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.72% | 0.54% | 0.36% | 0.26% |
Drawdowns
BTCE.DE vs. SHY - Drawdown Comparison
The maximum BTCE.DE drawdown since its inception was -74.62%, which is greater than SHY's maximum drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and SHY. For additional features, visit the drawdowns tool.
Volatility
BTCE.DE vs. SHY - Volatility Comparison
ETC Group Physical Bitcoin (BTCE.DE) has a higher volatility of 14.39% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.36%. This indicates that BTCE.DE's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.