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BTCE.DE vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCE.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ETC Group Physical Bitcoin (BTCE.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 -27.02% return, which is significantly lower than SXR8.DE's 9.96% return.


BTCE.DE

1D
-3.79%
1M
-18.81%
YTD
-27.02%
6M
-28.97%
1Y
-41.88%
3Y*
28.04%
5Y*
10.38%
10Y*

SXR8.DE

1D
1.56%
1M
0.10%
YTD
9.96%
6M
11.01%
1Y
24.90%
3Y*
17.96%
5Y*
14.24%
10Y*
14.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCE.DE vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BTCE.DE
ETC Group Physical Bitcoin
-27.02%-18.20%125.79%146.52%-63.89%81.36%162.37%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
9.96%4.73%32.32%22.47%-14.31%40.74%10.08%

Correlation

The correlation between BTCE.DE and SXR8.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2020

0.34

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Return for Risk

BTCE.DE vs. SXR8.DE — 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

SXR8.DE
SXR8.DE Risk / Return Rank: 7676
Overall Rank
SXR8.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7676
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. SXR8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.DESXR8.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.13

Sortino ratioReturn per unit of downside risk

-4.42

Omega ratioGain probability vs. loss probability

0.83

1.39

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.83

3.52

-4.35

Martin ratioReturn relative to average drawdown

-1.46

12.50

-13.96

BTCE.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current BTCE.DE Sharpe Ratio is -1.04, which is lower than the SXR8.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of BTCE.DE and SXR8.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. SXR8.DE - Drawdown Comparison

The maximum BTCE.DE drawdown since its inception was -74.62%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and SXR8.DE.


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Drawdown Indicators


BTCE.DESXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-33.78%

-40.84%

Max Drawdown (1Y)

Largest decline over 1 year

-49.76%

-6.94%

-42.82%

Max Drawdown (3Y)

Largest decline over 3 years

-49.76%

-23.32%

-26.44%

Max Drawdown (5Y)

Largest decline over 5 years

-74.62%

-23.32%

-51.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

Current Drawdown

Current decline from peak

-49.27%

-1.72%

-47.55%

Average Drawdown

Average peak-to-trough decline

-30.26%

-5.22%

-25.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.52%

1.96%

+26.56%

Volatility

BTCE.DE vs. SXR8.DE - Volatility Comparison

ETC Group Physical Bitcoin (BTCE.DE) has a higher volatility of 9.82% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.08%. This indicates that BTCE.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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.DESXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.82%

3.08%

+6.74%

Volatility (6M)

Calculated over the trailing 6-month period

31.25%

7.86%

+23.39%

Volatility (1Y)

Calculated over the trailing 1-year period

39.81%

11.78%

+28.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.58%

15.18%

+37.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.83%

16.08%

+41.75%

BTCE.DE vs. SXR8.DE - Expense Ratio Comparison

BTCE.DE has a 2.00% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.


Dividends

BTCE.DE vs. SXR8.DE - Dividend Comparison

Neither BTCE.DE nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BTCE.DE and SXR8.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR8.DE is cheaper with a 0.07% expense ratio, compared with 2.00% for BTCE.DE.

BTCE.DE is categorized as Cryptocurrency, while SXR8.DE is S&P 500. They also come from different issuers: ETC Issuance and iShares. Their fees differ too: 2.00% for BTCE.DE and 0.07% for SXR8.DE.

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