PortfoliosLab logoPortfoliosLab logo
BTCX-B.TO vs. ETHX-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCX-B.TO vs. ETHX-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.TO) and CI Galaxy Ethereum ETF (ETHX-B.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BTCX-B.TO achieves a -24.73% return, which is significantly higher than ETHX-B.TO's -35.31% return.


BTCX-B.TO

1D
3.04%
1M
2.01%
6M
-31.09%
YTD
-24.73%
1Y
-45.19%
3Y*
30.68%
5Y*
17.06%
10Y*

ETHX-B.TO

1D
5.17%
1M
13.18%
6M
-40.72%
YTD
-35.31%
1Y
-36.02%
3Y*
0.72%
5Y*
0.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCX-B.TO vs. ETHX-B.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BTCX-B.TO
CI Galaxy Bitcoin ETF C$ Unhedged Series Units
-24.73%-11.32%139.01%149.40%-62.06%-17.92%
ETHX-B.TO
CI Galaxy Ethereum ETF
-35.31%-15.87%55.80%90.02%-65.68%64.85%

Correlation

The correlation between BTCX-B.TO and ETHX-B.TO is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.81

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

0.83

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2021

0.82

The correlation between BTCX-B.TO and ETHX-B.TO has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

BTCX-B.TO vs. ETHX-B.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTCX-B.TO
BTCX-B.TO Risk / Return Rank: 22
Overall Rank
BTCX-B.TO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCX-B.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCX-B.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCX-B.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCX-B.TO Martin Ratio Rank: 22
Martin Ratio Rank

ETHX-B.TO
ETHX-B.TO Risk / Return Rank: 55
Overall Rank
ETHX-B.TO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ETHX-B.TO Sortino Ratio Rank: 55
Sortino Ratio Rank
ETHX-B.TO Omega Ratio Rank: 55
Omega Ratio Rank
ETHX-B.TO Calmar Ratio Rank: 55
Calmar Ratio Rank
ETHX-B.TO Martin Ratio Rank: 55
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.

BTCX-B.TO vs. ETHX-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.TO) and CI Galaxy Ethereum ETF (ETHX-B.TO). 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.


BTCX-B.TOETHX-B.TODifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

0.83

0.95

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.86

-0.54

-0.32

Martin ratioReturn relative to average drawdown

-1.35

-0.83

-0.52

BTCX-B.TO vs. ETHX-B.TO - Sharpe Ratio Comparison

The current BTCX-B.TO Sharpe Ratio is -1.04, which is lower than the ETHX-B.TO Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of BTCX-B.TO and ETHX-B.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BTCX-B.TO vs. ETHX-B.TO - Drawdown Comparison

The maximum BTCX-B.TO drawdown since its inception was -75.26%, roughly equal to the maximum ETHX-B.TO drawdown of -78.38%. Use the drawdown chart below to compare losses from any high point for BTCX-B.TO and ETHX-B.TO.


Loading charts...

Drawdown Indicators


BTCX-B.TOETHX-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-75.26%

-78.38%

+3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-52.71%

-67.14%

+14.43%

Max Drawdown (3Y)

Largest decline over 3 years

-52.71%

-67.14%

+14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-75.26%

-78.38%

+3.12%

Current Drawdown

Current decline from peak

-48.46%

-60.67%

+12.21%

Average Drawdown

Average peak-to-trough decline

-33.28%

-43.15%

+9.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.49%

43.42%

-9.93%

Volatility

BTCX-B.TO vs. ETHX-B.TO - Volatility Comparison

The current volatility for CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.TO) is 11.42%, while CI Galaxy Ethereum ETF (ETHX-B.TO) has a volatility of 16.01%. This indicates that BTCX-B.TO experiences smaller price fluctuations and is considered to be less risky than ETHX-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BTCX-B.TOETHX-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.42%

16.01%

-4.59%

Volatility (6M)

Calculated over the trailing 6-month period

34.13%

45.79%

-11.66%

Volatility (1Y)

Calculated over the trailing 1-year period

43.79%

66.58%

-22.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.37%

68.86%

-15.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.73%

71.77%

-17.04%

Dividends

BTCX-B.TO vs. ETHX-B.TO - Dividend Comparison

Neither BTCX-B.TO nor ETHX-B.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BTCX-B.TO and ETHX-B.TO have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: CI Global Asset Management and CI.

Portfolio Optimizer

Find the right allocation for BTCX-B.TO and ETHX-B.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer