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BTCY-B.TO vs. ETHX-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Bitcoin Yield ETF CAD Non-Currency Hedged Units (BTCY-B.TO) and CI Galaxy Ethereum ETF (ETHX-B.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCY-B.TO achieves a -26.88% return, which is significantly higher than ETHX-B.TO's -33.86% return.


BTCY-B.TO

1D
0.56%
1M
-2.01%
6M
-34.97%
YTD
-26.88%
1Y
-44.74%
3Y*
22.12%
5Y*
10Y*

ETHX-B.TO

1D
2.24%
1M
6.10%
6M
-42.59%
YTD
-33.86%
1Y
-35.64%
3Y*
1.47%
5Y*
1.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
BTCY-B.TO
Purpose Bitcoin Yield ETF CAD Non-Currency Hedged Units
-26.88%-11.51%113.48%107.21%-60.74%-22.33%
ETHX-B.TO
CI Galaxy Ethereum ETF
-33.86%-15.87%55.80%90.02%-65.68%-18.25%

Correlation

The correlation between BTCY-B.TO and ETHX-B.TO is 0.85, 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

0.85

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

0.80

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2021

0.79

The correlation between BTCY-B.TO and ETHX-B.TO has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.

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Return for Risk

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

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

BTCY-B.TO
BTCY-B.TO Risk / Return Rank: 22
Overall Rank
BTCY-B.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCY-B.TO Sortino Ratio Rank: 33
Sortino Ratio Rank
BTCY-B.TO Omega Ratio Rank: 33
Omega Ratio Rank
BTCY-B.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCY-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.

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

This table presents a comparison of risk-adjusted performance metrics for Purpose Bitcoin Yield ETF CAD Non-Currency Hedged Units (BTCY-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.


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

-0.37

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

0.85

0.95

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.82

-0.53

-0.29

Martin ratioReturn relative to average drawdown

-1.32

-0.82

-0.50

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

The current BTCY-B.TO Sharpe Ratio is -0.91, which is lower than the ETHX-B.TO Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of BTCY-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.


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Drawdowns

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

The maximum BTCY-B.TO drawdown since its inception was -71.05%, smaller than the maximum ETHX-B.TO drawdown of -78.38%. Use the drawdown chart below to compare losses from any high point for BTCY-B.TO and ETHX-B.TO.


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Drawdown Indicators


BTCY-B.TOETHX-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-71.05%

-78.38%

+7.33%

Max Drawdown (1Y)

Largest decline over 1 year

-54.74%

-67.14%

+12.40%

Max Drawdown (3Y)

Largest decline over 3 years

-54.74%

-67.14%

+12.40%

Max Drawdown (5Y)

Largest decline over 5 years

-78.38%

Current Drawdown

Current decline from peak

-49.29%

-59.79%

+10.50%

Average Drawdown

Average peak-to-trough decline

-32.78%

-43.16%

+10.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.96%

43.59%

-9.63%

Volatility

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

The current volatility for Purpose Bitcoin Yield ETF CAD Non-Currency Hedged Units (BTCY-B.TO) is 12.61%, while CI Galaxy Ethereum ETF (ETHX-B.TO) has a volatility of 13.72%. This indicates that BTCY-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.


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Volatility by Period


BTCY-B.TOETHX-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.61%

13.72%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

41.57%

45.49%

-3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

49.43%

66.62%

-17.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.69%

68.86%

-19.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.69%

71.74%

-22.05%

Dividends

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

BTCY-B.TO's dividend yield for the trailing twelve months is around 21.56%, while ETHX-B.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021
BTCY-B.TO
Purpose Bitcoin Yield ETF CAD Non-Currency Hedged Units
21.56%14.33%7.69%9.31%19.45%1.25%
ETHX-B.TO
CI Galaxy Ethereum ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BTCY-B.TO and ETHX-B.TO have a correlation of 0.85, 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: Purpose and CI.

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