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CBUT.DE vs. BCHS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CBUT.DE vs. BCHS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Blockchain Technology UCITS ETF USD (Acc) (CBUT.DE) and Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L). The values are adjusted to include any dividend payments, if applicable.

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CBUT.DE vs. BCHS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
CBUT.DE
iShares Blockchain Technology UCITS ETF USD (Acc)
-11.70%13.17%12.43%235.40%-36.41%
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF Acc
-5.21%28.19%24.22%61.63%-11.04%
Different Trading Currencies

CBUT.DE is traded in EUR, while BCHS.L is traded in GBp. To make them comparable, the BCHS.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBUT.DE achieves a -11.70% return, which is significantly lower than BCHS.L's -5.21% return.


CBUT.DE

1D
4.43%
1M
-7.45%
YTD
-11.70%
6M
-29.38%
1Y
43.93%
3Y*
32.31%
5Y*
10Y*

BCHS.L

1D
4.51%
1M
-5.70%
YTD
-5.21%
6M
-13.53%
1Y
45.80%
3Y*
29.54%
5Y*
2.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CBUT.DE vs. BCHS.L - Expense Ratio Comparison

CBUT.DE has a 0.50% expense ratio, which is lower than BCHS.L's 0.65% expense ratio.


Return for Risk

CBUT.DE vs. BCHS.L — Risk / Return Rank

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

CBUT.DE
CBUT.DE Risk / Return Rank: 3737
Overall Rank
CBUT.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CBUT.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
CBUT.DE Omega Ratio Rank: 3838
Omega Ratio Rank
CBUT.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
CBUT.DE Martin Ratio Rank: 2424
Martin Ratio Rank

BCHS.L
BCHS.L Risk / Return Rank: 5959
Overall Rank
BCHS.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BCHS.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
BCHS.L Omega Ratio Rank: 5656
Omega Ratio Rank
BCHS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
BCHS.L Martin Ratio Rank: 3737
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.

CBUT.DE vs. BCHS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Blockchain Technology UCITS ETF USD (Acc) (CBUT.DE) and Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L). 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.


CBUT.DEBCHS.LDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.09

-0.28

Sortino ratio

Return per unit of downside risk

1.37

1.63

-0.26

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

0.89

1.44

-0.55

Martin ratio

Return relative to average drawdown

1.87

3.11

-1.24

CBUT.DE vs. BCHS.L - Sharpe Ratio Comparison

The current CBUT.DE Sharpe Ratio is 0.81, which is comparable to the BCHS.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of CBUT.DE and BCHS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CBUT.DEBCHS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.09

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.56

-0.09

Correlation

The correlation between CBUT.DE and BCHS.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CBUT.DE vs. BCHS.L - Dividend Comparison

Neither CBUT.DE nor BCHS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CBUT.DE vs. BCHS.L - Drawdown Comparison

The maximum CBUT.DE drawdown since its inception was -53.95%, smaller than the maximum BCHS.L drawdown of -57.34%. Use the drawdown chart below to compare losses from any high point for CBUT.DE and BCHS.L.


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Drawdown Indicators


CBUT.DEBCHS.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.95%

-55.89%

+1.94%

Max Drawdown (1Y)

Largest decline over 1 year

-43.09%

-29.49%

-13.60%

Max Drawdown (5Y)

Largest decline over 5 years

-55.89%

Current Drawdown

Current decline from peak

-40.56%

-26.72%

-13.84%

Average Drawdown

Average peak-to-trough decline

-19.81%

-21.65%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.45%

13.67%

+6.78%

Volatility

CBUT.DE vs. BCHS.L - Volatility Comparison

iShares Blockchain Technology UCITS ETF USD (Acc) (CBUT.DE) has a higher volatility of 14.67% compared to Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L) at 11.58%. This indicates that CBUT.DE's price experiences larger fluctuations and is considered to be riskier than BCHS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUT.DEBCHS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.67%

11.58%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

40.42%

30.07%

+10.35%

Volatility (1Y)

Calculated over the trailing 1-year period

54.06%

41.78%

+12.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.93%

36.22%

+24.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.93%

35.06%

+25.87%