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CCCX.TO vs. BTCX-B.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

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

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

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


2026 (YTD)2025
CCCX.TO
CI Galaxy Core Multi-Crypto ETF
-29.85%-25.28%
BTCX-B.TO
CI Galaxy Bitcoin ETF C$ Unhedged Series Units
-21.60%-22.28%

Returns By Period

In the year-to-date period, CCCX.TO achieves a -29.85% return, which is significantly lower than BTCX-B.TO's -21.60% return.


CCCX.TO

1D
0.79%
1M
-1.54%
YTD
-29.85%
6M
-47.04%
1Y
3Y*
5Y*
10Y*

BTCX-B.TO

1D
2.00%
1M
5.44%
YTD
-21.60%
6M
-41.05%
1Y
-21.01%
3Y*
33.76%
5Y*
4.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CCCX.TO vs. BTCX-B.TO - Expense Ratio Comparison

CCCX.TO has a 0.50% expense ratio, which is lower than BTCX-B.TO's 0.80% expense ratio.


Return for Risk

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

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

CCCX.TO

BTCX-B.TO
BTCX-B.TO Risk / Return Rank: 55
Overall Rank
BTCX-B.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BTCX-B.TO Sortino Ratio Rank: 55
Sortino Ratio Rank
BTCX-B.TO Omega Ratio Rank: 55
Omega Ratio Rank
BTCX-B.TO Calmar Ratio Rank: 55
Calmar Ratio Rank
BTCX-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.

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

This table presents a comparison of risk-adjusted performance metrics for CI Galaxy Core Multi-Crypto ETF (CCCX.TO) and CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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


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Sharpe Ratios by Period


CCCX.TOBTCX-B.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.17

0.10

-1.27

Correlation

The correlation between CCCX.TO and BTCX-B.TO is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

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

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


Tickers have no history of dividend payments

Drawdowns

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

The maximum CCCX.TO drawdown since its inception was -54.70%, smaller than the maximum BTCX-B.TO drawdown of -75.26%. Use the drawdown chart below to compare losses from any high point for CCCX.TO and BTCX-B.TO.


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Drawdown Indicators


CCCX.TOBTCX-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-54.70%

-75.26%

+20.56%

Max Drawdown (1Y)

Largest decline over 1 year

-50.41%

Max Drawdown (5Y)

Largest decline over 5 years

-75.26%

Current Drawdown

Current decline from peak

-52.07%

-46.31%

-5.76%

Average Drawdown

Average peak-to-trough decline

-28.62%

-32.68%

+4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.62%

Volatility

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


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Volatility by Period


CCCX.TOBTCX-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.00%

Volatility (6M)

Calculated over the trailing 6-month period

36.43%

Volatility (1Y)

Calculated over the trailing 1-year period

57.34%

44.77%

+12.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.34%

55.65%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.34%

55.58%

+1.76%