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CLTC.DE vs. CBXO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLTC.DE vs. CBXO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CoinShares Physical Litecoin (LTC) EUR (CLTC.DE) and Calamos Bitcoin 90 Series Structured Alt Protection ETF - October (CBXO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CLTC.DE is traded in EUR, while CBXO is traded in USD. To make them comparable, the CBXO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CLTC.DE achieves a -38.45% return, which is significantly lower than CBXO's -2.62% return.


CLTC.DE

1D
0.11%
1M
-13.93%
YTD
-38.45%
6M
-43.65%
1Y
-48.83%
3Y*
-23.64%
5Y*
10Y*

CBXO

1D
-0.18%
1M
-0.46%
YTD
-2.62%
6M
-4.68%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLTC.DE vs. CBXO - Yearly Performance Comparison


Correlation

The correlation between CLTC.DE and CBXO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 8, 2025

0.48

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Return for Risk

CLTC.DE vs. CBXO — Risk / Return Rank

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

CLTC.DE
CLTC.DE Risk / Return Rank: 33
Overall Rank
CLTC.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CLTC.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
CLTC.DE Omega Ratio Rank: 33
Omega Ratio Rank
CLTC.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
CLTC.DE Martin Ratio Rank: 33
Martin Ratio Rank

CBXO
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.

CLTC.DE vs. CBXO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CoinShares Physical Litecoin (LTC) EUR (CLTC.DE) and Calamos Bitcoin 90 Series Structured Alt Protection ETF - October (CBXO). 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.


CLTC.DECBXODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.87

Calmar ratioReturn relative to maximum drawdown

-0.77

Martin ratioReturn relative to average drawdown

-1.24

CLTC.DE vs. CBXO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CLTC.DECBXODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

-1.86

+1.55

Drawdowns

CLTC.DE vs. CBXO - Drawdown Comparison

The maximum CLTC.DE drawdown since its inception was -84.88%, which is greater than CBXO's maximum drawdown of -12.93%. Use the drawdown chart below to compare losses from any high point for CLTC.DE and CBXO.


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Drawdown Indicators


CLTC.DECBXODifference

Max Drawdown

Largest peak-to-trough decline

-84.88%

-12.93%

-71.95%

Max Drawdown (1Y)

Largest decline over 1 year

-63.63%

Max Drawdown (3Y)

Largest decline over 3 years

-70.69%

Current Drawdown

Current decline from peak

-84.86%

-11.31%

-73.55%

Average Drawdown

Average peak-to-trough decline

-65.45%

-8.81%

-56.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.63%

Volatility

CLTC.DE vs. CBXO - Volatility Comparison


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Volatility by Period


CLTC.DECBXODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.65%

Volatility (6M)

Calculated over the trailing 6-month period

35.99%

Volatility (1Y)

Calculated over the trailing 1-year period

60.87%

8.90%

+51.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.60%

8.90%

+66.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.60%

8.90%

+66.70%

CLTC.DE vs. CBXO - Expense Ratio Comparison

CLTC.DE has a 1.50% expense ratio, which is higher than CBXO's 0.69% expense ratio.


Dividends

CLTC.DE vs. CBXO - Dividend Comparison

CLTC.DE has not paid dividends to shareholders, while CBXO's dividend yield for the trailing twelve months is around 0.53%.


Frequently Asked Questions


CLTC.DE and CBXO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBXO is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBXO is cheaper with a 0.69% expense ratio, compared with 1.50% for CLTC.DE.

CLTC.DE is categorized as Cryptocurrency, while CBXO is Defined Outcome. They also come from different issuers: CoinShares and Calamos. Their fees differ too: 1.50% for CLTC.DE and 0.69% for CBXO.

Portfolio Optimizer

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