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CN vs. GBTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CN and GBTC is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

CN vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI All China Equity ETF (CN) and Grayscale Bitcoin Trust (BTC) (GBTC). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember
-3.70%
39.31%
CN
GBTC

Key characteristics

Daily Std Dev

CN:

95.29%

GBTC:

57.97%

Max Drawdown

CN:

-45.00%

GBTC:

-89.91%

Current Drawdown

CN:

-35.00%

GBTC:

-9.73%

Returns By Period


CN

YTD

N/A

1M

-13.33%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GBTC

YTD

120.88%

1M

1.97%

6M

34.06%

1Y

110.69%

5Y*

53.93%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CN vs. GBTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI All China Equity ETF (CN) and Grayscale Bitcoin Trust (BTC) (GBTC). 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.


Sharpe ratio
No data
CN
GBTC


Chart placeholderNot enough data

Dividends

CN vs. GBTC - Dividend Comparison

CN's dividend yield for the trailing twelve months is around 18,231.42%, while GBTC has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
CN
Xtrackers MSCI All China Equity ETF
18,231.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GBTC
Grayscale Bitcoin Trust (BTC)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.23%0.00%0.00%0.00%

Drawdowns

CN vs. GBTC - Drawdown Comparison

The maximum CN drawdown since its inception was -45.00%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for CN and GBTC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-35.00%
-9.73%
CN
GBTC

Volatility

CN vs. GBTC - Volatility Comparison

Xtrackers MSCI All China Equity ETF (CN) has a higher volatility of 35.89% compared to Grayscale Bitcoin Trust (BTC) (GBTC) at 15.65%. This indicates that CN's price experiences larger fluctuations and is considered to be riskier than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
35.89%
15.65%
CN
GBTC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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