CTEC vs. BKCH

Last updated Apr 2, 2026

Compare and contrast key facts about Global X CleanTech ETF (CTEC) and Global X Blockchain ETF (BKCH).

CTEC and BKCH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CTEC is a passively managed fund by Global X that tracks the performance of the Indxx Global CleanTech Index. It was launched on Oct 27, 2020. BKCH is an actively managed fund by Global X. It was launched on Jul 12, 2021.

Performance

CTEC vs. BKCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X CleanTech ETF (CTEC) and Global X Blockchain ETF (BKCH). The values are adjusted to include any dividend payments, if applicable.

CTEC vs. BKCH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CTEC Global X CleanTech ETF	9.30%	57.85%	-36.35%	-25.60%	-16.82%	-8.92%
BKCH Global X Blockchain ETF	-12.18%	27.14%	18.81%	267.06%	-85.10%	-1.24%

Returns By Period

In the year-to-date period, CTEC achieves a 9.30% return, which is significantly higher than BKCH's -12.18% return.

CTEC

• 1D: -0.47%
• 1M: -1.80%
• YTD: 9.30%
• 6M: 9.93%
• 1Y: 90.98%
• 3Y*: -9.15%
• 5Y*: -11.52%
• 10Y*: —

BKCH

• 1D: 0.47%
• 1M: -12.18%
• YTD: -12.18%
• 6M: -35.21%
• 1Y: 64.27%
• 3Y*: 41.26%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CTEC vs. BKCH - Expense Ratio Comparison

Both CTEC and BKCH have an expense ratio of 0.50%.

CTEC

Global X CleanTech ETF

BKCH

Global X Blockchain ETF

Return for Risk

CTEC vs. BKCH — Risk / Return Rank

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

CTEC

CTEC Risk / Return Rank: 93
CTEC Sharpe Ratio Rank: 95
CTEC Sortino Ratio Rank: 94
CTEC Omega Ratio Rank: 87
CTEC Calmar Ratio Rank: 97
CTEC Martin Ratio Rank: 92

BKCH

BKCH Risk / Return Rank: 46
BKCH Sharpe Ratio Rank: 46
BKCH Sortino Ratio Rank: 60
BKCH Omega Ratio Rank: 45
BKCH Calmar Ratio Rank: 48
BKCH Martin Ratio Rank: 31

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.

CTEC vs. BKCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X CleanTech ETF (CTEC) and Global X Blockchain ETF (BKCH). 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.

	CTEC	BKCH	Difference
Sharpe ratio Return per unit of total volatility	2.42	0.90	+1.53
Sortino ratio Return per unit of downside risk	3.00	1.59	+1.41
Omega ratio Gain probability vs. loss probability	1.37	1.18	+0.18
Calmar ratio Return relative to maximum drawdown	5.42	1.30	+4.12
Martin ratio Return relative to average drawdown	13.76	2.73	+11.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CTEC vs. BKCH - Sharpe Ratio Comparison

The current CTEC Sharpe Ratio is 2.42, which is higher than the BKCH Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of CTEC and BKCH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CTEC	BKCH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.42	0.90	+1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	-0.09	-0.03

Correlation

The correlation between CTEC and BKCH is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CTEC vs. BKCH - Dividend Comparison

CTEC's dividend yield for the trailing twelve months is around 0.69%, less than BKCH's 2.28% yield.

	TTM	2025	2024	2023	2022	2021	2020
CTEC Global X CleanTech ETF	0.69%	0.75%	1.56%	0.51%	0.25%	0.39%	0.02%
BKCH Global X Blockchain ETF	2.28%	2.00%	7.61%	2.33%	1.29%	4.28%	0.00%

Drawdowns

CTEC vs. BKCH - Drawdown Comparison

The maximum CTEC drawdown since its inception was -81.58%, smaller than the maximum BKCH drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for CTEC and BKCH.

Drawdown Indicators

	CTEC	BKCH	Difference
Max Drawdown Largest peak-to-trough decline	-81.58%	-91.80%	+10.22%
Max Drawdown (1Y) Largest decline over 1 year	-17.62%	-56.28%	+38.66%
Max Drawdown (5Y) Largest decline over 5 years	-76.46%	—	—
Current Drawdown Current decline from peak	-58.54%	-57.90%	-0.64%
Average Drawdown Average peak-to-trough decline	-52.42%	-62.89%	+10.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.93%	26.78%	-19.85%

Volatility

CTEC vs. BKCH - Volatility Comparison

The current volatility for Global X CleanTech ETF (CTEC) is 10.98%, while Global X Blockchain ETF (BKCH) has a volatility of 22.01%. This indicates that CTEC experiences smaller price fluctuations and is considered to be less risky than BKCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CTEC	BKCH	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.98%	22.01%	-11.03%
Volatility (6M) Calculated over the trailing 6-month period	27.93%	56.53%	-28.60%
Volatility (1Y) Calculated over the trailing 1-year period	37.79%	72.30%	-34.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.54%	75.94%	-39.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.91%	75.94%	-38.03%