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DAVV.DE vs. L0CK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DAVV.DE vs. L0CK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Crypto and Blockchain Innovators UCITS ETF (DAVV.DE) and iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DAVV.DE achieves a 27.16% return, which is significantly higher than L0CK.DE's 19.85% return.


DAVV.DE

1D
-3.80%
1M
-0.05%
YTD
27.16%
6M
13.79%
1Y
43.77%
3Y*
52.28%
5Y*
-1.30%
10Y*

L0CK.DE

1D
-2.66%
1M
11.33%
YTD
19.85%
6M
20.34%
1Y
22.13%
3Y*
18.48%
5Y*
10.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAVV.DE vs. L0CK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DAVV.DE
VanEck Crypto and Blockchain Innovators UCITS ETF
27.16%-0.68%37.42%337.08%-85.83%-22.84%
L0CK.DE
iShares Digital Security UCITS ETF USD (Acc)
19.85%-0.03%22.76%29.81%-25.34%23.19%

Correlation

The correlation between DAVV.DE and L0CK.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (All Time)
Calculated using the full available price history since May 7, 2021

0.55

The correlation between DAVV.DE and L0CK.DE has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.

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Return for Risk

DAVV.DE vs. L0CK.DE — Risk / Return Rank

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

DAVV.DE
DAVV.DE Risk / Return Rank: 2323
Overall Rank
DAVV.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DAVV.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
DAVV.DE Omega Ratio Rank: 2424
Omega Ratio Rank
DAVV.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
DAVV.DE Martin Ratio Rank: 1818
Martin Ratio Rank

L0CK.DE
L0CK.DE Risk / Return Rank: 3232
Overall Rank
L0CK.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
L0CK.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
L0CK.DE Omega Ratio Rank: 3131
Omega Ratio Rank
L0CK.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
L0CK.DE Martin Ratio Rank: 3131
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.

DAVV.DE vs. L0CK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Crypto and Blockchain Innovators UCITS ETF (DAVV.DE) and iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE). 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.


DAVV.DEL0CK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratioReturn relative to maximum drawdown

1.03

1.81

-0.78

Martin ratioReturn relative to average drawdown

1.90

4.44

-2.54

DAVV.DE vs. L0CK.DE - Sharpe Ratio Comparison

The current DAVV.DE Sharpe Ratio is 0.81, which is comparable to the L0CK.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of DAVV.DE and L0CK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DAVV.DEL0CK.DEDifference

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

-0.02

0.55

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.60

-0.65

Drawdowns

DAVV.DE vs. L0CK.DE - Drawdown Comparison

The maximum DAVV.DE drawdown since its inception was -91.53%, which is greater than L0CK.DE's maximum drawdown of -32.50%. Use the drawdown chart below to compare losses from any high point for DAVV.DE and L0CK.DE.


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Drawdown Indicators


DAVV.DEL0CK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-91.53%

-32.50%

-59.03%

Max Drawdown (1Y)

Largest decline over 1 year

-45.68%

-12.47%

-33.21%

Max Drawdown (3Y)

Largest decline over 3 years

-60.00%

-27.07%

-32.93%

Max Drawdown (5Y)

Largest decline over 5 years

-91.53%

-28.54%

-62.99%

Current Drawdown

Current decline from peak

-34.58%

-3.17%

-31.41%

Average Drawdown

Average peak-to-trough decline

-57.66%

-9.03%

-48.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.79%

5.08%

+19.71%

Volatility

DAVV.DE vs. L0CK.DE - Volatility Comparison

VanEck Crypto and Blockchain Innovators UCITS ETF (DAVV.DE) has a higher volatility of 14.56% compared to iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) at 8.18%. This indicates that DAVV.DE's price experiences larger fluctuations and is considered to be riskier than L0CK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DAVV.DEL0CK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.56%

8.18%

+6.38%

Volatility (6M)

Calculated over the trailing 6-month period

40.57%

16.31%

+24.26%

Volatility (1Y)

Calculated over the trailing 1-year period

58.12%

20.67%

+37.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.78%

19.90%

+50.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.57%

20.21%

+50.36%

DAVV.DE vs. L0CK.DE - Expense Ratio Comparison

DAVV.DE has a 0.65% expense ratio, which is higher than L0CK.DE's 0.40% expense ratio.


Dividends

DAVV.DE vs. L0CK.DE - Dividend Comparison

Neither DAVV.DE nor L0CK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DAVV.DE and L0CK.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, L0CK.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

L0CK.DE is cheaper with a 0.40% expense ratio, compared with 0.65% for DAVV.DE.

DAVV.DE tracks MVIS Global Digital Assets Equity, while L0CK.DE tracks STOXX® Global Digital Security. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.65% for DAVV.DE and 0.40% for L0CK.DE.

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