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DIGI.DE vs. CBUT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIGI.DE vs. CBUT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf Digital Infrastructure and Connectivity UCITS ETF (DIGI.DE) and iShares Blockchain Technology UCITS ETF USD (Acc) (CBUT.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, DIGI.DE achieves a 0.79% return, which is significantly higher than CBUT.DE's -12.59% return.


DIGI.DE

1D
0.19%
1M
-2.02%
YTD
0.79%
6M
1.68%
1Y
13.13%
3Y*
9.24%
5Y*
3.35%
10Y*

CBUT.DE

1D
-1.02%
1M
-10.22%
YTD
-12.59%
6M
-34.76%
1Y
60.11%
3Y*
32.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIGI.DE vs. CBUT.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DIGI.DE
HANetf Digital Infrastructure and Connectivity UCITS ETF
0.79%1.79%13.38%22.73%-1.66%
CBUT.DE
iShares Blockchain Technology UCITS ETF USD (Acc)
-12.59%13.17%12.43%235.40%-36.41%

Correlation

The correlation between DIGI.DE and CBUT.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


DIGI.DE vs. CBUT.DE - Expense Ratio Comparison

DIGI.DE has a 0.69% expense ratio, which is higher than CBUT.DE's 0.50% expense ratio.


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Return for Risk

DIGI.DE vs. CBUT.DE — Risk / Return Rank

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

DIGI.DE
DIGI.DE Risk / Return Rank: 3535
Overall Rank
DIGI.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DIGI.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
DIGI.DE Omega Ratio Rank: 2323
Omega Ratio Rank
DIGI.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
DIGI.DE Martin Ratio Rank: 4949
Martin Ratio Rank

CBUT.DE
CBUT.DE Risk / Return Rank: 3232
Overall Rank
CBUT.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CBUT.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
CBUT.DE Omega Ratio Rank: 3232
Omega Ratio Rank
CBUT.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
CBUT.DE Martin Ratio Rank: 2424
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.

DIGI.DE vs. CBUT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf Digital Infrastructure and Connectivity UCITS ETF (DIGI.DE) and iShares Blockchain Technology UCITS ETF USD (Acc) (CBUT.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.


DIGI.DECBUT.DEDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.68

-0.20

Sortino ratio

Return per unit of downside risk

0.69

1.23

-0.54

Omega ratio

Gain probability vs. loss probability

1.10

1.14

-0.04

Calmar ratio

Return relative to maximum drawdown

1.86

1.13

+0.73

Martin ratio

Return relative to average drawdown

6.12

2.37

+3.75

DIGI.DE vs. CBUT.DE - Sharpe Ratio Comparison

The current DIGI.DE Sharpe Ratio is 0.48, which is comparable to the CBUT.DE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of DIGI.DE and CBUT.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


DIGI.DECBUT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.68

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.46

-0.17

Drawdowns

DIGI.DE vs. CBUT.DE - Drawdown Comparison

The maximum DIGI.DE drawdown since its inception was -30.55%, smaller than the maximum CBUT.DE drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for DIGI.DE and CBUT.DE.


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Drawdown Indicators


DIGI.DECBUT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.55%

-53.95%

+23.40%

Max Drawdown (1Y)

Largest decline over 1 year

-5.09%

-43.09%

+38.00%

Max Drawdown (5Y)

Largest decline over 5 years

-30.55%

Current Drawdown

Current decline from peak

-3.42%

-41.17%

+37.75%

Average Drawdown

Average peak-to-trough decline

-10.76%

-19.84%

+9.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

20.59%

-19.04%

Volatility

DIGI.DE vs. CBUT.DE - Volatility Comparison

The current volatility for HANetf Digital Infrastructure and Connectivity UCITS ETF (DIGI.DE) is 2.77%, while iShares Blockchain Technology UCITS ETF USD (Acc) (CBUT.DE) has a volatility of 13.18%. This indicates that DIGI.DE experiences smaller price fluctuations and is considered to be less risky than CBUT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIGI.DECBUT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

13.18%

-10.41%

Volatility (6M)

Calculated over the trailing 6-month period

6.36%

40.35%

-33.99%

Volatility (1Y)

Calculated over the trailing 1-year period

11.53%

54.01%

-42.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.64%

60.90%

-41.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.08%

60.90%

-40.82%

Dividends

DIGI.DE vs. CBUT.DE - Dividend Comparison

Neither DIGI.DE nor CBUT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments