DJSC.AS vs. BTC-USD
DJSC.AS (iShares EURO STOXX Small UCITS ETF) is Europe Equities fund tracking the MSCI EMU SMID NR EUR, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, DJSC.AS returned 8.67%/yr vs 59.35%/yr for BTC-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
DJSC.AS vs. BTC-USD - Performance Comparison
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Different Trading Currencies
DJSC.AS is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DJSC.AS achieves a 9.15% return, which is significantly higher than BTC-USD's -26.78% return. Over the past 10 years, DJSC.AS has underperformed BTC-USD with an annualized return of 8.67%, while BTC-USD has yielded a comparatively higher 59.35% annualized return.
DJSC.AS
- 1D
- -0.28%
- 1M
- 3.09%
- YTD
- 9.15%
- 6M
- 11.86%
- 1Y
- 18.07%
- 3Y*
- 10.59%
- 5Y*
- 5.12%
- 10Y*
- 8.67%
BTC-USD
- 1D
- -1.22%
- 1M
- -21.18%
- YTD
- -26.78%
- 6M
- -31.03%
- 1Y
- -40.54%
- 3Y*
- 31.42%
- 5Y*
- 12.48%
- 10Y*
- 59.35%
DJSC.AS vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DJSC.AS iShares EURO STOXX Small UCITS ETF | 9.15% | 21.43% | -2.89% | 12.25% | -14.19% | 21.56% | 8.54% | 25.52% | -12.83% | 22.19% |
BTC-USD Bitcoin | -26.78% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | 98.48% | -73.46% | 1,229.62% |
Correlation
The correlation between DJSC.AS and BTC-USD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.07 |
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Return for Risk
DJSC.AS vs. BTC-USD — Risk / Return Rank
DJSC.AS
BTC-USD
DJSC.AS vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Small UCITS ETF (DJSC.AS) and Bitcoin (BTC-USD). 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.
| DJSC.AS | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.24 | ||
| Sortino ratioReturn per unit of downside risk | +3.20 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.86 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | -0.81 | +2.36 |
| Martin ratioReturn relative to average drawdown | 5.94 | -1.44 | +7.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJSC.AS | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | -0.95 | +2.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.23 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.88 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.13 | -0.76 |
Drawdowns
DJSC.AS vs. BTC-USD - Drawdown Comparison
The maximum DJSC.AS drawdown since its inception was -63.04%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for DJSC.AS and BTC-USD.
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Drawdown Indicators
| DJSC.AS | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.04% | -83.05% | +20.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.56% | -49.93% | +38.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.05% | -49.93% | +33.88% |
Max Drawdown (5Y)Largest decline over 5 years | -28.17% | -73.60% | +45.43% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | -82.51% | +46.61% |
Current DrawdownCurrent decline from peak | -1.37% | -48.78% | +47.41% |
Average DrawdownAverage peak-to-trough decline | -13.33% | -39.96% | +26.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 33.68% | -30.67% |
Volatility
DJSC.AS vs. BTC-USD - Volatility Comparison
The current volatility for iShares EURO STOXX Small UCITS ETF (DJSC.AS) is 3.86%, while Bitcoin (BTC-USD) has a volatility of 10.14%. This indicates that DJSC.AS experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJSC.AS | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 10.14% | -6.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.74% | 34.46% | -22.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 35.39% | -21.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 45.05% | -28.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 55.99% | -39.64% |
Frequently Asked Questions
DJSC.AS and BTC-USD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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