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ETHX-B.TO vs. BTCX-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHX-B.TO vs. BTCX-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Galaxy Ethereum ETF (ETHX-B.TO) and CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETHX-B.TO achieves a -45.06% return, which is significantly lower than BTCX-B.TO's -30.94% return.


ETHX-B.TO

1D
-2.57%
1M
-19.45%
YTD
-45.06%
6M
-44.60%
1Y
-34.89%
3Y*
-4.92%
5Y*
-5.01%
10Y*

BTCX-B.TO

1D
-2.81%
1M
-17.77%
YTD
-30.94%
6M
-31.02%
1Y
-43.76%
3Y*
26.41%
5Y*
13.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHX-B.TO vs. BTCX-B.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ETHX-B.TO
CI Galaxy Ethereum ETF
-45.06%-15.87%55.80%90.02%-65.68%64.85%
BTCX-B.TO
CI Galaxy Bitcoin ETF C$ Unhedged Series Units
-30.94%-11.32%139.01%149.40%-62.06%-17.92%

Correlation

The correlation between ETHX-B.TO and BTCX-B.TO is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.81

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

0.83

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2021

0.82

The correlation between ETHX-B.TO and BTCX-B.TO has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

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Return for Risk

ETHX-B.TO vs. BTCX-B.TO — Risk / Return Rank

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

ETHX-B.TO
ETHX-B.TO Risk / Return Rank: 66
Overall Rank
ETHX-B.TO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ETHX-B.TO Sortino Ratio Rank: 66
Sortino Ratio Rank
ETHX-B.TO Omega Ratio Rank: 66
Omega Ratio Rank
ETHX-B.TO Calmar Ratio Rank: 55
Calmar Ratio Rank
ETHX-B.TO Martin Ratio Rank: 66
Martin Ratio Rank

BTCX-B.TO
BTCX-B.TO Risk / Return Rank: 22
Overall Rank
BTCX-B.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCX-B.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCX-B.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCX-B.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCX-B.TO Martin Ratio Rank: 22
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.

ETHX-B.TO vs. BTCX-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Galaxy Ethereum ETF (ETHX-B.TO) and CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ETHX-B.TOBTCX-B.TODifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

0.95

0.84

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.52

-0.83

+0.31

Martin ratioReturn relative to average drawdown

-0.84

-1.36

+0.53

ETHX-B.TO vs. BTCX-B.TO - Sharpe Ratio Comparison

The current ETHX-B.TO Sharpe Ratio is -0.53, which is higher than the BTCX-B.TO Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of ETHX-B.TO and BTCX-B.TO, 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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Drawdowns

ETHX-B.TO vs. BTCX-B.TO - Drawdown Comparison

The maximum ETHX-B.TO drawdown since its inception was -78.38%, roughly equal to the maximum BTCX-B.TO drawdown of -75.26%. Use the drawdown chart below to compare losses from any high point for ETHX-B.TO and BTCX-B.TO.


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Drawdown Indicators


ETHX-B.TOBTCX-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-78.38%

-75.26%

-3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-67.14%

-52.71%

-14.43%

Max Drawdown (3Y)

Largest decline over 3 years

-67.14%

-52.71%

-14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-78.38%

-75.26%

-3.12%

Current Drawdown

Current decline from peak

-66.60%

-52.71%

-13.89%

Average Drawdown

Average peak-to-trough decline

-43.02%

-33.17%

-9.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.78%

32.16%

+9.62%

Volatility

ETHX-B.TO vs. BTCX-B.TO - Volatility Comparison

CI Galaxy Ethereum ETF (ETHX-B.TO) has a higher volatility of 19.42% compared to CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.TO) at 13.23%. This indicates that ETHX-B.TO's price experiences larger fluctuations and is considered to be riskier than BTCX-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHX-B.TOBTCX-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.42%

13.23%

+6.19%

Volatility (6M)

Calculated over the trailing 6-month period

45.25%

34.03%

+11.22%

Volatility (1Y)

Calculated over the trailing 1-year period

66.77%

43.55%

+23.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.08%

53.38%

+15.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.86%

54.82%

+17.04%

Dividends

ETHX-B.TO vs. BTCX-B.TO - Dividend Comparison

Neither ETHX-B.TO nor BTCX-B.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ETHX-B.TO and BTCX-B.TO have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: CI and CI Global Asset Management.

Portfolio Optimizer

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