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

Performance

ETHX-U.TO vs. BTCC-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CI Galaxy Ethereum ETF (US$ Series) (ETHX-U.TO) and Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ETHX-U.TO is traded in USD, while BTCC-B.TO is traded in CAD. To make them comparable, the BTCC-B.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ETHX-U.TO achieves a -46.97% return, which is significantly lower than BTCC-B.TO's -33.53% return.


ETHX-U.TO

1D
-2.51%
1M
-21.61%
YTD
-46.97%
6M
-46.77%
1Y
-37.56%
3Y*
-7.06%
5Y*
-7.54%
10Y*

BTCC-B.TO

1D
-3.03%
1M
-20.33%
YTD
-33.53%
6M
-33.85%
1Y
-46.10%
3Y*
22.76%
5Y*
9.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHX-U.TO vs. BTCC-B.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ETHX-U.TO
CI Galaxy Ethereum ETF (US$ Series)
-46.97%-11.53%43.46%93.31%-67.94%63.87%
BTCC-B.TO
Purpose Bitcoin ETF Non-Currency Hedged Units
-33.53%-7.61%118.10%154.20%-64.49%-19.74%

Correlation

The correlation between ETHX-U.TO and BTCC-B.TO is 0.85, 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

0.85

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

0.79

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

0.81

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

0.79

The correlation between ETHX-U.TO and BTCC-B.TO has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.

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Return for Risk

ETHX-U.TO vs. BTCC-B.TO — Risk / Return Rank

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

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

BTCC-B.TO
BTCC-B.TO Risk / Return Rank: 22
Overall Rank
BTCC-B.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCC-B.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCC-B.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCC-B.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCC-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-U.TO vs. BTCC-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Galaxy Ethereum ETF (US$ Series) (ETHX-U.TO) and Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-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-U.TOBTCC-B.TODifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

0.94

0.82

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.55

-0.86

+0.31

Martin ratioReturn relative to average drawdown

-0.90

-1.45

+0.56

ETHX-U.TO vs. BTCC-B.TO - Sharpe Ratio Comparison

The current ETHX-U.TO Sharpe Ratio is -0.56, which is higher than the BTCC-B.TO Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of ETHX-U.TO and BTCC-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-U.TO vs. BTCC-B.TO - Drawdown Comparison

The maximum ETHX-U.TO drawdown since its inception was -79.05%, roughly equal to the maximum BTCC-B.TO drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for ETHX-U.TO and BTCC-B.TO.


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Drawdown Indicators


ETHX-U.TOBTCC-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-79.05%

-76.86%

-2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-68.04%

-53.70%

-14.34%

Max Drawdown (3Y)

Largest decline over 3 years

-68.04%

-53.70%

-14.34%

Max Drawdown (5Y)

Largest decline over 5 years

-79.05%

-76.86%

-2.19%

Current Drawdown

Current decline from peak

-68.18%

-53.70%

-14.48%

Average Drawdown

Average peak-to-trough decline

-46.24%

-34.20%

-12.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.96%

31.73%

+10.23%

Volatility

ETHX-U.TO vs. BTCC-B.TO - Volatility Comparison

CI Galaxy Ethereum ETF (US$ Series) (ETHX-U.TO) has a higher volatility of 20.94% compared to Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO) at 13.42%. This indicates that ETHX-U.TO's price experiences larger fluctuations and is considered to be riskier than BTCC-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-U.TOBTCC-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

20.94%

13.42%

+7.52%

Volatility (6M)

Calculated over the trailing 6-month period

46.21%

33.94%

+12.27%

Volatility (1Y)

Calculated over the trailing 1-year period

67.86%

43.34%

+24.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.03%

53.37%

+17.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.85%

55.16%

+18.69%

Dividends

ETHX-U.TO vs. BTCC-B.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ETHX-U.TO and BTCC-B.TO have a correlation of 0.85, 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 Purpose Investments.

Portfolio Optimizer

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