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HDX1.DE vs. ABCH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDX1.DE vs. ABCH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.DE) and 21Shares Bitcoin Cash ETP (ABCH.DE). The values are adjusted to include any dividend payments, if applicable.

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HDX1.DE vs. ABCH.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
HDX1.DE
Hashdex Nasdaq Crypto Index Europe ETP EUR
-24.72%-21.32%108.60%133.00%-27.55%
ABCH.DE
21Shares Bitcoin Cash ETP
-25.21%16.28%73.28%161.37%-30.26%

Returns By Period

The year-to-date returns for both stocks are quite close, with HDX1.DE having a -24.72% return and ABCH.DE slightly lower at -25.21%.


HDX1.DE

1D
-2.77%
1M
-1.96%
YTD
-24.72%
6M
-47.19%
1Y
-28.31%
3Y*
21.63%
5Y*
10Y*

ABCH.DE

1D
-16.35%
1M
0.77%
YTD
-25.21%
6M
-24.24%
1Y
30.62%
3Y*
45.26%
5Y*
-5.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HDX1.DE vs. ABCH.DE - Expense Ratio Comparison

HDX1.DE has a 1.00% expense ratio, which is lower than ABCH.DE's 2.50% expense ratio.


Return for Risk

HDX1.DE vs. ABCH.DE — Risk / Return Rank

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

HDX1.DE
HDX1.DE Risk / Return Rank: 44
Overall Rank
HDX1.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
HDX1.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
HDX1.DE Omega Ratio Rank: 44
Omega Ratio Rank
HDX1.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
HDX1.DE Martin Ratio Rank: 55
Martin Ratio Rank

ABCH.DE
ABCH.DE Risk / Return Rank: 3131
Overall Rank
ABCH.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
ABCH.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
ABCH.DE Omega Ratio Rank: 2929
Omega Ratio Rank
ABCH.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
ABCH.DE Martin Ratio Rank: 2727
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.

HDX1.DE vs. ABCH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.DE) and 21Shares Bitcoin Cash ETP (ABCH.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.


HDX1.DEABCH.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.63

0.46

-1.09

Sortino ratio

Return per unit of downside risk

-0.72

1.11

-1.83

Omega ratio

Gain probability vs. loss probability

0.92

1.13

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.41

1.30

-1.71

Martin ratio

Return relative to average drawdown

-0.87

2.92

-3.79

HDX1.DE vs. ABCH.DE - Sharpe Ratio Comparison

The current HDX1.DE Sharpe Ratio is -0.63, which is lower than the ABCH.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of HDX1.DE and ABCH.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HDX1.DEABCH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

0.46

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

-0.06

+0.52

Correlation

The correlation between HDX1.DE and ABCH.DE is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HDX1.DE vs. ABCH.DE - Dividend Comparison

Neither HDX1.DE nor ABCH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HDX1.DE vs. ABCH.DE - Drawdown Comparison

The maximum HDX1.DE drawdown since its inception was -52.67%, smaller than the maximum ABCH.DE drawdown of -92.87%. Use the drawdown chart below to compare losses from any high point for HDX1.DE and ABCH.DE.


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Drawdown Indicators


HDX1.DEABCH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.67%

-92.87%

+40.20%

Max Drawdown (1Y)

Largest decline over 1 year

-52.67%

-31.22%

-21.45%

Max Drawdown (5Y)

Largest decline over 5 years

-92.87%

Current Drawdown

Current decline from peak

-49.52%

-71.90%

+22.38%

Average Drawdown

Average peak-to-trough decline

-14.68%

-72.95%

+58.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.12%

13.88%

+11.24%

Volatility

HDX1.DE vs. ABCH.DE - Volatility Comparison

The current volatility for Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.DE) is 12.28%, while 21Shares Bitcoin Cash ETP (ABCH.DE) has a volatility of 24.07%. This indicates that HDX1.DE experiences smaller price fluctuations and is considered to be less risky than ABCH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDX1.DEABCH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.28%

24.07%

-11.79%

Volatility (6M)

Calculated over the trailing 6-month period

35.33%

49.40%

-14.07%

Volatility (1Y)

Calculated over the trailing 1-year period

44.80%

66.71%

-21.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.56%

86.63%

-35.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.56%

86.27%

-34.71%