PortfoliosLab logoPortfoliosLab logo
HDX1.DE vs. RAND.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDX1.DE vs. RAND.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 CoinShares Physical Staked Algorand EUR (RAND.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HDX1.DE achieves a -29.97% return, which is significantly lower than RAND.DE's -18.89% return.


HDX1.DE

1D
-3.83%
1M
-21.06%
YTD
-29.97%
6M
-32.20%
1Y
-41.17%
3Y*
19.62%
5Y*
10Y*

RAND.DE

1D
-5.09%
1M
-10.36%
YTD
-18.89%
6M
-25.03%
1Y
-46.62%
3Y*
-11.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
HDX1.DE
Hashdex Nasdaq Crypto Index Europe ETP EUR
-29.97%-21.32%108.60%133.00%-27.55%
RAND.DE
CoinShares Physical Staked Algorand EUR
-18.89%-63.34%46.73%44.34%-49.45%

Correlation

The correlation between HDX1.DE and RAND.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.70

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2022

0.67

The correlation between HDX1.DE and RAND.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HDX1.DE vs. RAND.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: 22
Overall Rank
HDX1.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
HDX1.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
HDX1.DE Omega Ratio Rank: 22
Omega Ratio Rank
HDX1.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
HDX1.DE Martin Ratio Rank: 22
Martin Ratio Rank

RAND.DE
RAND.DE Risk / Return Rank: 55
Overall Rank
RAND.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
RAND.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
RAND.DE Omega Ratio Rank: 66
Omega Ratio Rank
RAND.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
RAND.DE Martin Ratio Rank: 55
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. RAND.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 CoinShares Physical Staked Algorand EUR (RAND.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.DERAND.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

0.85

0.97

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.63

-0.16

Martin ratioReturn relative to average drawdown

-1.36

-0.93

-0.42

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

The current HDX1.DE Sharpe Ratio is -0.96, which is lower than the RAND.DE Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of HDX1.DE and RAND.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.


Loading charts...

Sharpe Ratios by Period


HDX1.DERAND.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

-0.49

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

-0.28

+0.67

Drawdowns

HDX1.DE vs. RAND.DE - Drawdown Comparison

The maximum HDX1.DE drawdown since its inception was -53.03%, smaller than the maximum RAND.DE drawdown of -86.60%. Use the drawdown chart below to compare losses from any high point for HDX1.DE and RAND.DE.


Loading charts...

Drawdown Indicators


HDX1.DERAND.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.03%

-86.60%

+33.57%

Max Drawdown (1Y)

Largest decline over 1 year

-53.03%

-72.75%

+19.72%

Max Drawdown (3Y)

Largest decline over 3 years

-53.03%

-86.60%

+33.57%

Current Drawdown

Current decline from peak

-53.03%

-82.79%

+29.76%

Average Drawdown

Average peak-to-trough decline

-16.03%

-60.08%

+44.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.87%

49.62%

-18.75%

Volatility

HDX1.DE vs. RAND.DE - Volatility Comparison

The current volatility for Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.DE) is 10.07%, while CoinShares Physical Staked Algorand EUR (RAND.DE) has a volatility of 20.37%. This indicates that HDX1.DE experiences smaller price fluctuations and is considered to be less risky than RAND.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HDX1.DERAND.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.07%

20.37%

-10.30%

Volatility (6M)

Calculated over the trailing 6-month period

32.86%

51.93%

-19.07%

Volatility (1Y)

Calculated over the trailing 1-year period

43.43%

93.35%

-49.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.02%

92.49%

-41.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.02%

92.49%

-41.47%

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

HDX1.DE has a 1.00% expense ratio, which is higher than RAND.DE's 0.00% expense ratio.


Dividends

HDX1.DE vs. RAND.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


HDX1.DE and RAND.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RAND.DE is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RAND.DE is cheaper with a 0.00% expense ratio, compared with 1.00% for HDX1.DE.

They also come from different issuers: Hashdex and CoinShares. Their fees differ too: 1.00% for HDX1.DE and 0.00% for RAND.DE.

Portfolio Optimizer

Find the right allocation for HDX1.DE and RAND.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer