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KROG.L vs. BKCG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KROG.L vs. BKCG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L) and Global X Blockchain UCITS ETF USD Accumulating (BKCG.L). The values are adjusted to include any dividend payments, if applicable.

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KROG.L vs. BKCG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
KROG.L
Global X AgTech and Food Innovation UCITS ETF USD Accumulating
14.77%0.36%-6.89%-26.89%-14.07%
BKCG.L
Global X Blockchain UCITS ETF USD Accumulating
-11.48%23.16%6.98%308.24%-79.88%

Returns By Period

In the year-to-date period, KROG.L achieves a 14.77% return, which is significantly higher than BKCG.L's -11.48% return.


KROG.L

1D
0.44%
1M
-4.57%
YTD
14.77%
6M
14.32%
1Y
12.33%
3Y*
-7.91%
5Y*
10Y*

BKCG.L

1D
5.48%
1M
-11.21%
YTD
-11.48%
6M
-32.71%
1Y
75.78%
3Y*
41.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KROG.L vs. BKCG.L - Expense Ratio Comparison

Both KROG.L and BKCG.L have an expense ratio of 0.50%.


Return for Risk

KROG.L vs. BKCG.L — Risk / Return Rank

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

KROG.L
KROG.L Risk / Return Rank: 3838
Overall Rank
KROG.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
KROG.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
KROG.L Omega Ratio Rank: 3232
Omega Ratio Rank
KROG.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
KROG.L Martin Ratio Rank: 3434
Martin Ratio Rank

BKCG.L
BKCG.L Risk / Return Rank: 5050
Overall Rank
BKCG.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BKCG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
BKCG.L Omega Ratio Rank: 5050
Omega Ratio Rank
BKCG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
BKCG.L Martin Ratio Rank: 2929
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.

KROG.L vs. BKCG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L) and Global X Blockchain UCITS ETF USD Accumulating (BKCG.L). 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.


KROG.LBKCG.LDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.11

-0.39

Sortino ratio

Return per unit of downside risk

1.12

1.69

-0.56

Omega ratio

Gain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratio

Return relative to maximum drawdown

1.60

1.23

+0.38

Martin ratio

Return relative to average drawdown

3.47

2.50

+0.97

KROG.L vs. BKCG.L - Sharpe Ratio Comparison

The current KROG.L Sharpe Ratio is 0.72, which is lower than the BKCG.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of KROG.L and BKCG.L, 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


KROG.LBKCG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.11

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.47

0.02

-0.49

Correlation

The correlation between KROG.L and BKCG.L is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

KROG.L vs. BKCG.L - Dividend Comparison

Neither KROG.L nor BKCG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KROG.L vs. BKCG.L - Drawdown Comparison

The maximum KROG.L drawdown since its inception was -51.38%, smaller than the maximum BKCG.L drawdown of -82.56%. Use the drawdown chart below to compare losses from any high point for KROG.L and BKCG.L.


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Drawdown Indicators


KROG.LBKCG.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.38%

-82.56%

+31.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.85%

-54.08%

+44.23%

Current Drawdown

Current decline from peak

-38.96%

-51.56%

+12.60%

Average Drawdown

Average peak-to-trough decline

-34.20%

-43.79%

+9.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

26.52%

-22.73%

Volatility

KROG.L vs. BKCG.L - Volatility Comparison

The current volatility for Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROG.L) is 5.79%, while Global X Blockchain UCITS ETF USD Accumulating (BKCG.L) has a volatility of 17.35%. This indicates that KROG.L experiences smaller price fluctuations and is considered to be less risky than BKCG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KROG.LBKCG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

17.35%

-11.56%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

53.14%

-41.40%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

68.07%

-50.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.56%

74.88%

-55.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

74.88%

-55.32%