PIGI.L vs. BKCG.L

Last updated Apr 2, 2026

Compare and contrast key facts about HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L) and Global X Blockchain UCITS ETF USD Accumulating (BKCG.L).

PIGI.L and BKCG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PIGI.L is a passively managed fund by HANetf that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Oct 8, 2020. BKCG.L is a passively managed fund by Global X that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Jan 21, 2022. Both PIGI.L and BKCG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

PIGI.L vs. BKCG.L - Performance Comparison

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

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

	2026 (YTD)	2025
PIGI.L HANetf Digital Infrastructure and Connectivity UCITS ETF	-0.59%	12.66%
BKCG.L Global X Blockchain UCITS ETF USD Accumulating	-11.48%	88.08%

Different Trading Currencies

PIGI.L is traded in GBp, while BKCG.L is traded in GBP. To make them comparable, the BKCG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PIGI.L achieves a -0.59% return, which is significantly higher than BKCG.L's -11.48% return.

PIGI.L

• 1D: 0.19%
• 1M: -4.75%
• YTD: -0.59%
• 6M: 1.91%
• 1Y: —
• 3Y*: —
• 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)

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

PIGI.L has a 0.69% expense ratio, which is higher than BKCG.L's 0.50% expense ratio.

PIGI.L

HANetf Digital Infrastructure and Connectivity UCITS ETF

BKCG.L

Global X Blockchain UCITS ETF USD Accumulating

Return for Risk

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

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

BKCG.L

BKCG.L Risk / Return Rank: 50
BKCG.L Sharpe Ratio Rank: 60
BKCG.L Sortino Ratio Rank: 65
BKCG.L Omega Ratio Rank: 50
BKCG.L Calmar Ratio Rank: 44
BKCG.L Martin Ratio Rank: 29

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.

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

This table presents a comparison of risk-adjusted performance metrics for HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PIGI.L	BKCG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.11	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.47	0.02	+1.45

Correlation

The correlation between PIGI.L and BKCG.L is 0.33, 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

PIGI.L vs. BKCG.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

PIGI.L vs. BKCG.L - Drawdown Comparison

The maximum PIGI.L drawdown since its inception was -6.15%, smaller than the maximum BKCG.L drawdown of -82.56%. Use the drawdown chart below to compare losses from any high point for PIGI.L and BKCG.L.

Drawdown Indicators

	PIGI.L	BKCG.L	Difference
Max Drawdown Largest peak-to-trough decline	-6.15%	-82.56%	+76.41%
Max Drawdown (1Y) Largest decline over 1 year	—	-54.08%	—
Current Drawdown Current decline from peak	-5.07%	-51.56%	+46.49%
Average Drawdown Average peak-to-trough decline	-1.14%	-43.79%	+42.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	26.52%	—

Volatility

Volatility by Period

	PIGI.L	BKCG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	17.35%	—
Volatility (6M) Calculated over the trailing 6-month period	—	53.14%	—
Volatility (1Y) Calculated over the trailing 1-year period	8.81%	68.07%	-59.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.81%	74.88%	-66.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.81%	74.88%	-66.07%