PortfoliosLab logoPortfoliosLab logo
SHLG.L vs. BLOK.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHLG.L vs. BLOK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Digital Security UCITS ETF USD (Dist) (SHLG.L) and First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SHLG.L vs. BLOK.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SHLG.L
iShares Digital Security UCITS ETF USD (Dist)
-2.44%4.01%18.71%26.84%-20.51%21.14%
BLOK.L
First Trust Indxx Innovative Transaction & Process UCITS ETF
-0.94%22.34%18.56%14.77%-8.98%15.14%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, SHLG.L achieves a -2.44% return, which is significantly lower than BLOK.L's -0.94% return.


SHLG.L

1D
3.31%
1M
1.48%
YTD
-2.44%
6M
-3.87%
1Y
9.80%
3Y*
12.39%
5Y*
7.49%
10Y*

BLOK.L

1D
1.82%
1M
-2.65%
YTD
-0.94%
6M
5.70%
1Y
18.56%
3Y*
16.31%
5Y*
10.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SHLG.L vs. BLOK.L - Expense Ratio Comparison

SHLG.L has a 0.40% expense ratio, which is lower than BLOK.L's 0.65% expense ratio.


Return for Risk

SHLG.L vs. BLOK.L — Risk / Return Rank

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

SHLG.L
SHLG.L Risk / Return Rank: 2525
Overall Rank
SHLG.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SHLG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SHLG.L Omega Ratio Rank: 2424
Omega Ratio Rank
SHLG.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SHLG.L Martin Ratio Rank: 2222
Martin Ratio Rank

BLOK.L
BLOK.L Risk / Return Rank: 7171
Overall Rank
BLOK.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BLOK.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
BLOK.L Omega Ratio Rank: 6363
Omega Ratio Rank
BLOK.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
BLOK.L Martin Ratio Rank: 7777
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.

SHLG.L vs. BLOK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Dist) (SHLG.L) and First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.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.


SHLG.LBLOK.LDifference

Sharpe ratio

Return per unit of total volatility

0.49

1.24

-0.75

Sortino ratio

Return per unit of downside risk

0.79

1.68

-0.89

Omega ratio

Gain probability vs. loss probability

1.11

1.24

-0.14

Calmar ratio

Return relative to maximum drawdown

0.75

2.57

-1.82

Martin ratio

Return relative to average drawdown

1.79

8.75

-6.96

SHLG.L vs. BLOK.L - Sharpe Ratio Comparison

The current SHLG.L Sharpe Ratio is 0.49, which is lower than the BLOK.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SHLG.L and BLOK.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.


Loading graphics...

Sharpe Ratios by Period


SHLG.LBLOK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.24

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.79

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.76

-0.33

Correlation

The correlation between SHLG.L and BLOK.L is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SHLG.L vs. BLOK.L - Dividend Comparison

SHLG.L's dividend yield for the trailing twelve months is around 0.54%, while BLOK.L has not paid dividends to shareholders.


TTM20252024202320222021
SHLG.L
iShares Digital Security UCITS ETF USD (Dist)
0.54%0.53%0.60%0.55%0.76%0.89%
BLOK.L
First Trust Indxx Innovative Transaction & Process UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SHLG.L vs. BLOK.L - Drawdown Comparison

The maximum SHLG.L drawdown since its inception was -26.91%, roughly equal to the maximum BLOK.L drawdown of -26.23%. Use the drawdown chart below to compare losses from any high point for SHLG.L and BLOK.L.


Loading graphics...

Drawdown Indicators


SHLG.LBLOK.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.91%

-26.23%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.59%

-10.77%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-26.91%

-16.43%

-10.48%

Current Drawdown

Current decline from peak

-8.12%

-4.36%

-3.76%

Average Drawdown

Average peak-to-trough decline

-9.63%

-4.34%

-5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

2.18%

+3.09%

Volatility

SHLG.L vs. BLOK.L - Volatility Comparison

iShares Digital Security UCITS ETF USD (Dist) (SHLG.L) has a higher volatility of 5.78% compared to First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.L) at 4.53%. This indicates that SHLG.L's price experiences larger fluctuations and is considered to be riskier than BLOK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SHLG.LBLOK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

4.53%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

9.86%

+3.88%

Volatility (1Y)

Calculated over the trailing 1-year period

19.88%

14.97%

+4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

13.82%

+4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.58%

16.20%

+2.38%