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STCE vs. BKCH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


STCEBKCH
YTD Return55.80%40.53%
1Y Return133.79%170.44%
Sharpe Ratio2.372.12
Sortino Ratio3.032.73
Omega Ratio1.341.31
Calmar Ratio4.442.08
Martin Ratio9.477.82
Ulcer Index14.27%22.25%
Daily Std Dev56.90%81.99%
Max Drawdown-47.19%-91.80%
Current Drawdown-7.22%-55.40%

Correlation

-0.50.00.51.00.9

The correlation between STCE and BKCH is 0.95, 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.

Performance

STCE vs. BKCH - Performance Comparison

In the year-to-date period, STCE achieves a 55.80% return, which is significantly higher than BKCH's 40.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
33.42%
49.94%
STCE
BKCH

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STCE vs. BKCH - Expense Ratio Comparison

STCE has a 0.30% expense ratio, which is lower than BKCH's 0.50% expense ratio.


BKCH
Global X Blockchain ETF
Expense ratio chart for BKCH: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for STCE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

STCE vs. BKCH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Crypto Thematic ETF (STCE) and Global X Blockchain ETF (BKCH). 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.


STCE
Sharpe ratio
The chart of Sharpe ratio for STCE, currently valued at 2.37, compared to the broader market-2.000.002.004.002.37
Sortino ratio
The chart of Sortino ratio for STCE, currently valued at 3.03, compared to the broader market-2.000.002.004.006.008.0010.0012.003.03
Omega ratio
The chart of Omega ratio for STCE, currently valued at 1.34, compared to the broader market1.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for STCE, currently valued at 4.44, compared to the broader market0.005.0010.0015.004.44
Martin ratio
The chart of Martin ratio for STCE, currently valued at 9.47, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.47
BKCH
Sharpe ratio
The chart of Sharpe ratio for BKCH, currently valued at 2.12, compared to the broader market-2.000.002.004.002.12
Sortino ratio
The chart of Sortino ratio for BKCH, currently valued at 2.73, compared to the broader market-2.000.002.004.006.008.0010.0012.002.73
Omega ratio
The chart of Omega ratio for BKCH, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for BKCH, currently valued at 3.94, compared to the broader market0.005.0010.0015.003.94
Martin ratio
The chart of Martin ratio for BKCH, currently valued at 7.82, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.82

STCE vs. BKCH - Sharpe Ratio Comparison

The current STCE Sharpe Ratio is 2.37, which is comparable to the BKCH Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of STCE and BKCH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.37
2.12
STCE
BKCH

Dividends

STCE vs. BKCH - Dividend Comparison

STCE's dividend yield for the trailing twelve months is around 0.22%, less than BKCH's 1.59% yield.


TTM202320222021
STCE
Schwab Crypto Thematic ETF
0.22%0.31%1.46%0.00%
BKCH
Global X Blockchain ETF
1.59%2.33%1.30%4.28%

Drawdowns

STCE vs. BKCH - Drawdown Comparison

The maximum STCE drawdown since its inception was -47.19%, smaller than the maximum BKCH drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for STCE and BKCH. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.22%
-11.22%
STCE
BKCH

Volatility

STCE vs. BKCH - Volatility Comparison

The current volatility for Schwab Crypto Thematic ETF (STCE) is 25.36%, while Global X Blockchain ETF (BKCH) has a volatility of 31.30%. This indicates that STCE experiences smaller price fluctuations and is considered to be less risky than BKCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
25.36%
31.30%
STCE
BKCH