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STCE vs. BLCH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STCE vs. BLCH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Crypto Thematic ETF (STCE) and Global X Blockchain UCITS ETF USD Accumulating (BLCH.DE). The values are adjusted to include any dividend payments, if applicable.

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STCE vs. BLCH.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
STCE
Schwab Crypto Thematic ETF
-12.93%36.12%41.76%108.65%-38.86%
BLCH.DE
Global X Blockchain UCITS ETF USD Accumulating
-14.61%35.48%6.19%331.22%-60.54%
Different Trading Currencies

STCE is traded in USD, while BLCH.DE is traded in EUR. To make them comparable, the BLCH.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, STCE achieves a -12.93% return, which is significantly higher than BLCH.DE's -14.61% return.


STCE

1D
0.44%
1M
-9.59%
YTD
-12.93%
6M
-34.10%
1Y
55.10%
3Y*
38.73%
5Y*
10Y*

BLCH.DE

1D
6.92%
1M
-11.24%
YTD
-14.61%
6M
-33.24%
1Y
82.19%
3Y*
44.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STCE vs. BLCH.DE - Expense Ratio Comparison

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


Return for Risk

STCE vs. BLCH.DE — Risk / Return Rank

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

STCE
STCE Risk / Return Rank: 4343
Overall Rank
STCE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
STCE Sortino Ratio Rank: 5757
Sortino Ratio Rank
STCE Omega Ratio Rank: 4343
Omega Ratio Rank
STCE Calmar Ratio Rank: 4242
Calmar Ratio Rank
STCE Martin Ratio Rank: 2828
Martin Ratio Rank

BLCH.DE
BLCH.DE Risk / Return Rank: 4545
Overall Rank
BLCH.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BLCH.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
BLCH.DE Omega Ratio Rank: 4747
Omega Ratio Rank
BLCH.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
BLCH.DE Martin Ratio Rank: 2626
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.

STCE vs. BLCH.DE - Risk-Adjusted Trends Comparison

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


STCEBLCH.DEDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.18

-0.31

Sortino ratio

Return per unit of downside risk

1.53

1.76

-0.23

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.15

1.32

-0.17

Martin ratio

Return relative to average drawdown

2.39

2.77

-0.38

STCE vs. BLCH.DE - Sharpe Ratio Comparison

The current STCE Sharpe Ratio is 0.87, which is comparable to the BLCH.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of STCE and BLCH.DE, 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


STCEBLCH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.18

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.02

+0.39

Correlation

The correlation between STCE and BLCH.DE is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

STCE vs. BLCH.DE - Dividend Comparison

STCE's dividend yield for the trailing twelve months is around 2.25%, while BLCH.DE has not paid dividends to shareholders.


TTM2025202420232022
STCE
Schwab Crypto Thematic ETF
2.25%1.96%0.64%0.31%1.46%
BLCH.DE
Global X Blockchain UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%

Drawdowns

STCE vs. BLCH.DE - Drawdown Comparison

The maximum STCE drawdown since its inception was -54.11%, smaller than the maximum BLCH.DE drawdown of -84.34%. Use the drawdown chart below to compare losses from any high point for STCE and BLCH.DE.


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Drawdown Indicators


STCEBLCH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.11%

-83.29%

+29.18%

Max Drawdown (1Y)

Largest decline over 1 year

-54.11%

-54.12%

+0.01%

Current Drawdown

Current decline from peak

-50.94%

-51.13%

+0.19%

Average Drawdown

Average peak-to-trough decline

-21.36%

-44.57%

+23.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.06%

26.12%

-0.06%

Volatility

STCE vs. BLCH.DE - Volatility Comparison

Schwab Crypto Thematic ETF (STCE) and Global X Blockchain UCITS ETF USD Accumulating (BLCH.DE) have volatilities of 18.12% and 18.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STCEBLCH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.12%

18.58%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

50.27%

54.50%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

63.98%

69.33%

-5.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.16%

75.80%

-19.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.16%

75.80%

-19.64%