STCE vs. DAVV.DE
Compare and contrast key facts about Schwab Crypto Thematic ETF (STCE) and VanEck Crypto and Blockchain Innovators UCITS ETF (DAVV.DE).
STCE and DAVV.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STCE is a passively managed fund by Schwab Funds that tracks the performance of the Schwab Crypto Thematic Index. It was launched on Aug 4, 2022. DAVV.DE is a passively managed fund by VanEck that tracks the performance of the MVIS Global Digital Assets Equity. It was launched on Apr 30, 2021. Both STCE and DAVV.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STCE or DAVV.DE.
Key characteristics
| STCE | DAVV.DE | |
|---|---|---|
| YTD Return | 67.94% | 57.04% |
| 1Y Return | 153.43% | 218.50% |
| Sharpe Ratio | 2.66 | 2.87 |
| Sortino Ratio | 3.28 | 3.05 |
| Omega Ratio | 1.37 | 1.37 |
| Calmar Ratio | 4.93 | 2.64 |
| Martin Ratio | 10.52 | 11.27 |
| Ulcer Index | 14.27% | 19.05% |
| Daily Std Dev | 56.41% | 74.27% |
| Max Drawdown | -47.19% | -91.53% |
| Current Drawdown | 0.00% | -40.81% |
Correlation
The correlation between STCE and DAVV.DE is 0.65, 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.
Performance
STCE vs. DAVV.DE - Performance Comparison
In the year-to-date period, STCE achieves a 67.94% return, which is significantly higher than DAVV.DE's 57.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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STCE vs. DAVV.DE - Expense Ratio Comparison
STCE has a 0.30% expense ratio, which is lower than DAVV.DE's 0.65% expense ratio.
Risk-Adjusted Performance
STCE vs. DAVV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Crypto Thematic ETF (STCE) and VanEck Crypto and Blockchain Innovators UCITS ETF (DAVV.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.
Dividends
STCE vs. DAVV.DE - Dividend Comparison
STCE's dividend yield for the trailing twelve months is around 0.21%, while DAVV.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | |
|---|---|---|---|
STCE Schwab Crypto Thematic ETF | 0.21% | 0.31% | 1.46% |
DAVV.DE VanEck Crypto and Blockchain Innovators UCITS ETF | 0.00% | 0.00% | 0.00% |
Drawdowns
STCE vs. DAVV.DE - Drawdown Comparison
The maximum STCE drawdown since its inception was -47.19%, smaller than the maximum DAVV.DE drawdown of -91.53%. Use the drawdown chart below to compare losses from any high point for STCE and DAVV.DE. For additional features, visit the drawdowns tool.
Volatility
STCE vs. DAVV.DE - Volatility Comparison
The current volatility for Schwab Crypto Thematic ETF (STCE) is 23.67%, while VanEck Crypto and Blockchain Innovators UCITS ETF (DAVV.DE) has a volatility of 24.94%. This indicates that STCE experiences smaller price fluctuations and is considered to be less risky than DAVV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.