STCE vs. QSOL
STCE (Schwab Crypto Thematic ETF) and QSOL (Invesco Galaxy Solana ETF) are both exchange-traded funds - STCE is a Blockchain fund tracking the Schwab Crypto Thematic Index, while QSOL is a Cryptocurrency fund tracking the Lukka Prime Solana Reference Rate - Benchmark Price Return. Both are passively managed. Their 0.65 correlation means they have sometimes moved together and sometimes differently. STCE charges 0.30%/yr vs 0.25%/yr for QSOL.
Performance
STCE vs. QSOL - Performance Comparison
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Returns By Period
In the year-to-date period, STCE achieves a 8.56% return, which is significantly higher than QSOL's -39.26% return.
STCE
- 1D
- 0.25%
- 1M
- -1.29%
- 6M
- 4.24%
- YTD
- 8.56%
- 1Y
- 22.67%
- 3Y*
- 39.06%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 26.73%
QSOL
- 1D
- 0.54%
- 1M
- -7.66%
- 6M
- -25.30%
- YTD
- -39.26%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $134.00K | $79.87K | $98.31K | |
| $6.33M | $7.66M | $10.53M |
STCE vs. QSOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STCE Schwab Crypto Thematic ETF | 8.56% | -11.76% |
QSOL Invesco Galaxy Solana ETF | -39.26% | -4.28% |
Correlation
The correlation between STCE and QSOL is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 15, 2025 | 0.65 |
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Return for Risk
STCE vs. QSOL — Risk / Return Rank
STCE
QSOL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
STCE vs. QSOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Crypto Thematic ETF (STCE) and Invesco Galaxy Solana ETF (QSOL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STCE | QSOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.11 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | — | — |
| Martin ratioReturn relative to average drawdown | 0.69 | — | — |
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Drawdowns
STCE vs. QSOL - Drawdown Comparison
The maximum STCE drawdown since its inception was -54.11%, roughly equal to the maximum QSOL drawdown of -56.55%. Use the drawdown chart below to compare losses from any high point for STCE and QSOL.
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Drawdown Indicators
| STCE | QSOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -56.55% | +2.44% |
Max Drawdown (1Y)Largest decline over 1 year | -54.11% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -54.11% | — | — |
Current DrawdownCurrent decline from peak | -38.84% | -48.93% | +10.09% |
Average DrawdownAverage peak-to-trough decline | -22.50% | -36.51% | +14.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.05% | — | — |
Volatility
STCE vs. QSOL - Volatility Comparison
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Volatility by Period
| STCE | QSOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.36% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 44.42% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 63.97% | 69.18% | -5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.31% | 69.18% | -12.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.31% | 69.18% | -12.87% |
STCE vs. QSOL - Expense Ratio Comparison
STCE has a 0.30% expense ratio, which is higher than QSOL's 0.25% expense ratio.
Dividends
STCE vs. QSOL - Dividend Comparison
STCE's dividend yield for the trailing twelve months is around 1.74%, more than QSOL's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
QSOL Invesco Galaxy Solana ETF | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% |
STCE Schwab Crypto Thematic ETF | 1.74% | 1.96% | 0.64% | 0.31% | 1.46% |
Frequently Asked Questions
STCE and QSOL have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QSOL is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QSOL is cheaper with a 0.25% expense ratio, compared with 0.30% for STCE.
STCE has the higher dividend yield at 1.74%, compared with 0.92% for QSOL.
STCE is categorized as Blockchain, while QSOL is Cryptocurrency. STCE tracks Schwab Crypto Thematic Index, while QSOL tracks Lukka Prime Solana Reference Rate - Benchmark Price Return. They also come from different issuers: Charles Schwab and Invesco. Their fees differ too: 0.30% for STCE and 0.25% for QSOL.
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