PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
XBTF vs. DAPP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XBTFDAPP

Correlation

-0.50.00.51.00.7

The correlation between XBTF and DAPP 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.

Performance

XBTF vs. DAPP - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2024FebruaryMarchApril
19.03%
79.14%
XBTF
DAPP

Compare stocks, funds, or ETFs

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


VanEck Bitcoin Strategy ETF

VanEck Digital Transformation ETF

XBTF vs. DAPP - Expense Ratio Comparison

XBTF has a 0.65% expense ratio, which is higher than DAPP's 0.50% expense ratio.


XBTF
VanEck Bitcoin Strategy ETF
Expense ratio chart for XBTF: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for DAPP: 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%

Risk-Adjusted Performance

XBTF vs. DAPP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Bitcoin Strategy ETF (XBTF) and VanEck Digital Transformation ETF (DAPP). 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.


XBTF
Sharpe ratio
The chart of Sharpe ratio for XBTF, currently valued at 1.15, compared to the broader market-1.000.001.002.003.004.001.15
Sortino ratio
The chart of Sortino ratio for XBTF, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.001.81
Omega ratio
The chart of Omega ratio for XBTF, currently valued at 1.25, compared to the broader market1.001.502.001.25
Calmar ratio
The chart of Calmar ratio for XBTF, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.000.71
Martin ratio
The chart of Martin ratio for XBTF, currently valued at 4.60, compared to the broader market0.0010.0020.0030.0040.0050.004.60
DAPP
Sharpe ratio
The chart of Sharpe ratio for DAPP, currently valued at 1.43, compared to the broader market-1.000.001.002.003.004.001.43
Sortino ratio
The chart of Sortino ratio for DAPP, currently valued at 2.20, compared to the broader market-2.000.002.004.006.008.002.20
Omega ratio
The chart of Omega ratio for DAPP, currently valued at 1.25, compared to the broader market1.001.502.001.25
Calmar ratio
The chart of Calmar ratio for DAPP, currently valued at 1.24, compared to the broader market0.002.004.006.008.0010.001.24
Martin ratio
The chart of Martin ratio for DAPP, currently valued at 3.92, compared to the broader market0.0010.0020.0030.0040.0050.003.92

XBTF vs. DAPP - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2024FebruaryMarchApril
1.15
1.43
XBTF
DAPP

Dividends

XBTF vs. DAPP - Dividend Comparison

Neither XBTF nor DAPP has paid dividends to shareholders.


TTM202320222021
XBTF
VanEck Bitcoin Strategy ETF
101.35%0.18%0.00%0.00%
DAPP
VanEck Digital Transformation ETF
0.00%0.00%0.00%10.13%

Drawdowns

XBTF vs. DAPP - Drawdown Comparison


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2024FebruaryMarchApril
-38.45%
-66.34%
XBTF
DAPP

Volatility

XBTF vs. DAPP - Volatility Comparison

The current volatility for VanEck Bitcoin Strategy ETF (XBTF) is 0.00%, while VanEck Digital Transformation ETF (DAPP) has a volatility of 17.86%. This indicates that XBTF experiences smaller price fluctuations and is considered to be less risky than DAPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril0
17.86%
XBTF
DAPP