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XSTC.L vs. BCHS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSTC.L vs. BCHS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) and Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L). The values are adjusted to include any dividend payments, if applicable.

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XSTC.L vs. BCHS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
-10.56%14.31%39.50%48.82%-22.54%33.47%41.54%26.25%
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF Acc
-9.16%35.24%18.50%58.28%-46.25%26.00%89.05%13.21%

Returns By Period

In the year-to-date period, XSTC.L achieves a -10.56% return, which is significantly lower than BCHS.L's -9.16% return.


XSTC.L

1D
0.90%
1M
-4.74%
YTD
-10.56%
6M
-8.47%
1Y
24.81%
3Y*
21.71%
5Y*
16.61%
10Y*

BCHS.L

1D
-0.74%
1M
-8.82%
YTD
-9.16%
6M
-15.65%
1Y
48.02%
3Y*
27.40%
5Y*
2.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSTC.L vs. BCHS.L - Expense Ratio Comparison

XSTC.L has a 0.12% expense ratio, which is lower than BCHS.L's 0.65% expense ratio.


Return for Risk

XSTC.L vs. BCHS.L — Risk / Return Rank

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

XSTC.L
XSTC.L Risk / Return Rank: 5454
Overall Rank
XSTC.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
XSTC.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
XSTC.L Omega Ratio Rank: 5757
Omega Ratio Rank
XSTC.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
XSTC.L Martin Ratio Rank: 3737
Martin Ratio Rank

BCHS.L
BCHS.L Risk / Return Rank: 5959
Overall Rank
BCHS.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BCHS.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
BCHS.L Omega Ratio Rank: 5757
Omega Ratio Rank
BCHS.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
BCHS.L Martin Ratio Rank: 3838
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.

XSTC.L vs. BCHS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) and Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L). 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.


XSTC.LBCHS.LDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.17

-0.12

Sortino ratio

Return per unit of downside risk

1.56

1.71

-0.15

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.26

1.56

-0.30

Martin ratio

Return relative to average drawdown

3.25

3.36

-0.11

XSTC.L vs. BCHS.L - Sharpe Ratio Comparison

The current XSTC.L Sharpe Ratio is 1.05, which is comparable to the BCHS.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of XSTC.L and BCHS.L, 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


XSTC.LBCHS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.17

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.06

+0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.56

+0.38

Correlation

The correlation between XSTC.L and BCHS.L is 0.58, 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

XSTC.L vs. BCHS.L - Dividend Comparison

XSTC.L's dividend yield for the trailing twelve months is around 0.35%, while BCHS.L has not paid dividends to shareholders.


TTM2025202420232022202120202019
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
0.35%0.33%0.37%0.53%1.08%0.53%0.63%0.60%
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XSTC.L vs. BCHS.L - Drawdown Comparison

The maximum XSTC.L drawdown since its inception was -29.30%, smaller than the maximum BCHS.L drawdown of -55.89%. Use the drawdown chart below to compare losses from any high point for XSTC.L and BCHS.L.


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Drawdown Indicators


XSTC.LBCHS.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.30%

-55.89%

+26.59%

Max Drawdown (1Y)

Largest decline over 1 year

-17.49%

-29.49%

+12.00%

Max Drawdown (5Y)

Largest decline over 5 years

-29.30%

-55.89%

+26.59%

Current Drawdown

Current decline from peak

-16.75%

-29.49%

+12.74%

Average Drawdown

Average peak-to-trough decline

-6.36%

-21.65%

+15.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.78%

13.68%

-6.90%

Volatility

XSTC.L vs. BCHS.L - Volatility Comparison

The current volatility for Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) is 4.15%, while Invesco CoinShares Global Blockchain UCITS ETF Acc (BCHS.L) has a volatility of 11.05%. This indicates that XSTC.L experiences smaller price fluctuations and is considered to be less risky than BCHS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSTC.LBCHS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

11.05%

-6.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.72%

29.47%

-14.75%

Volatility (1Y)

Calculated over the trailing 1-year period

23.66%

40.86%

-17.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.10%

35.62%

-13.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.40%

34.32%

-11.92%