Global X Blockchain ETF

10-Year Study

BKCH.US · · US · ETF

Executive Summary: Global X Blockchain ETF has compounded at 31.3% annually over the last 10 years, with a maximum drawdown of 89.6% and an annualized volatility of 166.5%.

1Y CAGR
+87.5%
3Y CAGR
+48.0%
5Y CAGR
+39.3%
10Y CAGR
+31.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
89.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
196.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +389.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -85.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.8-13.5-10.428.9————————12.7%
20256.1-20.0-24.111.012.527.911.98.235.221.8-22.8-19.827.1%
2024-26.338.08.4-21.912.014.60.7-15.48.28.539.2-22.818.8%
202364.1-5.811.75.39.421.224.6-28.1-15.61.331.151.9267.1%
2022-24.21.83.7-35.0-25.1-40.238.4-2.0-14.3-0.5-29.3-21.9-85.1%
20211.7-7.52.0-0.4-6.60.8489.218.1-18.732.33.5-29.9389.2%
202010.30.7-6.11.8-0.1-7.85.3-2.28.14.40.73.919.2%
2019————3.11.83.65.85.3-0.33.0-0.424.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 166.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.7% of variance. Idiosyncratic stock-specific factors contribute 15.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110313.930583854722
2019-06-0110499.531622522341
2019-07-0110876.641460695873
2019-08-0111511.771661433153
2019-09-0112125.121507137808
2019-10-0112091.700358227647
2019-11-0112452.646092052311
2019-12-0112401.073755813266
2020-01-0113676.959322655206
2020-02-0113771.470124042473
2020-03-0112937.7582138112
2020-04-0113176.715416911227
2020-05-0113163.06436187625
2020-06-0112130.677137972916
2020-07-0112773.496253336767
2020-08-0112497.014472453984
2020-09-0113513.474722592875
2020-10-0114114.383235830468
2020-11-0114219.196737083157
2020-12-0114776.549889065678
2021-01-0115030.47217156701
2021-02-0113901.948107983206
2021-03-0114181.001775091803
2021-04-0114124.021791765828
2021-05-0113190.969996027618
2021-06-0113302.37858022609
2021-07-0178372.15341528662
2021-08-0192531.89771078055
2021-09-0175253.75292348136
2021-10-0199595.97220615597
2021-11-01103064.25798095966
2021-12-0172293.98329602242
2022-01-0154817.38634313259
2022-02-0155812.264533608715
2022-03-0157868.38974996808
2022-04-0137639.26219510891
2022-05-0128188.059601435194
2022-06-0116852.35599113096
2022-07-0123326.30871478076
2022-08-0122859.109504407774
2022-09-0119588.715031796895
2022-10-0119488.6009152884
2022-11-0113782.189751537071
2022-12-0110770.072873616173
2023-01-0117668.599189405646
2023-02-0116648.482146028222
2023-03-0118603.464996316452
2023-04-0119583.4803067507
2023-05-0121414.699300589582
2023-06-0125954.608074135933
2023-07-0132333.86836078937
2023-08-0123236.290139432786
2023-09-0119609.09306858387
2023-10-0119861.481597596885
2023-11-0126030.41811007281
2023-12-0139532.8305033373
2024-01-0129119.56022795916
2024-02-0140191.09717789644
2024-03-0143585.25550695666
2024-04-0134052.54076613504
2024-05-0138122.16558062047
2024-06-0143699.110776711415
2024-07-0144016.37250540408
2024-08-0137251.89254169041
2024-09-0140295.51124712145
2024-10-0143724.91049301053
2024-11-0160871.90672245595
2024-12-0146967.542227429985
2025-01-0149818.78478741332
2025-02-0139871.49851837958
2025-03-0130281.85614268058
2025-04-0133600.578344735804
2025-05-0137799.57564964865
2025-06-0148352.22047938176
2025-07-0154116.30709587422
2025-08-0158567.78640703305
2025-09-0179191.8552711811
2025-10-0196484.11512065846
2025-11-0174446.57701680454
2025-12-0159713.25641982027
2026-01-0167340.99862999143
2026-02-0158236.31613892928
2026-03-0152197.686889210454
2026-04-0167275.56456691398
Annual Return Matrix
YearAnnual Return
20200.19155406862561852
20213.8924805748815814
2022-0.8510239388869206
20232.6706186640744347
20240.18806424001097155
20250.2713728159474893
20260.12664370695053218
Total Factor Risk
1.6652380700523344
VTI.US Exposure
0.296368068969784
VEA.US Exposure
0.04213607908499716
VWO.US Exposure
-0.01627310480396823
QQQ.US Exposure
-0.04517634586929251
VTV.US Exposure
-0.020369255243045555
IJR.US Exposure
0.0017765459977857026
QUAL.US Exposure
-0.0065194230022398965
SHV.US Exposure
0.516768629561555
TLT.US Exposure
0.011425814294393415
LQD.US Exposure
0.019859337368988858
HYG.US Exposure
-0.00866563701169145
GLD.US Exposure
0.00006939964712775132
USO.US Exposure
-0.001307423297938992
VNQ.US Exposure
0.0161458826222488
BTC-USD.CC Exposure
0.04549430924502224
CPER.US Exposure
0.011988089735036463
VIX.INDX Exposure
-0.01877138882037136
UUP.US Exposure
-0.00022633190590787522
TIP.US Exposure
-0.0012436103706446307
Idiosyncratic Exposure
0.1565203637981611
Value Score
36.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
166.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →34.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.05%
Market Cap$5.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+14.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
39.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
5.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X Blockchain ETF a high-risk investment?

Global X Blockchain ETF (BKCH.US) has an annualized volatility of 166.5% and experienced a maximum drawdown of 89.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BKCH.US?

Over the past 10 years, BKCH.US has generated a Compound Annual Growth Rate (CAGR) of 31.3%. It has had a positive return in 86% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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