BFJL vs. DIME
BFJL (FT Vest Bitcoin Strategy Floor15 ETF - July) and DIME (CoinShares Altcoins ETF) are both exchange-traded funds - BFJL is a Defined Outcome fund managed by First Trust, while DIME is a Cryptocurrency fund actively managed by CoinShares. A 0.79 correlation means they provide meaningful diversification when combined. BFJL charges 0.90%/yr vs 0.00%/yr for DIME.
Performance
BFJL vs. DIME - Performance Comparison
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Returns By Period
In the year-to-date period, BFJL achieves a -7.67% return, which is significantly higher than DIME's -18.48% return.
BFJL
- 1D
- 0.09%
- 1M
- -1.12%
- YTD
- -7.67%
- 6M
- -10.43%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DIME
- 1D
- -0.15%
- 1M
- 12.70%
- YTD
- -18.48%
- 6M
- -31.41%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BFJL vs. DIME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | -7.67% | -13.24% |
DIME CoinShares Altcoins ETF | -18.48% | -54.22% |
Correlation
The correlation between BFJL and DIME is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 8, 2025 | 0.79 |
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Return for Risk
BFJL vs. DIME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL) and CoinShares Altcoins ETF (DIME). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| BFJL | DIME | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -1.14 | -1.01 | -0.13 |
Drawdowns
BFJL vs. DIME - Drawdown Comparison
The maximum BFJL drawdown since its inception was -21.27%, smaller than the maximum DIME drawdown of -70.25%. Use the drawdown chart below to compare losses from any high point for BFJL and DIME.
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Drawdown Indicators
| BFJL | DIME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.27% | -70.25% | +48.98% |
Current DrawdownCurrent decline from peak | -21.20% | -63.50% | +42.30% |
Average DrawdownAverage peak-to-trough decline | -11.76% | -54.65% | +42.89% |
Volatility
BFJL vs. DIME - Volatility Comparison
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Volatility by Period
| BFJL | DIME | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 13.76% | 77.39% | -63.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 77.39% | -63.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.76% | 77.39% | -63.63% |
BFJL vs. DIME - Expense Ratio Comparison
BFJL has a 0.90% expense ratio, which is higher than DIME's 0.00% expense ratio.
Dividends
BFJL vs. DIME - Dividend Comparison
BFJL's dividend yield for the trailing twelve months is around 1.46%, while DIME has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | 1.46% | 1.35% |
DIME CoinShares Altcoins ETF | 0.00% | 0.00% |
Frequently Asked Questions
BFJL and DIME have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DIME is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DIME is cheaper with a 0.00% expense ratio, compared with 0.90% for BFJL.
BFJL has the higher dividend yield at 1.46%, compared with 0.00% for DIME.
BFJL is categorized as Defined Outcome, while DIME is Cryptocurrency. They also come from different issuers: First Trust and CoinShares. Their fees differ too: 0.90% for BFJL and 0.00% for DIME.
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