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 tracking the iShares Bitcoin Trust ETF (IBIT), while DIME is a Cryptocurrency fund actively managed by CoinShares. BFJL is passively managed, while DIME is actively managed. Their 0.75 correlation means they have sometimes moved together and sometimes differently. 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 -5.11% return, which is significantly higher than DIME's -37.93% return.
BFJL
- 1D
- -1.29%
- 1M
- 1.35%
- 6M
- -3.14%
- YTD
- -5.11%
- 1Y
- -14.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -11.29%
DIME
- 1D
- -1.57%
- 1M
- -9.23%
- 6M
- -31.80%
- YTD
- -37.93%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.56K | $8.09K | $4.95K | |
| $5.00K | $9.84K | $25.05K |
BFJL vs. DIME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | -5.11% | -14.65% |
DIME CoinShares Altcoins ETF | -37.93% | -58.28% |
Correlation
The correlation between BFJL and DIME is 0.75, 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 Oct 7, 2025 | 0.75 |
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Return for Risk
BFJL vs. DIME — Risk / Return Rank
BFJL
DIME
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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.
| BFJL | DIME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.81 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | — | — |
| Martin ratioReturn relative to average drawdown | -1.00 | — | — |
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Drawdowns
BFJL vs. DIME - Drawdown Comparison
The maximum BFJL drawdown since its inception was -21.27%, smaller than the maximum DIME drawdown of -74.46%. 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% | -74.46% | +53.19% |
Max Drawdown (1Y)Largest decline over 1 year | -21.27% | — | — |
Current DrawdownCurrent decline from peak | -19.01% | -74.10% | +55.09% |
Average DrawdownAverage peak-to-trough decline | -12.90% | -60.24% | +47.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.74% | — | — |
Volatility
BFJL vs. DIME - Volatility Comparison
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Volatility by Period
| BFJL | DIME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.54% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 74.70% | -61.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 74.70% | -61.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.17% | 74.70% | -61.53% |
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 1.42%, while DIME has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | 1.42% | 1.35% |
DIME CoinShares Altcoins ETF | 0.00% | 0.00% |
Frequently Asked Questions
BFJL and DIME have a correlation of 0.75, 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 1.42%, 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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