BTC-USD vs. FTGC
BTC-USD (Bitcoin) is a cryptocurrency, while FTGC (First Trust Global Tactical Commodity Strategy Fund) is Commodities fund actively managed by First Trust. Over the past 10 years, BTC-USD returned 58.50%/yr vs 7.95%/yr for FTGC. At a 0.06 correlation, their price movements are largely independent.
Performance
BTC-USD vs. FTGC - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -25.13% return, which is significantly lower than FTGC's 26.97% return. Over the past 10 years, BTC-USD has outperformed FTGC with an annualized return of 58.50%, while FTGC has yielded a comparatively lower 7.95% annualized return.
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
FTGC
- 1D
- 0.19%
- 1M
- 5.36%
- 6M
- 22.85%
- YTD
- 26.97%
- 1Y
- 34.87%
- 3Y*
- 14.80%
- 5Y*
- 13.38%
- 10Y*
- 7.95%
- ALL TIME*
- 3.30%
BTC-USD vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -25.13% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 26.97% | 14.61% | 9.96% | -5.36% | 17.36% | 27.95% | 2.17% | 6.40% | -12.75% | 2.73% |
Correlation
The correlation between BTC-USD and FTGC is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2013 | 0.06 |
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Return for Risk
BTC-USD vs. FTGC — Risk / Return Rank
BTC-USD
FTGC
BTC-USD vs. FTGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.
| BTC-USD | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.24 | ||
| Sortino ratioReturn per unit of downside risk | -4.46 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.39 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 2.84 | -3.67 |
| Martin ratioReturn relative to average drawdown | -1.32 | 9.34 | -10.66 |
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Drawdowns
BTC-USD vs. FTGC - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than FTGC's maximum drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for BTC-USD and FTGC.
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Drawdown Indicators
| BTC-USD | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -59.47% | -25.83% |
Max Drawdown (1Y)Largest decline over 1 year | -53.08% | -12.34% | -40.74% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -12.34% | -40.74% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -22.64% | -54.03% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -35.91% | -47.89% |
Current DrawdownCurrent decline from peak | -47.48% | -4.78% | -42.70% |
Average DrawdownAverage peak-to-trough decline | -42.61% | -27.23% | -15.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.88% | 3.74% | +24.14% |
Volatility
BTC-USD vs. FTGC - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 9.37% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 4.53%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 4.53% | +4.84% |
Volatility (6M)Calculated over the trailing 6-month period | 34.93% | 13.42% | +21.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.76% | 15.85% | +19.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.93% | 15.76% | +28.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.33% | 14.72% | +41.61% |
Frequently Asked Questions
BTC-USD and FTGC have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (9.37%) compared to FTGC (4.53%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs FTGC's -59.47%.
FTGC currently has the higher Sharpe Ratio (2.22 vs -1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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