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 59.68%/yr vs 7.34%/yr for FTGC. At a 0.06 correlation, their price movements are largely independent.
Performance
BTC-USD vs. FTGC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BTC-USD achieves a -28.54% return, which is significantly lower than FTGC's 23.51% return. Over the past 10 years, BTC-USD has outperformed FTGC with an annualized return of 59.68%, while FTGC has yielded a comparatively lower 7.34% annualized return.
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
FTGC
- 1D
- -0.03%
- 1M
- -4.09%
- YTD
- 23.51%
- 6M
- 23.08%
- 1Y
- 35.61%
- 3Y*
- 16.53%
- 5Y*
- 12.36%
- 10Y*
- 7.34%
BTC-USD vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -28.54% | -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 | 23.51% | 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 | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013 | 0.06 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| BTC-USD | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.22 | ||
| Sortino ratioReturn per unit of downside risk | -4.33 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.40 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 4.52 | -5.32 |
| Martin ratioReturn relative to average drawdown | -1.42 | 14.31 | -15.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BTC-USD | FTGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 2.27 | -3.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.78 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.50 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.22 | +0.91 |
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.
Loading charts...
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 | -51.21% | -7.91% | -43.30% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -10.39% | -40.82% |
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 | -49.86% | -7.38% | -42.48% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -27.40% | -14.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 2.50% | +31.96% |
Volatility
BTC-USD vs. FTGC - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 4.76%. 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.
Loading charts...
Volatility by Period
| BTC-USD | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 4.76% | +6.83% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 13.37% | +21.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 15.78% | +19.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 15.97% | +28.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 14.72% | +41.99% |
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 (11.59%) compared to FTGC (4.76%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs FTGC's -59.47%.
FTGC currently has the higher Sharpe Ratio (2.27 vs -0.95), 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.
Find the right allocation for BTC-USD and FTGC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer