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BTCY.TO vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCY.TO vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Bitcoin Yield ETF - ETF Units (BTCY.TO) and Fidelity Wise Origin Bitcoin Fund (FBTC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BTCY.TO is traded in CAD, while FBTC is traded in USD. To make them comparable, the FBTC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BTCY.TO achieves a -28.44% return, which is significantly lower than FBTC's -22.05% return.


BTCY.TO

1D
1.16%
1M
6.64%
6M
-30.40%
YTD
-28.44%
1Y
-46.71%
3Y*
20.94%
5Y*
10Y*
ALL TIME*
-3.49%

FBTC

1D
2.39%
1M
5.37%
6M
-24.79%
YTD
-22.05%
1Y
-41.80%
3Y*
5Y*
10Y*
ALL TIME*
15.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCY.TO vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
BTCY.TO
Purpose Bitcoin Yield ETF - ETF Units
-28.44%-9.07%95.73%
FBTC
Fidelity Wise Origin Bitcoin Fund
-22.05%-10.82%108.39%

Correlation

The correlation between BTCY.TO and FBTC is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.92

The correlation between BTCY.TO and FBTC has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

BTCY.TO vs. FBTC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTCY.TO
BTCY.TO Risk / Return Rank: 22
Overall Rank
BTCY.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCY.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCY.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCY.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCY.TO Martin Ratio Rank: 22
Martin Ratio Rank

FBTC
FBTC Risk / Return Rank: 22
Overall Rank
FBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
FBTC Omega Ratio Rank: 22
Omega Ratio Rank
FBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
FBTC Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BTCY.TO vs. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Bitcoin Yield ETF - ETF Units (BTCY.TO) and Fidelity Wise Origin Bitcoin Fund (FBTC). 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.


BTCY.TOFBTCDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

0.84

0.85

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.80

-0.03

Martin ratioReturn relative to average drawdown

-1.36

-1.23

-0.13

BTCY.TO vs. FBTC - Sharpe Ratio Comparison

The current BTCY.TO Sharpe Ratio is -0.95, which is comparable to the FBTC Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of BTCY.TO and FBTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTCY.TO vs. FBTC - Drawdown Comparison

The maximum BTCY.TO drawdown since its inception was -71.53%, which is greater than FBTC's maximum drawdown of -52.54%. Use the drawdown chart below to compare losses from any high point for BTCY.TO and FBTC.


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Drawdown Indicators


BTCY.TOFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-71.53%

-52.54%

-18.99%

Max Drawdown (1Y)

Largest decline over 1 year

-56.40%

-52.54%

-3.86%

Max Drawdown (3Y)

Largest decline over 3 years

-56.40%

Current Drawdown

Current decline from peak

-49.31%

-46.76%

-2.55%

Average Drawdown

Average peak-to-trough decline

-33.60%

-17.67%

-15.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.36%

33.96%

+0.40%

Volatility

BTCY.TO vs. FBTC - Volatility Comparison

Purpose Bitcoin Yield ETF - ETF Units (BTCY.TO) has a higher volatility of 13.61% compared to Fidelity Wise Origin Bitcoin Fund (FBTC) at 10.43%. This indicates that BTCY.TO's price experiences larger fluctuations and is considered to be riskier than FBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCY.TOFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.61%

10.43%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

41.51%

34.51%

+7.00%

Volatility (1Y)

Calculated over the trailing 1-year period

49.50%

44.39%

+5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.90%

50.07%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.90%

50.07%

+0.83%

Dividends

BTCY.TO vs. FBTC - Dividend Comparison

BTCY.TO's dividend yield for the trailing twelve months is around 23.39%, while FBTC has not paid dividends to shareholders.


PositionTTM20252024202320222021
BTCY.TO
Purpose Bitcoin Yield ETF - ETF Units
23.39%15.11%16.69%9.20%24.17%1.23%
FBTC
Fidelity Wise Origin Bitcoin Fund
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, BTCY.TO and FBTC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

They also come from different issuers: Purpose Investments and Fidelity.

Portfolio Optimizer

Find the right allocation for BTCY.TO and FBTC

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