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CRPT vs. BTF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPT vs. BTF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and Valkyrie Bitcoin and Ether Strategy ETF (BTF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRPT achieves a -12.33% return, which is significantly higher than BTF's -34.89% return.


CRPT

1D
0.23%
1M
-16.12%
YTD
-12.33%
6M
-24.87%
1Y
-34.00%
3Y*
39.51%
5Y*
10Y*

BTF

1D
-2.12%
1M
-23.87%
YTD
-34.89%
6M
-38.73%
1Y
-37.70%
3Y*
14.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPT vs. BTF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
-12.33%-9.54%75.29%193.86%-80.84%-18.17%
BTF
Valkyrie Bitcoin and Ether Strategy ETF
-34.89%-12.44%67.60%136.86%-63.05%-26.38%

Correlation

The correlation between CRPT and BTF is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2021

0.76

The correlation between CRPT and BTF has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

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Return for Risk

CRPT vs. BTF — Risk / Return Rank

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

CRPT
CRPT Risk / Return Rank: 44
Overall Rank
CRPT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CRPT Sortino Ratio Rank: 44
Sortino Ratio Rank
CRPT Omega Ratio Rank: 44
Omega Ratio Rank
CRPT Calmar Ratio Rank: 44
Calmar Ratio Rank
CRPT Martin Ratio Rank: 44
Martin Ratio Rank

BTF
BTF Risk / Return Rank: 44
Overall Rank
BTF Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BTF Sortino Ratio Rank: 44
Sortino Ratio Rank
BTF Omega Ratio Rank: 44
Omega Ratio Rank
BTF Calmar Ratio Rank: 33
Calmar Ratio Rank
BTF Martin Ratio Rank: 44
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.

CRPT vs. BTF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and Valkyrie Bitcoin and Ether Strategy ETF (BTF). 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.


CRPTBTFDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

0.93

0.91

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.60

-0.66

+0.05

Martin ratioReturn relative to average drawdown

-1.06

-1.13

+0.07

CRPT vs. BTF - Sharpe Ratio Comparison

The current CRPT Sharpe Ratio is -0.59, which is comparable to the BTF Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of CRPT and BTF, 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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Sharpe Ratios by Period


CRPTBTFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

-0.70

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

-0.17

+0.08

Drawdowns

CRPT vs. BTF - Drawdown Comparison

The maximum CRPT drawdown since its inception was -88.34%, which is greater than BTF's maximum drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for CRPT and BTF.


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Drawdown Indicators


CRPTBTFDifference

Max Drawdown

Largest peak-to-trough decline

-88.34%

-77.50%

-10.84%

Max Drawdown (1Y)

Largest decline over 1 year

-56.46%

-57.42%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-56.46%

-57.42%

+0.96%

Current Drawdown

Current decline from peak

-49.12%

-57.42%

+8.30%

Average Drawdown

Average peak-to-trough decline

-52.64%

-39.67%

-12.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.26%

33.52%

-1.26%

Volatility

CRPT vs. BTF - Volatility Comparison

First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has a higher volatility of 13.14% compared to Valkyrie Bitcoin and Ether Strategy ETF (BTF) at 9.25%. This indicates that CRPT's price experiences larger fluctuations and is considered to be riskier than BTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRPTBTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.14%

9.25%

+3.89%

Volatility (6M)

Calculated over the trailing 6-month period

45.70%

38.82%

+6.88%

Volatility (1Y)

Calculated over the trailing 1-year period

57.39%

54.30%

+3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.72%

58.41%

+14.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.72%

58.41%

+14.31%

CRPT vs. BTF - Expense Ratio Comparison

CRPT has a 0.85% expense ratio, which is lower than BTF's 1.24% expense ratio.


Dividends

CRPT vs. BTF - Dividend Comparison

CRPT's dividend yield for the trailing twelve months is around 0.86%, less than BTF's 223.87% yield.


PositionTTM20252024202320222021
BTF
Valkyrie Bitcoin and Ether Strategy ETF
223.87%146.05%52.96%15.98%0.00%0.00%
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
0.86%0.75%1.84%0.00%0.03%1.16%

Frequently Asked Questions


CRPT and BTF have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRPT has higher volatility (13.14%) compared to BTF (9.25%). In terms of maximum drawdown, CRPT dropped -88.34% vs BTF's -77.50%.

On 3-year performance, CRPT leads with 39.51% vs 14.83% for BTF. On fees, CRPT is cheaper at 0.85% per year. On volatility, BTF has been the lower-risk option at 9.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CRPT has performed better with a 39.51% return vs 14.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CRPT is cheaper with a 0.85% expense ratio, compared with 1.24% for BTF.

BTF has the higher dividend yield at 223.87%, compared with 0.86% for CRPT.

CRPT is categorized as Technology Equities, while BTF is Cryptocurrency. They also come from different issuers: First Trust and Valkyrie. Their fees differ too: 0.85% for CRPT and 1.24% for BTF.

CRPT currently has the higher Sharpe Ratio (-0.59 vs -0.70), 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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