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CRPT vs. FTEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRPT vs. FTEC - 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 Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

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CRPT vs. FTEC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
-22.19%-9.54%75.29%193.86%-80.84%-8.07%
FTEC
Fidelity MSCI Information Technology Index ETF
-6.12%22.11%29.40%53.30%-29.59%11.93%

Returns By Period

In the year-to-date period, CRPT achieves a -22.19% return, which is significantly lower than FTEC's -6.12% return.


CRPT

1D
0.34%
1M
-8.32%
YTD
-22.19%
6M
-48.39%
1Y
-7.87%
3Y*
34.21%
5Y*
10Y*

FTEC

1D
1.28%
1M
-3.61%
YTD
-6.12%
6M
-5.70%
1Y
30.17%
3Y*
23.47%
5Y*
15.05%
10Y*
21.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRPT vs. FTEC - Expense Ratio Comparison

CRPT has a 0.85% expense ratio, which is higher than FTEC's 0.08% expense ratio.


Return for Risk

CRPT vs. FTEC — Risk / Return Rank

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

CRPT
CRPT Risk / Return Rank: 1212
Overall Rank
CRPT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CRPT Sortino Ratio Rank: 1414
Sortino Ratio Rank
CRPT Omega Ratio Rank: 1313
Omega Ratio Rank
CRPT Calmar Ratio Rank: 1111
Calmar Ratio Rank
CRPT Martin Ratio Rank: 1111
Martin Ratio Rank

FTEC
FTEC Risk / Return Rank: 6363
Overall Rank
FTEC Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 6464
Sortino Ratio Rank
FTEC Omega Ratio Rank: 6262
Omega Ratio Rank
FTEC Calmar Ratio Rank: 7272
Calmar Ratio Rank
FTEC Martin Ratio Rank: 5858
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. FTEC - 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 Fidelity MSCI Information Technology Index ETF (FTEC). 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.


CRPTFTECDifference

Sharpe ratio

Return per unit of total volatility

-0.12

1.10

-1.22

Sortino ratio

Return per unit of downside risk

0.29

1.69

-1.40

Omega ratio

Gain probability vs. loss probability

1.03

1.24

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.07

1.92

-1.99

Martin ratio

Return relative to average drawdown

-0.14

5.93

-6.07

CRPT vs. FTEC - Sharpe Ratio Comparison

The current CRPT Sharpe Ratio is -0.12, which is lower than the FTEC Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of CRPT and FTEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CRPTFTECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

1.10

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.86

-0.99

Correlation

The correlation between CRPT and FTEC is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CRPT vs. FTEC - Dividend Comparison

CRPT's dividend yield for the trailing twelve months is around 0.97%, more than FTEC's 0.45% yield.


TTM20252024202320222021202020192018201720162015
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
0.97%0.75%1.84%0.00%0.03%1.16%0.00%0.00%0.00%0.00%0.00%0.00%
FTEC
Fidelity MSCI Information Technology Index ETF
0.45%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%

Drawdowns

CRPT vs. FTEC - Drawdown Comparison

The maximum CRPT drawdown since its inception was -88.34%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for CRPT and FTEC.


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Drawdown Indicators


CRPTFTECDifference

Max Drawdown

Largest peak-to-trough decline

-88.34%

-34.95%

-53.39%

Max Drawdown (1Y)

Largest decline over 1 year

-56.46%

-16.26%

-40.20%

Max Drawdown (5Y)

Largest decline over 5 years

-34.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.95%

Current Drawdown

Current decline from peak

-54.84%

-11.53%

-43.31%

Average Drawdown

Average peak-to-trough decline

-52.95%

-5.61%

-47.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.05%

5.27%

+21.78%

Volatility

CRPT vs. FTEC - Volatility Comparison

First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has a higher volatility of 15.06% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 8.01%. This indicates that CRPT's price experiences larger fluctuations and is considered to be riskier than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRPTFTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.06%

8.01%

+7.05%

Volatility (6M)

Calculated over the trailing 6-month period

47.90%

16.40%

+31.50%

Volatility (1Y)

Calculated over the trailing 1-year period

64.40%

27.53%

+36.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.49%

25.11%

+48.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.49%

24.57%

+48.92%