DFII vs. ESK

Last updated Jun 24, 2026

DFII (FT Vest Bitcoin Strategy & Target Income ETF) and ESK (REX-Osprey ETH + Staking ETF) are both Cryptocurrency funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. DFII charges 0.85%/yr vs 0.75%/yr for ESK.

Performance

DFII vs. ESK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Bitcoin Strategy & Target Income ETF (DFII) and REX-Osprey ETH + Staking ETF (ESK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFII achieves a -28.19% return, which is significantly higher than ESK's -44.38% return.

DFII

• 1D: -2.94%
• 1M: -17.11%
• YTD: -28.19%
• 6M: -28.07%
• 1Y: -38.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ESK

• 1D: 0.00%
• 1M: -20.83%
• YTD: -44.38%
• 6M: -44.34%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFII vs. ESK - Yearly Performance Comparison

	2026 (YTD)	2025
DFII FT Vest Bitcoin Strategy & Target Income ETF	-28.19%	-22.20%
ESK REX-Osprey ETH + Staking ETF	-44.38%	-23.95%

Correlation

The correlation between DFII and ESK is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 25, 2025	0.90

Return for Risk

DFII vs. ESK — Risk / Return Rank

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

DFII

DFII Risk / Return Rank: 2
DFII Sharpe Ratio Rank: 2
DFII Sortino Ratio Rank: 2
DFII Omega Ratio Rank: 2
DFII Calmar Ratio Rank: 2
DFII Martin Ratio Rank: 2

ESK

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DFII vs. ESK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Bitcoin Strategy & Target Income ETF (DFII) and REX-Osprey ETH + Staking ETF (ESK). 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.

	DFII	ESK	Difference
Sharpe ratio: Return per unit of total volatility	-0.93	—	—
Sortino ratio: Return per unit of downside risk	-1.29	—	—
Omega ratio: Gain probability vs. loss probability	0.85	—	—
Calmar ratio: Return relative to maximum drawdown	-0.78	—	—
Martin ratio: Return relative to average drawdown	-1.34	—	—

Drawdowns

DFII vs. ESK - Drawdown Comparison

The maximum DFII drawdown since its inception was -50.13%, smaller than the maximum ESK drawdown of -66.25%. Use the drawdown chart below to compare losses from any high point for DFII and ESK.

Drawdown Indicators

	DFII	ESK	Difference
Max Drawdown Largest peak-to-trough decline	-50.13%	-66.25%	+16.12%
Max Drawdown (1Y) Largest decline over 1 year	-50.13%	—	—
Current Drawdown Current decline from peak	-48.40%	-64.43%	+16.03%
Average Drawdown Average peak-to-trough decline	-20.16%	-41.65%	+21.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.13%	—	—

Volatility

Volatility by Period

	DFII	ESK	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.48%	—	—
Volatility (6M) Calculated over the trailing 6-month period	33.37%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	41.94%	66.65%	-24.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.20%	66.65%	-25.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.20%	66.65%	-25.45%

DFII vs. ESK - Expense Ratio Comparison

DFII has a 0.85% expense ratio, which is higher than ESK's 0.75% expense ratio.

Dividends

DFII vs. ESK - Dividend Comparison

DFII's dividend yield for the trailing twelve months is around 29.19%, more than ESK's 1.06% yield.

Position	TTM	2025
DFII FT Vest Bitcoin Strategy & Target Income ETF	29.19%	15.51%
ESK REX-Osprey ETH + Staking ETF	1.06%	0.30%

Frequently Asked Questions

Can I hold both DFII and ESK in my portfolio?

With a correlation of 0.90, DFII and ESK 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.

Which ETF is better, DFII or ESK?

On fees, ESK is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DFII or ESK?

ESK is cheaper with a 0.75% expense ratio, compared with 0.85% for DFII.

Which ETF pays a higher dividend yield, DFII or ESK?

DFII has the higher dividend yield at 29.19%, compared with 1.06% for ESK.

What is the main difference between DFII and ESK?

They also come from different issuers: First Trust and REX Shares. Their fees differ too: 0.85% for DFII and 0.75% for ESK.