DIME vs. BFJL
DIME (CoinShares Altcoins ETF) and BFJL (FT Vest Bitcoin Strategy Floor15 ETF - July) are both exchange-traded funds - DIME is a Cryptocurrency fund actively managed by CoinShares, while BFJL is a Defined Outcome fund managed by First Trust. A 0.75 correlation means they provide meaningful diversification when combined. DIME charges 0.00%/yr vs 0.90%/yr for BFJL.
Performance
DIME vs. BFJL - Performance Comparison
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Returns By Period
In the year-to-date period, DIME achieves a -29.30% return, which is significantly lower than BFJL's -7.62% return.
DIME
- 1D
- 0.00%
- 1M
- -14.04%
- YTD
- -29.30%
- 6M
- -28.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BFJL
- 1D
- 0.06%
- 1M
- 0.03%
- YTD
- -7.62%
- 6M
- -8.48%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DIME vs. BFJL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DIME CoinShares Altcoins ETF | -29.30% | -58.28% |
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | -7.62% | -14.65% |
Correlation
The correlation between DIME and BFJL is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 7, 2025 | 0.75 |
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Return for Risk
DIME vs. BFJL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CoinShares Altcoins ETF (DIME) and FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
DIME vs. BFJL - Drawdown Comparison
The maximum DIME drawdown since its inception was -72.54%, which is greater than BFJL's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for DIME and BFJL.
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Drawdown Indicators
| DIME | BFJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.54% | -21.27% | -51.27% |
Current DrawdownCurrent decline from peak | -70.51% | -21.15% | -49.36% |
Average DrawdownAverage peak-to-trough decline | -58.33% | -12.17% | -46.16% |
Volatility
DIME vs. BFJL - Volatility Comparison
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Volatility by Period
| DIME | BFJL | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 78.92% | 13.39% | +65.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.92% | 13.39% | +65.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.92% | 13.39% | +65.53% |
DIME vs. BFJL - Expense Ratio Comparison
DIME has a 0.00% expense ratio, which is lower than BFJL's 0.90% expense ratio.
Dividends
DIME vs. BFJL - Dividend Comparison
DIME has not paid dividends to shareholders, while BFJL's dividend yield for the trailing twelve months is around 1.46%.
| Position | TTM | 2025 |
|---|---|---|
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | 1.46% | 1.35% |
DIME CoinShares Altcoins ETF | 0.00% | 0.00% |
Frequently Asked Questions
DIME and BFJL have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DIME is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DIME is cheaper with a 0.00% expense ratio, compared with 0.90% for BFJL.
BFJL has the higher dividend yield at 1.46%, compared with 0.00% for DIME.
DIME is categorized as Cryptocurrency, while BFJL is Defined Outcome. They also come from different issuers: CoinShares and First Trust. Their fees differ too: 0.00% for DIME and 0.90% for BFJL.
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