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EMXC vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMXC vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets ex China ETF (EMXC) and Fidelity Wise Origin Bitcoin Fund (FBTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMXC achieves a 32.33% return, which is significantly higher than FBTC's -27.63% return.


EMXC

1D
2.43%
1M
-1.88%
YTD
32.33%
6M
36.39%
1Y
62.72%
3Y*
25.41%
5Y*
11.46%
10Y*

FBTC

1D
5.17%
1M
-20.97%
YTD
-27.63%
6M
-30.29%
1Y
-39.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMXC vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
EMXC
iShares MSCI Emerging Markets ex China ETF
32.33%35.14%4.90%
FBTC
Fidelity Wise Origin Bitcoin Fund
-27.63%-6.56%99.56%

Correlation

The correlation between EMXC and FBTC is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.36

The correlation between EMXC and FBTC shifts across timeframes, from 0.36 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EMXC vs. FBTC — Risk / Return Rank

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

EMXC
EMXC Risk / Return Rank: 8686
Overall Rank
EMXC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 8282
Sortino Ratio Rank
EMXC Omega Ratio Rank: 8888
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8686
Calmar Ratio Rank
EMXC Martin Ratio Rank: 8888
Martin Ratio Rank

FBTC
FBTC Risk / Return Rank: 22
Overall Rank
FBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FBTC Sortino Ratio Rank: 33
Sortino Ratio Rank
FBTC Omega Ratio Rank: 33
Omega Ratio Rank
FBTC Calmar Ratio Rank: 33
Calmar Ratio Rank
FBTC Martin Ratio Rank: 22
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.

EMXC vs. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ex China ETF (EMXC) 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.


EMXCFBTCDifference
Sharpe ratioReturn per unit of total volatility

+3.61

Sortino ratioReturn per unit of downside risk

+4.52

Omega ratioGain probability vs. loss probability

1.50

0.86

+0.64

Calmar ratioReturn relative to maximum drawdown

4.37

-0.76

+5.13

Martin ratioReturn relative to average drawdown

17.27

-1.36

+18.64

EMXC vs. FBTC - Sharpe Ratio Comparison

The current EMXC Sharpe Ratio is 2.71, which is higher than the FBTC Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of EMXC 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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Sharpe Ratios by Period


EMXCFBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

-0.90

+3.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.27

+0.23

Drawdowns

EMXC vs. FBTC - Drawdown Comparison

The maximum EMXC drawdown since its inception was -42.81%, smaller than the maximum FBTC drawdown of -52.07%. Use the drawdown chart below to compare losses from any high point for EMXC and FBTC.


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Drawdown Indicators


EMXCFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-42.81%

-52.07%

+9.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

-52.07%

+37.66%

Max Drawdown (3Y)

Largest decline over 3 years

-19.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.91%

Current Drawdown

Current decline from peak

-7.55%

-49.59%

+42.04%

Average Drawdown

Average peak-to-trough decline

-10.19%

-16.18%

+5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

28.93%

-25.29%

Volatility

EMXC vs. FBTC - Volatility Comparison

iShares MSCI Emerging Markets ex China ETF (EMXC) has a higher volatility of 12.57% compared to Fidelity Wise Origin Bitcoin Fund (FBTC) at 11.77%. This indicates that EMXC'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


EMXCFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.57%

11.77%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

21.20%

34.55%

-13.35%

Volatility (1Y)

Calculated over the trailing 1-year period

23.27%

44.17%

-20.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.82%

50.26%

-32.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.99%

50.26%

-30.27%

EMXC vs. FBTC - Expense Ratio Comparison

EMXC has a 0.49% expense ratio, which is higher than FBTC's 0.25% expense ratio.


Dividends

EMXC vs. FBTC - Dividend Comparison

EMXC's dividend yield for the trailing twelve months is around 2.13%, while FBTC has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EMXC
iShares MSCI Emerging Markets ex China ETF
2.13%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%
FBTC
Fidelity Wise Origin Bitcoin Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMXC and FBTC have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMXC has higher volatility (12.57%) compared to FBTC (11.77%). In terms of maximum drawdown, EMXC dropped -42.81% vs FBTC's -52.07%.

On 1-year performance, EMXC leads with 62.72% vs -39.41% for FBTC. On fees, FBTC is cheaper at 0.25% per year. On volatility, FBTC has been the lower-risk option at 11.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EMXC has performed better with a 62.72% return vs -39.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FBTC is cheaper with a 0.25% expense ratio, compared with 0.49% for EMXC.

EMXC has the higher dividend yield at 2.13%, compared with 0.00% for FBTC.

EMXC is categorized as Emerging Markets Equities, while FBTC is Cryptocurrency. EMXC tracks MSCI Emerging Markets ex China Index, while FBTC tracks Fidelity Bitcoin Reference Rate. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.49% for EMXC and 0.25% for FBTC.

EMXC currently has the higher Sharpe Ratio (2.71 vs -0.90), 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.

Portfolio Optimizer

Find the right allocation for EMXC and FBTC

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