ESK vs. BFJL

Last updated Jul 11, 2026

ESK (REX-Osprey ETH + Staking ETF) and BFJL (FT Vest Bitcoin Strategy Floor15 ETF - July) are both exchange-traded funds - ESK is a Cryptocurrency fund actively managed by REX Shares, while BFJL is a Defined Outcome fund managed by First Trust. Their correlation of 0.84 suggests significant overlap in exposure. ESK charges 0.75%/yr vs 0.90%/yr for BFJL.

Performance

ESK vs. BFJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX-Osprey ETH + Staking ETF (ESK) and FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESK achieves a -44.38% return, which is significantly lower than BFJL's -4.85% return.

ESK

• 1D: 0.00%
• 1M: 0.00%
• 6M: -46.16%
• YTD: -44.38%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BFJL

• 1D: 0.41%
• 1M: 3.02%
• 6M: -6.00%
• YTD: -4.85%
• 1Y: -15.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ESK vs. BFJL - Yearly Performance Comparison

	2026 (YTD)	2025
ESK REX-Osprey ETH + Staking ETF	-44.38%	-23.95%
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July	-4.85%	-11.05%

Correlation

The correlation between ESK and BFJL 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 (All Time) Calculated using the full available price history since Sep 25, 2025	0.84

Return for Risk

ESK vs. BFJL — Risk / Return Rank

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

ESK

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

BFJL

BFJL Risk / Return Rank: 2
BFJL Sharpe Ratio Rank: 1
BFJL Sortino Ratio Rank: 2
BFJL Omega Ratio Rank: 1
BFJL Calmar Ratio Rank: 4
BFJL Martin Ratio Rank: 5

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.

ESK vs. BFJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX-Osprey ETH + Staking ETF (ESK) 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.

	ESK	BFJL	Difference
Sharpe ratio: Return per unit of total volatility	—	-1.09	—
Sortino ratio: Return per unit of downside risk	—	-1.46	—
Omega ratio: Gain probability vs. loss probability	—	0.82	—
Calmar ratio: Return relative to maximum drawdown	—	-0.68	—
Martin ratio: Return relative to average drawdown	—	-0.95	—

Drawdowns

ESK vs. BFJL - Drawdown Comparison

The maximum ESK drawdown since its inception was -66.25%, which is greater than BFJL's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for ESK and BFJL.

Drawdown Indicators

	ESK	BFJL	Difference
Max Drawdown Largest peak-to-trough decline	-66.25%	-21.27%	-44.98%
Max Drawdown (1Y) Largest decline over 1 year	—	-21.27%	—
Current Drawdown Current decline from peak	-64.43%	-18.79%	-45.64%
Average Drawdown Average peak-to-trough decline	-41.77%	-12.58%	-29.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	15.09%	—

Volatility

Volatility by Period

	ESK	BFJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.98%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.69%	—
Volatility (1Y) Calculated over the trailing 1-year period	66.47%	13.25%	+53.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.47%	13.22%	+53.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.47%	13.22%	+53.25%

ESK vs. BFJL - Expense Ratio Comparison

ESK has a 0.75% expense ratio, which is lower than BFJL's 0.90% expense ratio.

Dividends

ESK vs. BFJL - Dividend Comparison

ESK's dividend yield for the trailing twelve months is around 1.06%, less than BFJL's 1.42% yield.

Position	TTM	2025
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July	1.42%	1.35%
ESK REX-Osprey ETH + Staking ETF	1.06%	0.30%

Frequently Asked Questions

Can I hold both ESK and BFJL in my portfolio?

ESK and BFJL 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.

Which ETF is better, ESK or BFJL?

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, ESK or BFJL?

ESK is cheaper with a 0.75% expense ratio, compared with 0.90% for BFJL.

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

BFJL has the higher dividend yield at 1.42%, compared with 1.06% for ESK.

What is the main difference between ESK and BFJL?

ESK is categorized as Cryptocurrency, while BFJL is Defined Outcome. They also come from different issuers: REX Shares and First Trust. Their fees differ too: 0.75% for ESK and 0.90% for BFJL.