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ETHX-B.TO vs. FBTC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHX-B.TO vs. FBTC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Galaxy Ethereum ETF (ETHX-B.TO) and Fidelity Advantage Bitcoin ETF (FBTC.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETHX-B.TO achieves a -45.06% return, which is significantly lower than FBTC.TO's -30.73% return.


ETHX-B.TO

1D
-2.57%
1M
-19.45%
YTD
-45.06%
6M
-44.60%
1Y
-34.89%
3Y*
-4.92%
5Y*
-5.01%
10Y*

FBTC.TO

1D
-2.76%
1M
-17.58%
YTD
-30.73%
6M
-30.82%
1Y
-43.38%
3Y*
26.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHX-B.TO vs. FBTC.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ETHX-B.TO
CI Galaxy Ethereum ETF
-45.06%-15.87%55.80%90.02%-65.68%-21.33%
FBTC.TO
Fidelity Advantage Bitcoin ETF
-30.73%-10.85%137.16%145.80%-61.34%-20.46%

Correlation

The correlation between ETHX-B.TO and FBTC.TO is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2021

0.83

The correlation between ETHX-B.TO and FBTC.TO has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

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Return for Risk

ETHX-B.TO vs. FBTC.TO — Risk / Return Rank

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

ETHX-B.TO
ETHX-B.TO Risk / Return Rank: 66
Overall Rank
ETHX-B.TO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ETHX-B.TO Sortino Ratio Rank: 66
Sortino Ratio Rank
ETHX-B.TO Omega Ratio Rank: 66
Omega Ratio Rank
ETHX-B.TO Calmar Ratio Rank: 55
Calmar Ratio Rank
ETHX-B.TO Martin Ratio Rank: 66
Martin Ratio Rank

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

ETHX-B.TO vs. FBTC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Galaxy Ethereum ETF (ETHX-B.TO) and Fidelity Advantage Bitcoin ETF (FBTC.TO). 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.


ETHX-B.TOFBTC.TODifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

0.95

0.84

+0.11

Calmar ratioReturn relative to maximum drawdown

-0.52

-0.83

+0.30

Martin ratioReturn relative to average drawdown

-0.84

-1.35

+0.51

ETHX-B.TO vs. FBTC.TO - Sharpe Ratio Comparison

The current ETHX-B.TO Sharpe Ratio is -0.53, which is higher than the FBTC.TO Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of ETHX-B.TO and FBTC.TO, 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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Drawdowns

ETHX-B.TO vs. FBTC.TO - Drawdown Comparison

The maximum ETHX-B.TO drawdown since its inception was -78.38%, which is greater than FBTC.TO's maximum drawdown of -70.77%. Use the drawdown chart below to compare losses from any high point for ETHX-B.TO and FBTC.TO.


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Drawdown Indicators


ETHX-B.TOFBTC.TODifference

Max Drawdown

Largest peak-to-trough decline

-78.38%

-70.77%

-7.61%

Max Drawdown (1Y)

Largest decline over 1 year

-67.14%

-52.71%

-14.43%

Max Drawdown (3Y)

Largest decline over 3 years

-67.14%

-52.71%

-14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-78.38%

Current Drawdown

Current decline from peak

-66.60%

-52.71%

-13.89%

Average Drawdown

Average peak-to-trough decline

-43.02%

-31.23%

-11.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.78%

32.26%

+9.52%

Volatility

ETHX-B.TO vs. FBTC.TO - Volatility Comparison

CI Galaxy Ethereum ETF (ETHX-B.TO) has a higher volatility of 19.42% compared to Fidelity Advantage Bitcoin ETF (FBTC.TO) at 13.53%. This indicates that ETHX-B.TO's price experiences larger fluctuations and is considered to be riskier than FBTC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHX-B.TOFBTC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.42%

13.53%

+5.89%

Volatility (6M)

Calculated over the trailing 6-month period

45.25%

33.76%

+11.49%

Volatility (1Y)

Calculated over the trailing 1-year period

66.77%

43.55%

+23.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.08%

52.22%

+16.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.86%

52.22%

+19.64%

Dividends

ETHX-B.TO vs. FBTC.TO - Dividend Comparison

Neither ETHX-B.TO nor FBTC.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ETHX-B.TO and FBTC.TO have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: CI and Fidelity.

Portfolio Optimizer

Find the right allocation for ETHX-B.TO and FBTC.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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