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FBL vs. DXYZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBL vs. DXYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long META Daily ETF (FBL) and Destiny Tech100 Inc (DXYZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FBL achieves a -34.05% return, which is significantly lower than DXYZ's -5.42% return.


FBL

1D
-0.74%
1M
-17.09%
YTD
-34.05%
6M
-31.11%
1Y
-46.30%
3Y*
25.43%
5Y*
10Y*

DXYZ

1D
-25.14%
1M
-44.50%
YTD
-5.42%
6M
-23.68%
1Y
-28.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBL vs. DXYZ - Yearly Performance Comparison


2026 (YTD)20252024
FBL
GraniteShares 2x Long META Daily ETF
-34.05%0.50%17.18%
DXYZ
Destiny Tech100 Inc
-5.42%-47.96%613.45%

Correlation

The correlation between FBL and DXYZ is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2024

0.25

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Return for Risk

FBL vs. DXYZ — Risk / Return Rank

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

FBL
FBL Risk / Return Rank: 44
Overall Rank
FBL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FBL Sortino Ratio Rank: 55
Sortino Ratio Rank
FBL Omega Ratio Rank: 44
Omega Ratio Rank
FBL Calmar Ratio Rank: 33
Calmar Ratio Rank
FBL Martin Ratio Rank: 22
Martin Ratio Rank

DXYZ
DXYZ Risk / Return Rank: 3232
Overall Rank
DXYZ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DXYZ Sortino Ratio Rank: 3838
Sortino Ratio Rank
DXYZ Omega Ratio Rank: 3838
Omega Ratio Rank
DXYZ Calmar Ratio Rank: 2727
Calmar Ratio Rank
DXYZ Martin Ratio Rank: 2424
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.

FBL vs. DXYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long META Daily ETF (FBL) and Destiny Tech100 Inc (DXYZ). 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.


FBLDXYZDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

0.91

1.03

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.76

-0.47

-0.29

Martin ratioReturn relative to average drawdown

-1.36

-0.93

-0.43

FBL vs. DXYZ - Sharpe Ratio Comparison

The current FBL Sharpe Ratio is -0.65, which is lower than the DXYZ Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of FBL and DXYZ, 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

FBL vs. DXYZ - Drawdown Comparison

The maximum FBL drawdown since its inception was -61.15%, smaller than the maximum DXYZ drawdown of -90.35%. Use the drawdown chart below to compare losses from any high point for FBL and DXYZ.


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Drawdown Indicators


FBLDXYZDifference

Max Drawdown

Largest peak-to-trough decline

-61.15%

-90.35%

+29.20%

Max Drawdown (1Y)

Largest decline over 1 year

-61.03%

-59.33%

-1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-61.15%

Current Drawdown

Current decline from peak

-57.26%

-70.97%

+13.71%

Average Drawdown

Average peak-to-trough decline

-16.70%

-68.37%

+51.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.98%

30.12%

+3.86%

Volatility

FBL vs. DXYZ - Volatility Comparison

The current volatility for GraniteShares 2x Long META Daily ETF (FBL) is 20.60%, while Destiny Tech100 Inc (DXYZ) has a volatility of 52.18%. This indicates that FBL experiences smaller price fluctuations and is considered to be less risky than DXYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBLDXYZDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.60%

52.18%

-31.58%

Volatility (6M)

Calculated over the trailing 6-month period

53.92%

85.74%

-31.82%

Volatility (1Y)

Calculated over the trailing 1-year period

71.02%

101.63%

-30.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.08%

165.45%

-94.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.08%

165.45%

-94.37%

Dividends

FBL vs. DXYZ - Dividend Comparison

FBL's dividend yield for the trailing twelve months is around 3.14%, while DXYZ has not paid dividends to shareholders.


PositionTTM202520242023
DXYZ
Destiny Tech100 Inc
0.00%0.00%0.00%0.00%
FBL
GraniteShares 2x Long META Daily ETF
3.14%2.07%0.00%51.58%

Frequently Asked Questions


FBL and DXYZ have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXYZ has higher volatility (52.18%) compared to FBL (20.60%). In terms of maximum drawdown, FBL dropped -61.15% vs DXYZ's -90.35%.

DXYZ currently has the higher Sharpe Ratio (-0.28 vs -0.65), 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 FBL and DXYZ

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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