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FBTC.TO vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBTC.TO vs. FBTC - Performance Comparison

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

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Different Trading Currencies

FBTC.TO is traded in CAD, while FBTC is traded in USD. To make them comparable, the FBTC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FBTC.TO achieves a -26.79% return, which is significantly lower than FBTC's -25.38% return.


FBTC.TO

1D
-2.82%
1M
-0.55%
6M
-17.34%
YTD
-26.79%
1Y
-43.70%
3Y*
30.58%
5Y*
10Y*
ALL TIME*
3.42%

FBTC

1D
1.62%
1M
2.38%
6M
-15.85%
YTD
-25.38%
1Y
-43.02%
3Y*
5Y*
10Y*
ALL TIME*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$260.35MCA$285.97MCA$332.43M
CA$1.47MCA$1.74MCA$2.64M

FBTC.TO vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
FBTC.TO
Fidelity Advantage Bitcoin ETF
-26.79%-10.85%115.11%
FBTC
Fidelity Wise Origin Bitcoin Fund
-25.38%-10.82%108.39%

Correlation

The correlation between FBTC.TO and FBTC is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.94

The correlation between FBTC.TO and FBTC has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

FBTC.TO vs. FBTC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FBTC.TO
FBTC.TO Risk / Return Rank: 22
Overall Rank
FBTC.TO Sharpe Ratio Rank: 11
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: 22
Martin Ratio Rank

FBTC
FBTC Risk / Return Rank: 22
Overall Rank
FBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
FBTC Omega Ratio Rank: 22
Omega Ratio Rank
FBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
FBTC Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advantage Bitcoin ETF (FBTC.TO) 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.

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.


FBTC.TOFBTCDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

0.83

0.84

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.87

-0.82

-0.05

Martin ratioReturn relative to average drawdown

-1.29

-1.22

-0.07

FBTC.TO vs. FBTC - Sharpe Ratio Comparison

The current FBTC.TO Sharpe Ratio is -1.05, which is comparable to the FBTC Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of FBTC.TO 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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Drawdowns

FBTC.TO vs. FBTC - Drawdown Comparison

The maximum FBTC.TO drawdown since its inception was -70.77%, which is greater than FBTC's maximum drawdown of -52.54%. Use the drawdown chart below to compare losses from any high point for FBTC.TO and FBTC.


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Drawdown Indicators


FBTC.TOFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-70.77%

-52.54%

-18.23%

Max Drawdown (1Y)

Largest decline over 1 year

-52.71%

-52.54%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-52.71%

Current Drawdown

Current decline from peak

-50.02%

-49.03%

-0.99%

Average Drawdown

Average peak-to-trough decline

-31.56%

-18.10%

-13.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.33%

35.17%

+0.16%

Volatility

FBTC.TO vs. FBTC - Volatility Comparison

The current volatility for Fidelity Advantage Bitcoin ETF (FBTC.TO) is 7.97%, while Fidelity Wise Origin Bitcoin Fund (FBTC) has a volatility of 8.80%. This indicates that FBTC.TO experiences smaller price fluctuations and is considered to be less risky 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


FBTC.TOFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

8.80%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

32.98%

33.49%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

43.81%

44.51%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.90%

49.70%

+2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.90%

49.70%

+2.20%

FBTC.TO vs. FBTC - Expense Ratio Comparison

FBTC.TO has a 0.35% expense ratio, which is higher than FBTC's 0.25% expense ratio.


Dividends

FBTC.TO vs. FBTC - Dividend Comparison

Neither FBTC.TO nor FBTC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, FBTC.TO and FBTC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, FBTC is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FBTC is cheaper with a 0.25% expense ratio, compared with 0.35% for FBTC.TO.

Their fees differ too: 0.35% for FBTC.TO and 0.25% for FBTC.

Portfolio Optimizer

Find the right allocation for FBTC.TO and FBTC

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

Open Portfolio Optimizer