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

Performance

FBTC.TO vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Advantage Bitcoin ETF (FBTC.TO) and Grayscale Bitcoin Trust ETF (GBTC). 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 GBTC is traded in USD. To make them comparable, the GBTC values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with FBTC.TO having a -24.39% return and GBTC slightly lower at -24.85%.


FBTC.TO

1D
-2.22%
1M
-16.83%
YTD
-24.39%
6M
-30.03%
1Y
-37.95%
3Y*
34.59%
5Y*
10Y*

GBTC

1D
-2.34%
1M
-16.85%
YTD
-24.85%
6M
-30.52%
1Y
-38.68%
3Y*
54.00%
5Y*
13.58%
10Y*
51.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBTC.TO vs. GBTC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FBTC.TO
Fidelity Advantage Bitcoin ETF
-24.39%-10.85%137.16%145.80%-61.34%-20.88%
GBTC
Grayscale Bitcoin Trust ETF
-24.85%-11.88%132.17%308.41%-74.07%-25.51%

Correlation

The correlation between FBTC.TO and GBTC is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2021

0.89

The correlation between FBTC.TO and GBTC has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.

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Return for Risk

FBTC.TO vs. GBTC — Risk / Return Rank

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

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: 22
Martin Ratio Rank

GBTC
GBTC Risk / Return Rank: 88
Overall Rank
GBTC Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 88
Sortino Ratio Rank
GBTC Omega Ratio Rank: 1010
Omega Ratio Rank
GBTC Calmar Ratio Rank: 1010
Calmar Ratio Rank
GBTC Martin Ratio Rank: 88
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.

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

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


FBTC.TOGBTCDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

0.86

0.86

0.00

Calmar ratioReturn relative to maximum drawdown

-0.76

-0.77

+0.01

Martin ratioReturn relative to average drawdown

-1.30

-1.33

+0.03

FBTC.TO vs. GBTC - Sharpe Ratio Comparison

The current FBTC.TO Sharpe Ratio is -0.89, which is comparable to the GBTC Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of FBTC.TO and GBTC, 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


FBTC.TOGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

-0.90

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.69

-0.61

Drawdowns

FBTC.TO vs. GBTC - Drawdown Comparison

The maximum FBTC.TO drawdown since its inception was -70.77%, smaller than the maximum GBTC drawdown of -89.63%. Use the drawdown chart below to compare losses from any high point for FBTC.TO and GBTC.


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Drawdown Indicators


FBTC.TOGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-70.77%

-89.63%

+18.86%

Max Drawdown (1Y)

Largest decline over 1 year

-50.22%

-50.39%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-50.22%

-50.39%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-84.10%

Max Drawdown (10Y)

Largest decline over 10 years

-89.63%

Current Drawdown

Current decline from peak

-48.38%

-48.63%

+0.25%

Average Drawdown

Average peak-to-trough decline

-30.94%

-42.84%

+11.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.18%

29.17%

+0.01%

Volatility

FBTC.TO vs. GBTC - Volatility Comparison

Fidelity Advantage Bitcoin ETF (FBTC.TO) has a higher volatility of 9.72% compared to Grayscale Bitcoin Trust ETF (GBTC) at 9.06%. This indicates that FBTC.TO's price experiences larger fluctuations and is considered to be riskier than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTC.TOGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.72%

9.06%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

33.63%

34.06%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

42.84%

42.95%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.37%

60.79%

-8.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.37%

81.36%

-28.99%

FBTC.TO vs. GBTC - Expense Ratio Comparison

FBTC.TO has a 0.40% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

FBTC.TO vs. GBTC - Dividend Comparison

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


PositionTTM202520242023202220212020201920182017
FBTC.TO
Fidelity Advantage Bitcoin ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%

Frequently Asked Questions


With a correlation of 0.97, FBTC.TO and GBTC 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.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FBTC.TO is cheaper with a 0.40% expense ratio, compared with 1.50% for GBTC.

They also come from different issuers: Fidelity and Grayscale. Their fees differ too: 0.40% for FBTC.TO and 1.50% for GBTC.

Portfolio Optimizer

Find the right allocation for FBTC.TO and GBTC

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