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FBTC vs. EMXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBTC vs. EMXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Wise Origin Bitcoin Fund (FBTC) and iShares MSCI Emerging Markets ex China ETF (EMXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FBTC achieves a -27.63% return, which is significantly lower than EMXC's 32.33% return.


FBTC

1D
5.17%
1M
-20.97%
YTD
-27.63%
6M
-30.29%
1Y
-39.41%
3Y*
5Y*
10Y*

EMXC

1D
2.43%
1M
-1.88%
YTD
32.33%
6M
36.39%
1Y
62.72%
3Y*
25.41%
5Y*
11.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBTC vs. EMXC - Yearly Performance Comparison


2026 (YTD)20252024
FBTC
Fidelity Wise Origin Bitcoin Fund
-27.63%-6.56%99.56%
EMXC
iShares MSCI Emerging Markets ex China ETF
32.33%35.14%4.90%

Correlation

The correlation between FBTC and EMXC is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.36

The correlation between FBTC and EMXC shifts across timeframes, from 0.36 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FBTC vs. EMXC — Risk / Return Rank

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

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

EMXC
EMXC Risk / Return Rank: 8686
Overall Rank
EMXC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 8282
Sortino Ratio Rank
EMXC Omega Ratio Rank: 8888
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8686
Calmar Ratio Rank
EMXC Martin Ratio Rank: 8888
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 vs. EMXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Wise Origin Bitcoin Fund (FBTC) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.


FBTCEMXCDifference
Sharpe ratioReturn per unit of total volatility

-3.61

Sortino ratioReturn per unit of downside risk

-4.52

Omega ratioGain probability vs. loss probability

0.86

1.50

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.76

4.37

-5.13

Martin ratioReturn relative to average drawdown

-1.36

17.27

-18.64

FBTC vs. EMXC - Sharpe Ratio Comparison

The current FBTC Sharpe Ratio is -0.90, which is lower than the EMXC Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of FBTC and EMXC, 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


FBTCEMXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

2.71

-3.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.50

-0.23

Drawdowns

FBTC vs. EMXC - Drawdown Comparison

The maximum FBTC drawdown since its inception was -52.07%, which is greater than EMXC's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for FBTC and EMXC.


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Drawdown Indicators


FBTCEMXCDifference

Max Drawdown

Largest peak-to-trough decline

-52.07%

-42.81%

-9.26%

Max Drawdown (1Y)

Largest decline over 1 year

-52.07%

-14.41%

-37.66%

Max Drawdown (3Y)

Largest decline over 3 years

-19.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.91%

Current Drawdown

Current decline from peak

-49.59%

-7.55%

-42.04%

Average Drawdown

Average peak-to-trough decline

-16.18%

-10.19%

-5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.93%

3.64%

+25.29%

Volatility

FBTC vs. EMXC - Volatility Comparison

The current volatility for Fidelity Wise Origin Bitcoin Fund (FBTC) is 11.77%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 12.57%. This indicates that FBTC experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTCEMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.77%

12.57%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

34.55%

21.20%

+13.35%

Volatility (1Y)

Calculated over the trailing 1-year period

44.17%

23.27%

+20.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.26%

17.82%

+32.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.26%

19.99%

+30.27%

FBTC vs. EMXC - Expense Ratio Comparison

FBTC has a 0.25% expense ratio, which is lower than EMXC's 0.49% expense ratio.


Dividends

FBTC vs. EMXC - Dividend Comparison

FBTC has not paid dividends to shareholders, while EMXC's dividend yield for the trailing twelve months is around 2.13%.


PositionTTM202520242023202220212020201920182017
EMXC
iShares MSCI Emerging Markets ex China ETF
2.13%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%
FBTC
Fidelity Wise Origin Bitcoin Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FBTC and EMXC have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMXC has higher volatility (12.57%) compared to FBTC (11.77%). In terms of maximum drawdown, FBTC dropped -52.07% vs EMXC's -42.81%.

On 1-year performance, EMXC leads with 62.72% vs -39.41% for FBTC. On fees, FBTC is cheaper at 0.25% per year. On volatility, FBTC has been the lower-risk option at 11.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EMXC has performed better with a 62.72% return vs -39.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FBTC is cheaper with a 0.25% expense ratio, compared with 0.49% for EMXC.

EMXC has the higher dividend yield at 2.13%, compared with 0.00% for FBTC.

FBTC is categorized as Cryptocurrency, while EMXC is Emerging Markets Equities. FBTC tracks Fidelity Bitcoin Reference Rate, while EMXC tracks MSCI Emerging Markets ex China Index. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.25% for FBTC and 0.49% for EMXC.

EMXC currently has the higher Sharpe Ratio (2.71 vs -0.90), 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

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