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FBTC vs. HODL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBTC vs. HODL - Performance Comparison

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

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FBTC vs. HODL - Yearly Performance Comparison


2026 (YTD)20252024
FBTC
Fidelity Wise Origin Bitcoin Trust
-22.56%-6.56%99.56%
HODL
VanEck Bitcoin Trust
-22.52%-6.42%99.75%

Returns By Period

The year-to-date returns for both investments are quite close, with FBTC having a -22.56% return and HODL slightly higher at -22.52%.


FBTC

1D
1.97%
1M
3.29%
YTD
-22.56%
6M
-40.86%
1Y
-17.98%
3Y*
5Y*
10Y*

HODL

1D
1.86%
1M
3.29%
YTD
-22.52%
6M
-40.81%
1Y
-17.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBTC vs. HODL - Expense Ratio Comparison

Both FBTC and HODL have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FBTC vs. HODL — Risk / Return Rank

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

FBTC
FBTC Risk / Return Rank: 66
Overall Rank
FBTC Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FBTC Sortino Ratio Rank: 66
Sortino Ratio Rank
FBTC Omega Ratio Rank: 66
Omega Ratio Rank
FBTC Calmar Ratio Rank: 66
Calmar Ratio Rank
FBTC Martin Ratio Rank: 66
Martin Ratio Rank

HODL
HODL Risk / Return Rank: 66
Overall Rank
HODL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
HODL Sortino Ratio Rank: 66
Sortino Ratio Rank
HODL Omega Ratio Rank: 77
Omega Ratio Rank
HODL Calmar Ratio Rank: 66
Calmar Ratio Rank
HODL Martin Ratio Rank: 66
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. HODL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Wise Origin Bitcoin Trust (FBTC) and VanEck Bitcoin Trust (HODL). 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.


FBTCHODLDifference

Sharpe ratio

Return per unit of total volatility

-0.40

-0.40

0.00

Sortino ratio

Return per unit of downside risk

-0.29

-0.29

0.00

Omega ratio

Gain probability vs. loss probability

0.97

0.97

0.00

Calmar ratio

Return relative to maximum drawdown

-0.39

-0.39

0.00

Martin ratio

Return relative to average drawdown

-0.84

-0.83

-0.01

FBTC vs. HODL - Sharpe Ratio Comparison

The current FBTC Sharpe Ratio is -0.40, which is comparable to the HODL Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of FBTC and HODL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FBTCHODLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

-0.40

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.36

-0.01

Correlation

The correlation between FBTC and HODL is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FBTC vs. HODL - Dividend Comparison

Neither FBTC nor HODL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FBTC vs. HODL - Drawdown Comparison

The maximum FBTC drawdown since its inception was -49.33%, roughly equal to the maximum HODL drawdown of -49.25%. Use the drawdown chart below to compare losses from any high point for FBTC and HODL.


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Drawdown Indicators


FBTCHODLDifference

Max Drawdown

Largest peak-to-trough decline

-49.33%

-49.25%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-49.33%

-49.25%

-0.08%

Current Drawdown

Current decline from peak

-46.06%

-46.01%

-0.05%

Average Drawdown

Average peak-to-trough decline

-14.12%

-14.09%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.05%

23.02%

+0.03%

Volatility

FBTC vs. HODL - Volatility Comparison

Fidelity Wise Origin Bitcoin Trust (FBTC) and VanEck Bitcoin Trust (HODL) have volatilities of 12.97% and 13.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTCHODLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.97%

13.04%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

36.77%

36.71%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

45.30%

45.09%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.21%

50.94%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.21%

50.94%

+0.27%