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FBTC vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBTC vs. IBIT - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with FBTC having a -27.47% return and IBIT slightly higher at -27.39%.


FBTC

1D
2.62%
1M
-21.42%
YTD
-27.47%
6M
-30.87%
1Y
-41.79%
3Y*
5Y*
10Y*

IBIT

1D
2.77%
1M
-21.29%
YTD
-27.39%
6M
-30.81%
1Y
-41.70%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBTC vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
FBTC
Fidelity Wise Origin Bitcoin Fund
-27.47%-6.56%94.28%
IBIT
iShares Bitcoin Trust ETF
-27.39%-6.41%89.87%

Correlation

The correlation between FBTC and IBIT is 1.00 - 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

1.00

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

1.00

The correlation between FBTC and IBIT has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

FBTC vs. IBIT — 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: 22
Sortino Ratio Rank
FBTC Omega Ratio Rank: 22
Omega Ratio Rank
FBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
FBTC Martin Ratio Rank: 22
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Wise Origin Bitcoin Fund (FBTC) and iShares Bitcoin Trust ETF (IBIT). 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.


FBTCIBITDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

0.85

0.85

0.00

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.80

0.00

Martin ratioReturn relative to average drawdown

-1.42

-1.42

0.00

FBTC vs. IBIT - Sharpe Ratio Comparison

The current FBTC Sharpe Ratio is -0.95, which is comparable to the IBIT Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of FBTC and IBIT, 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 vs. IBIT - Drawdown Comparison

The maximum FBTC drawdown since its inception was -52.07%, roughly equal to the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for FBTC and IBIT.


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Drawdown Indicators


FBTCIBITDifference

Max Drawdown

Largest peak-to-trough decline

-52.07%

-52.11%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-52.07%

-52.11%

+0.04%

Current Drawdown

Current decline from peak

-49.48%

-49.43%

-0.05%

Average Drawdown

Average peak-to-trough decline

-16.40%

-16.48%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.44%

29.48%

-0.04%

Volatility

FBTC vs. IBIT - Volatility Comparison

Fidelity Wise Origin Bitcoin Fund (FBTC) and iShares Bitcoin Trust ETF (IBIT) have volatilities of 11.92% and 12.02%, 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


FBTCIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.92%

12.02%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

34.39%

34.45%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

43.98%

44.10%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.17%

50.30%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.17%

50.30%

-0.13%

FBTC vs. IBIT - Expense Ratio Comparison

Both FBTC and IBIT 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%.


Dividends

FBTC vs. IBIT - Dividend Comparison

Neither FBTC nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, FBTC and IBIT 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.

IBIT has higher volatility (12.02%) compared to FBTC (11.92%). In terms of maximum drawdown, FBTC dropped -52.07% vs IBIT's -52.11%.

On 1-year performance, IBIT leads with -41.70% vs -41.79% for FBTC. Both ETFs have the same 0.25% expense ratio. On volatility, FBTC has been the lower-risk option at 11.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBIT has performed better with a -41.70% return vs -41.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FBTC and IBIT have the same expense ratio: 0.25% per year.

FBTC and IBIT have nearly identical dividend yields, around 0.00%.

FBTC tracks Fidelity Bitcoin Reference Rate, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: Fidelity and iShares.

IBIT currently has the higher Sharpe Ratio (-0.95 vs -0.95), 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 FBTC and IBIT

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