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FBTC vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBTC vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Wise Origin Bitcoin Fund (FBTC) and iShares 7-10 Year Treasury Bond ETF (IEF). 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 -27.39% return, which is significantly lower than IEF's -0.47% return.


FBTC

1D
0.11%
1M
-20.13%
YTD
-27.39%
6M
-29.64%
1Y
-40.63%
3Y*
5Y*
10Y*

IEF

1D
-0.17%
1M
0.19%
YTD
-0.47%
6M
-0.18%
1Y
3.39%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBTC vs. IEF - Yearly Performance Comparison


2026 (YTD)20252024
FBTC
Fidelity Wise Origin Bitcoin Fund
-27.39%-6.56%94.28%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.47%8.03%0.33%

Correlation

The correlation between FBTC and IEF is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.01

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Return for Risk

FBTC vs. IEF — Risk / Return Rank

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

FBTC
FBTC Risk / Return Rank: 33
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

IEF
IEF Risk / Return Rank: 2222
Overall Rank
IEF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2121
Calmar Ratio Rank
IEF Martin Ratio Rank: 2121
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. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Wise Origin Bitcoin Fund (FBTC) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.


FBTCIEFDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-2.41

Omega ratioGain probability vs. loss probability

0.85

1.12

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.78

0.84

-1.62

Martin ratioReturn relative to average drawdown

-1.37

2.35

-3.72

FBTC vs. IEF - Sharpe Ratio Comparison

The current FBTC Sharpe Ratio is -0.93, which is lower than the IEF Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FBTC and IEF, 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. IEF - Drawdown Comparison

The maximum FBTC drawdown since its inception was -52.07%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for FBTC and IEF.


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Drawdown Indicators


FBTCIEFDifference

Max Drawdown

Largest peak-to-trough decline

-52.07%

-23.93%

-28.14%

Max Drawdown (1Y)

Largest decline over 1 year

-52.07%

-4.07%

-48.00%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

Current Drawdown

Current decline from peak

-49.42%

-11.18%

-38.24%

Average Drawdown

Average peak-to-trough decline

-16.46%

-5.35%

-11.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.61%

1.45%

+28.16%

Volatility

FBTC vs. IEF - Volatility Comparison

Fidelity Wise Origin Bitcoin Fund (FBTC) has a higher volatility of 11.97% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.62%. This indicates that FBTC's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTCIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.97%

1.62%

+10.35%

Volatility (6M)

Calculated over the trailing 6-month period

34.39%

3.42%

+30.97%

Volatility (1Y)

Calculated over the trailing 1-year period

43.98%

4.72%

+39.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.13%

7.71%

+42.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.13%

6.63%

+43.50%

FBTC vs. IEF - Expense Ratio Comparison

FBTC has a 0.25% expense ratio, which is higher than IEF's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FBTC vs. IEF - Dividend Comparison

FBTC has not paid dividends to shareholders, while IEF's dividend yield for the trailing twelve months is around 3.89%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
IEF
iShares 7-10 Year Treasury Bond ETF
3.89%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%

Frequently Asked Questions


FBTC and IEF have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBTC has higher volatility (11.97%) compared to IEF (1.62%). In terms of maximum drawdown, FBTC dropped -52.07% vs IEF's -23.93%.

On 1-year performance, IEF leads with 3.39% vs -40.63% for FBTC. On fees, IEF is cheaper at 0.15% per year. On volatility, IEF has been the lower-risk option at 1.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IEF has performed better with a 3.39% return vs -40.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEF is cheaper with a 0.15% expense ratio, compared with 0.25% for FBTC.

IEF has the higher dividend yield at 3.89%, compared with 0.00% for FBTC.

FBTC is categorized as Cryptocurrency, while IEF is Government Bonds. FBTC tracks Fidelity Bitcoin Reference Rate, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.25% for FBTC and 0.15% for IEF.

IEF currently has the higher Sharpe Ratio (0.72 vs -0.93), 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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