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FBTC vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBTC vs. QQQ - Performance Comparison

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

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FBTC vs. QQQ - Yearly Performance Comparison


2026 (YTD)20252024
FBTC
Fidelity Wise Origin Bitcoin Trust
-22.56%-6.56%99.56%
QQQ
Invesco QQQ ETF
-5.93%20.77%25.63%

Returns By Period

In the year-to-date period, FBTC achieves a -22.56% return, which is significantly lower than QQQ's -5.93% return.


FBTC

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

QQQ

1D
3.39%
1M
-4.84%
YTD
-5.93%
6M
-3.62%
1Y
23.68%
3Y*
22.32%
5Y*
12.88%
10Y*
18.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBTC vs. QQQ - Expense Ratio Comparison

FBTC has a 0.25% expense ratio, which is higher than QQQ's 0.18% 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%.


Return for Risk

FBTC vs. QQQ — 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

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6767
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7373
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. QQQ - Risk-Adjusted Trends Comparison

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


FBTCQQQDifference

Sharpe ratio

Return per unit of total volatility

-0.40

1.05

-1.45

Sortino ratio

Return per unit of downside risk

-0.29

1.63

-1.92

Omega ratio

Gain probability vs. loss probability

0.97

1.23

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.39

1.88

-2.27

Martin ratio

Return relative to average drawdown

-0.84

6.95

-7.79

FBTC vs. QQQ - Sharpe Ratio Comparison

The current FBTC Sharpe Ratio is -0.40, which is lower than the QQQ Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FBTC and QQQ, 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


FBTCQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

1.05

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.37

-0.02

Correlation

The correlation between FBTC and QQQ is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FBTC vs. QQQ - Dividend Comparison

FBTC has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.49%.


TTM20252024202320222021202020192018201720162015
FBTC
Fidelity Wise Origin Bitcoin Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ ETF
0.49%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

FBTC vs. QQQ - Drawdown Comparison

The maximum FBTC drawdown since its inception was -49.33%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for FBTC and QQQ.


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Drawdown Indicators


FBTCQQQDifference

Max Drawdown

Largest peak-to-trough decline

-49.33%

-82.97%

+33.64%

Max Drawdown (1Y)

Largest decline over 1 year

-49.33%

-12.62%

-36.71%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-46.06%

-8.98%

-37.08%

Average Drawdown

Average peak-to-trough decline

-14.12%

-32.99%

+18.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.05%

3.41%

+19.64%

Volatility

FBTC vs. QQQ - Volatility Comparison

Fidelity Wise Origin Bitcoin Trust (FBTC) has a higher volatility of 12.97% compared to Invesco QQQ ETF (QQQ) at 6.51%. This indicates that FBTC's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTCQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.97%

6.51%

+6.46%

Volatility (6M)

Calculated over the trailing 6-month period

36.77%

12.77%

+24.00%

Volatility (1Y)

Calculated over the trailing 1-year period

45.30%

22.67%

+22.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.21%

22.39%

+28.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.21%

22.25%

+28.96%