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FCIL.NEO vs. FBTC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCIL.NEO vs. FBTC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity International Low Volatility ETF (FCIL.NEO) and Fidelity Advantage Bitcoin ETF (FBTC.TO). The values are adjusted to include any dividend payments, if applicable.

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FCIL.NEO vs. FBTC.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FCIL.NEO
Fidelity International Low Volatility ETF
5.42%19.10%7.89%11.49%-6.83%2.53%
FBTC.TO
Fidelity Advantage Bitcoin ETF
-21.62%-10.85%137.16%145.80%-61.34%-20.88%

Returns By Period

In the year-to-date period, FCIL.NEO achieves a 5.42% return, which is significantly higher than FBTC.TO's -21.62% return.


FCIL.NEO

1D
2.54%
1M
-5.04%
YTD
5.42%
6M
9.41%
1Y
15.60%
3Y*
12.62%
5Y*
9.03%
10Y*

FBTC.TO

1D
1.70%
1M
5.18%
YTD
-21.62%
6M
-40.83%
1Y
-20.77%
3Y*
33.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCIL.NEO vs. FBTC.TO - Expense Ratio Comparison

FCIL.NEO has a 0.45% expense ratio, which is higher than FBTC.TO's 0.40% expense ratio.


Return for Risk

FCIL.NEO vs. FBTC.TO — Risk / Return Rank

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

FCIL.NEO
FCIL.NEO Risk / Return Rank: 5454
Overall Rank
FCIL.NEO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FCIL.NEO Sortino Ratio Rank: 5454
Sortino Ratio Rank
FCIL.NEO Omega Ratio Rank: 5454
Omega Ratio Rank
FCIL.NEO Calmar Ratio Rank: 6464
Calmar Ratio Rank
FCIL.NEO Martin Ratio Rank: 4646
Martin Ratio Rank

FBTC.TO
FBTC.TO Risk / Return Rank: 55
Overall Rank
FBTC.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FBTC.TO Sortino Ratio Rank: 55
Sortino Ratio Rank
FBTC.TO Omega Ratio Rank: 55
Omega Ratio Rank
FBTC.TO Calmar Ratio Rank: 55
Calmar Ratio Rank
FBTC.TO Martin Ratio Rank: 55
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.

FCIL.NEO vs. FBTC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Low Volatility ETF (FCIL.NEO) and Fidelity Advantage Bitcoin ETF (FBTC.TO). 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.


FCIL.NEOFBTC.TODifference

Sharpe ratio

Return per unit of total volatility

0.98

-0.47

+1.45

Sortino ratio

Return per unit of downside risk

1.46

-0.41

+1.86

Omega ratio

Gain probability vs. loss probability

1.21

0.95

+0.26

Calmar ratio

Return relative to maximum drawdown

1.67

-0.43

+2.11

Martin ratio

Return relative to average drawdown

4.57

-0.91

+5.48

FCIL.NEO vs. FBTC.TO - Sharpe Ratio Comparison

The current FCIL.NEO Sharpe Ratio is 0.98, which is higher than the FBTC.TO Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of FCIL.NEO and FBTC.TO, 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


FCIL.NEOFBTC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

-0.47

+1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.10

+0.45

Correlation

The correlation between FCIL.NEO and FBTC.TO is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FCIL.NEO vs. FBTC.TO - Dividend Comparison

Neither FCIL.NEO nor FBTC.TO has paid dividends to shareholders.


TTM2025202420232022202120202019
FCIL.NEO
Fidelity International Low Volatility ETF
0.00%0.00%0.00%1.94%2.44%2.53%3.78%2.15%
FBTC.TO
Fidelity Advantage Bitcoin ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCIL.NEO vs. FBTC.TO - Drawdown Comparison

The maximum FCIL.NEO drawdown since its inception was -20.28%, smaller than the maximum FBTC.TO drawdown of -70.77%. Use the drawdown chart below to compare losses from any high point for FCIL.NEO and FBTC.TO.


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Drawdown Indicators


FCIL.NEOFBTC.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.28%

-70.77%

+50.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-50.22%

+41.05%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

Current Drawdown

Current decline from peak

-5.04%

-46.48%

+41.44%

Average Drawdown

Average peak-to-trough decline

-4.53%

-30.53%

+26.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

23.72%

-20.36%

Volatility

FCIL.NEO vs. FBTC.TO - Volatility Comparison

The current volatility for Fidelity International Low Volatility ETF (FCIL.NEO) is 6.33%, while Fidelity Advantage Bitcoin ETF (FBTC.TO) has a volatility of 13.01%. This indicates that FCIL.NEO experiences smaller price fluctuations and is considered to be less risky than FBTC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCIL.NEOFBTC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

13.01%

-6.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

36.24%

-26.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

44.80%

-28.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.79%

52.99%

-40.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.65%

52.99%

-39.34%