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FCLO vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCLO vs. FBTC - Performance Comparison

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

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Returns By Period


FCLO

1D
0.02%
1M
0.50%
YTD
6M
1Y
3Y*
5Y*
10Y*

FBTC

1D
-2.65%
1M
-18.37%
YTD
-25.34%
6M
-29.78%
1Y
-38.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCLO vs. FBTC - Yearly Performance Comparison


Correlation

The correlation between FCLO and FBTC is 0.01, 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 (All Time)
Calculated using the full available price history since Feb 13, 2026

0.01

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Return for Risk

FCLO vs. FBTC — Risk / Return Rank

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

FCLO

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
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.

FCLO vs. FBTC - Risk-Adjusted Trends Comparison

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


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FCLO vs. FBTC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FCLOFBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

3.96

0.30

+3.66

Drawdowns

FCLO vs. FBTC - Drawdown Comparison

The maximum FCLO drawdown since its inception was -0.58%, smaller than the maximum FBTC drawdown of -49.33%. Use the drawdown chart below to compare losses from any high point for FCLO and FBTC.


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Drawdown Indicators


FCLOFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-0.58%

-49.33%

+48.75%

Max Drawdown (1Y)

Largest decline over 1 year

-49.33%

Current Drawdown

Current decline from peak

0.00%

-48.00%

+48.00%

Average Drawdown

Average peak-to-trough decline

-0.09%

-16.01%

+15.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.41%

Volatility

FCLO vs. FBTC - Volatility Comparison


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Volatility by Period


FCLOFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.39%

Volatility (6M)

Calculated over the trailing 6-month period

34.38%

Volatility (1Y)

Calculated over the trailing 1-year period

1.46%

43.61%

-42.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.46%

50.13%

-48.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.46%

50.13%

-48.67%

FCLO vs. FBTC - Expense Ratio Comparison

FCLO has a 0.45% expense ratio, which is higher than FBTC's 0.25% expense ratio.


Dividends

FCLO vs. FBTC - Dividend Comparison

FCLO's dividend yield for the trailing twelve months is around 1.56%, while FBTC has not paid dividends to shareholders.


Frequently Asked Questions


FCLO and FBTC have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FBTC is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FBTC is cheaper with a 0.25% expense ratio, compared with 0.45% for FCLO.

FCLO has the higher dividend yield at 1.56%, compared with 0.00% for FBTC.

FCLO is categorized as CLO, while FBTC is Cryptocurrency. Their fees differ too: 0.45% for FCLO and 0.25% for FBTC.

Portfolio Optimizer

Find the right allocation for FCLO and FBTC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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