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

Performance

FCLS.NEO vs. FBTC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Canadian Long/Short Alternative ETF (FCLS.NEO) and Fidelity Advantage Bitcoin ETF (FBTC.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCLS.NEO achieves a 7.98% return, which is significantly higher than FBTC.TO's -26.14% return.


FCLS.NEO

1D
-1.46%
1M
4.64%
YTD
7.98%
6M
9.15%
1Y
21.94%
3Y*
5Y*
10Y*

FBTC.TO

1D
-1.88%
1M
-15.78%
YTD
-26.14%
6M
-23.99%
1Y
-37.71%
3Y*
35.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
FCLS.NEO
Fidelity Canadian Long/Short Alternative ETF
7.98%18.33%17.30%
FBTC.TO
Fidelity Advantage Bitcoin ETF
-26.14%-10.85%133.54%

Correlation

The correlation between FCLS.NEO and FBTC.TO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

0.19

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Return for Risk

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

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

FCLS.NEO
FCLS.NEO Risk / Return Rank: 4747
Overall Rank
FCLS.NEO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FCLS.NEO Sortino Ratio Rank: 4242
Sortino Ratio Rank
FCLS.NEO Omega Ratio Rank: 6464
Omega Ratio Rank
FCLS.NEO Calmar Ratio Rank: 3737
Calmar Ratio Rank
FCLS.NEO Martin Ratio Rank: 4747
Martin Ratio Rank

FBTC.TO
FBTC.TO Risk / Return Rank: 33
Overall Rank
FBTC.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FBTC.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
FBTC.TO Omega Ratio Rank: 33
Omega Ratio Rank
FBTC.TO Calmar Ratio Rank: 33
Calmar Ratio Rank
FBTC.TO Martin Ratio Rank: 33
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.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canadian Long/Short Alternative ETF (FCLS.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.

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.


FCLS.NEOFBTC.TODifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+3.26

Omega ratioGain probability vs. loss probability

1.37

0.87

+0.50

Calmar ratioReturn relative to maximum drawdown

1.78

-0.72

+2.50

Martin ratioReturn relative to average drawdown

7.49

-1.22

+8.71

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

The current FCLS.NEO Sharpe Ratio is 1.42, which is higher than the FBTC.TO Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of FCLS.NEO and FBTC.TO, 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

FCLS.NEO vs. FBTC.TO - Drawdown Comparison

The maximum FCLS.NEO drawdown since its inception was -14.39%, smaller than the maximum FBTC.TO drawdown of -70.77%. Use the drawdown chart below to compare losses from any high point for FCLS.NEO and FBTC.TO.


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Drawdown Indicators


FCLS.NEOFBTC.TODifference

Max Drawdown

Largest peak-to-trough decline

-14.39%

-70.77%

+56.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-52.26%

+39.87%

Max Drawdown (3Y)

Largest decline over 3 years

-52.26%

Current Drawdown

Current decline from peak

-1.46%

-49.57%

+48.11%

Average Drawdown

Average peak-to-trough decline

-2.09%

-31.09%

+29.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

30.95%

-28.01%

Volatility

FCLS.NEO vs. FBTC.TO - Volatility Comparison

The current volatility for Fidelity Canadian Long/Short Alternative ETF (FCLS.NEO) is 6.95%, while Fidelity Advantage Bitcoin ETF (FBTC.TO) has a volatility of 12.86%. This indicates that FCLS.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


FCLS.NEOFBTC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

12.86%

-5.91%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

33.55%

-19.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

43.26%

-27.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.04%

52.32%

-38.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.04%

52.32%

-38.28%

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

FCLS.NEO has a 1.27% expense ratio, which is higher than FBTC.TO's 0.40% expense ratio.


Dividends

FCLS.NEO vs. FBTC.TO - Dividend Comparison

FCLS.NEO's dividend yield for the trailing twelve months is around 0.61%, while FBTC.TO has not paid dividends to shareholders.


PositionTTM2025
FBTC.TO
Fidelity Advantage Bitcoin ETF
0.00%0.00%
FCLS.NEO
Fidelity Canadian Long/Short Alternative ETF
0.61%0.65%

Frequently Asked Questions


FCLS.NEO and FBTC.TO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FBTC.TO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FBTC.TO is cheaper with a 0.40% expense ratio, compared with 1.27% for FCLS.NEO.

FCLS.NEO is categorized as Long-Short, while FBTC.TO is Cryptocurrency. Their fees differ too: 1.27% for FCLS.NEO and 0.40% for FBTC.TO.

Portfolio Optimizer

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