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FDIG vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDIG vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Crypto Industry and Digital Payments ETF (FDIG) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDIG achieves a 19.73% return, which is significantly higher than IBIT's -25.48% return.


FDIG

1D
-2.69%
1M
10.27%
YTD
19.73%
6M
6.20%
1Y
50.23%
3Y*
40.44%
5Y*
10Y*

IBIT

1D
-2.76%
1M
-18.50%
YTD
-25.48%
6M
-29.84%
1Y
-38.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIG vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
FDIG
Fidelity Crypto Industry and Digital Payments ETF
19.73%19.92%31.34%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between FDIG and IBIT is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.70

The correlation between FDIG and IBIT has been stable across timeframes, ranging from 0.69 to 0.70 - a consistent structural relationship.

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Return for Risk

FDIG vs. IBIT — Risk / Return Rank

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

FDIG
FDIG Risk / Return Rank: 2525
Overall Rank
FDIG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FDIG Sortino Ratio Rank: 2929
Sortino Ratio Rank
FDIG Omega Ratio Rank: 2727
Omega Ratio Rank
FDIG Calmar Ratio Rank: 2323
Calmar Ratio Rank
FDIG Martin Ratio Rank: 1919
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT 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.

FDIG vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Crypto Industry and Digital Payments ETF (FDIG) and iShares Bitcoin Trust ETF (IBIT). 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.


FDIGIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+2.82

Omega ratioGain probability vs. loss probability

1.18

0.86

+0.32

Calmar ratioReturn relative to maximum drawdown

1.08

-0.79

+1.87

Martin ratioReturn relative to average drawdown

2.09

-1.36

+3.45

FDIG vs. IBIT - Sharpe Ratio Comparison

The current FDIG Sharpe Ratio is 1.02, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of FDIG and IBIT, 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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Sharpe Ratios by Period


FDIGIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

-0.89

+1.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.30

0.00

Drawdowns

FDIG vs. IBIT - Drawdown Comparison

The maximum FDIG drawdown since its inception was -58.32%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for FDIG and IBIT.


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Drawdown Indicators


FDIGIBITDifference

Max Drawdown

Largest peak-to-trough decline

-58.32%

-49.36%

-8.96%

Max Drawdown (1Y)

Largest decline over 1 year

-46.69%

-49.36%

+2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-49.66%

Current Drawdown

Current decline from peak

-20.70%

-48.10%

+27.40%

Average Drawdown

Average peak-to-trough decline

-26.16%

-16.02%

-10.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.11%

28.44%

-4.33%

Volatility

FDIG vs. IBIT - Volatility Comparison

Fidelity Crypto Industry and Digital Payments ETF (FDIG) has a higher volatility of 12.92% compared to iShares Bitcoin Trust ETF (IBIT) at 9.50%. This indicates that FDIG's price experiences larger fluctuations and is considered to be riskier than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDIGIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.92%

9.50%

+3.42%

Volatility (6M)

Calculated over the trailing 6-month period

35.95%

34.44%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

49.60%

43.73%

+5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.81%

50.19%

+10.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.81%

50.19%

+10.62%

FDIG vs. IBIT - Expense Ratio Comparison

FDIG has a 0.39% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

FDIG vs. IBIT - Dividend Comparison

FDIG's dividend yield for the trailing twelve months is around 1.03%, while IBIT has not paid dividends to shareholders.


PositionTTM202520242023
FDIG
Fidelity Crypto Industry and Digital Payments ETF
1.03%1.14%1.17%0.18%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


FDIG and IBIT have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDIG has higher volatility (12.92%) compared to IBIT (9.50%). In terms of maximum drawdown, FDIG dropped -58.32% vs IBIT's -49.36%.

On 1-year performance, FDIG leads with 50.23% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IBIT has been the lower-risk option at 9.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FDIG has performed better with a 50.23% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.39% for FDIG.

FDIG has the higher dividend yield at 1.03%, compared with 0.00% for IBIT.

FDIG is categorized as Blockchain, while IBIT is Cryptocurrency. FDIG tracks Fidelity Crypto Industry and Digital Payments Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.39% for FDIG and 0.25% for IBIT.

FDIG currently has the higher Sharpe Ratio (1.02 vs -0.89), 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.

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