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FDIG vs. SATO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDIG vs. SATO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Crypto Industry and Digital Payments ETF (FDIG) and Invesco Alerian Galaxy Crypto Economy ETF (SATO). 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 13.52% return, which is significantly higher than SATO's -5.08% return.


FDIG

1D
-3.39%
1M
-2.75%
YTD
13.52%
6M
7.36%
1Y
31.51%
3Y*
34.92%
5Y*
10Y*

SATO

1D
-5.17%
1M
-10.62%
YTD
-5.08%
6M
-10.21%
1Y
-1.45%
3Y*
35.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIG vs. SATO - Yearly Performance Comparison


2026 (YTD)2025202420232022
FDIG
Fidelity Crypto Industry and Digital Payments ETF
13.52%19.92%18.41%166.00%-59.37%
SATO
Invesco Alerian Galaxy Crypto Economy ETF
-5.08%2.26%55.25%266.77%-72.82%

Correlation

The correlation between FDIG and SATO is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2022

0.95

The correlation between FDIG and SATO has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

FDIG vs. SATO — Risk / Return Rank

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

FDIG
FDIG Risk / Return Rank: 1919
Overall Rank
FDIG Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FDIG Sortino Ratio Rank: 2222
Sortino Ratio Rank
FDIG Omega Ratio Rank: 2121
Omega Ratio Rank
FDIG Calmar Ratio Rank: 1717
Calmar Ratio Rank
FDIG Martin Ratio Rank: 1515
Martin Ratio Rank

SATO
SATO Risk / Return Rank: 99
Overall Rank
SATO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SATO Sortino Ratio Rank: 1010
Sortino Ratio Rank
SATO Omega Ratio Rank: 1010
Omega Ratio Rank
SATO Calmar Ratio Rank: 88
Calmar Ratio Rank
SATO Martin Ratio Rank: 99
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. SATO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Crypto Industry and Digital Payments ETF (FDIG) and Invesco Alerian Galaxy Crypto Economy ETF (SATO). 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.


FDIGSATODifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.13

1.04

+0.10

Calmar ratioReturn relative to maximum drawdown

0.68

-0.03

+0.71

Martin ratioReturn relative to average drawdown

1.28

-0.05

+1.32

FDIG vs. SATO - Sharpe Ratio Comparison

The current FDIG Sharpe Ratio is 0.63, which is higher than the SATO Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of FDIG and SATO, 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

FDIG vs. SATO - Drawdown Comparison

The maximum FDIG drawdown since its inception was -61.35%, smaller than the maximum SATO drawdown of -88.00%. Use the drawdown chart below to compare losses from any high point for FDIG and SATO.


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Drawdown Indicators


FDIGSATODifference

Max Drawdown

Largest peak-to-trough decline

-61.35%

-88.00%

+26.65%

Max Drawdown (1Y)

Largest decline over 1 year

-46.69%

-53.49%

+6.80%

Max Drawdown (3Y)

Largest decline over 3 years

-49.66%

-53.49%

+3.83%

Current Drawdown

Current decline from peak

-24.82%

-41.84%

+17.02%

Average Drawdown

Average peak-to-trough decline

-27.48%

-50.82%

+23.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.74%

30.56%

-5.82%

Volatility

FDIG vs. SATO - Volatility Comparison

Fidelity Crypto Industry and Digital Payments ETF (FDIG) has a higher volatility of 16.04% compared to Invesco Alerian Galaxy Crypto Economy ETF (SATO) at 14.40%. This indicates that FDIG's price experiences larger fluctuations and is considered to be riskier than SATO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDIGSATODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.04%

14.40%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

36.85%

38.67%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

50.78%

52.36%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.91%

63.18%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.91%

63.18%

-2.27%

FDIG vs. SATO - Expense Ratio Comparison

FDIG has a 0.39% expense ratio, which is lower than SATO's 0.60% expense ratio.


Dividends

FDIG vs. SATO - Dividend Comparison

FDIG's dividend yield for the trailing twelve months is around 1.44%, less than SATO's 7.07% yield.


PositionTTM20252024202320222021
FDIG
Fidelity Crypto Industry and Digital Payments ETF
1.44%1.14%1.17%0.18%0.00%0.00%
SATO
Invesco Alerian Galaxy Crypto Economy ETF
7.07%9.50%15.03%2.21%8.97%0.73%

Frequently Asked Questions


With a correlation of 0.94, FDIG and SATO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FDIG has higher volatility (16.04%) compared to SATO (14.40%). In terms of maximum drawdown, FDIG dropped -61.35% vs SATO's -88.00%.

On 3-year performance, SATO leads with 35.31% vs 34.92% for FDIG. On fees, FDIG is cheaper at 0.39% per year. On volatility, SATO has been the lower-risk option at 14.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SATO has performed better with a 35.31% return vs 34.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDIG is cheaper with a 0.39% expense ratio, compared with 0.60% for SATO.

SATO has the higher dividend yield at 7.07%, compared with 1.44% for FDIG.

FDIG is categorized as Blockchain, while SATO is Cryptocurrency. FDIG tracks Fidelity Crypto Industry and Digital Payments Index, while SATO tracks Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index. They also come from different issuers: Fidelity and Invesco. Their fees differ too: 0.39% for FDIG and 0.60% for SATO.

FDIG currently has the higher Sharpe Ratio (0.63 vs -0.03), 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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