FFUT vs. ETH-USD
FFUT (Fidelity Managed Futures ETF) is Systematic Trend fund actively managed by Fidelity, while ETH-USD (Ethereum) is a cryptocurrency. Over the past year, FFUT returned 18.72% vs -30.82% for ETH-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
FFUT vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, FFUT achieves a 8.83% return, which is significantly higher than ETH-USD's -43.74% return.
FFUT
- 1D
- -0.36%
- 1M
- -2.69%
- YTD
- 8.83%
- 6M
- 9.28%
- 1Y
- 18.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ETH-USD
- 1D
- -3.30%
- 1M
- -20.41%
- YTD
- -43.74%
- 6M
- -43.66%
- 1Y
- -30.82%
- 3Y*
- -3.82%
- 5Y*
- -3.44%
- 10Y*
- 60.88%
FFUT vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FFUT Fidelity Managed Futures ETF | 8.83% | 8.58% |
ETH-USD Ethereum | -43.74% | 13.71% |
Correlation
The correlation between FFUT and ETH-USD is 0.05, 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 (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025 | 0.05 |
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Return for Risk
FFUT vs. ETH-USD — Risk / Return Rank
FFUT
ETH-USD
FFUT vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Managed Futures ETF (FFUT) and Ethereum (ETH-USD). 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.
| FFUT | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.14 | ||
| Sortino ratioReturn per unit of downside risk | +2.70 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.97 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 4.35 | -0.46 | +4.80 |
| Martin ratioReturn relative to average drawdown | 14.55 | -0.76 | +15.31 |
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Drawdowns
FFUT vs. ETH-USD - Drawdown Comparison
The maximum FFUT drawdown since its inception was -4.33%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for FFUT and ETH-USD.
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Drawdown Indicators
| FFUT | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.33% | -94.01% | +89.68% |
Max Drawdown (1Y)Largest decline over 1 year | -4.33% | -67.53% | +63.20% |
Max Drawdown (3Y)Largest decline over 3 years | — | -67.53% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -79.35% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -4.33% | -65.45% | +61.12% |
Average DrawdownAverage peak-to-trough decline | -0.96% | -50.93% | +49.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 41.14% | -39.85% |
Volatility
FFUT vs. ETH-USD - Volatility Comparison
The current volatility for Fidelity Managed Futures ETF (FFUT) is 2.93%, while Ethereum (ETH-USD) has a volatility of 18.13%. This indicates that FFUT experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFUT | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 18.13% | -15.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 46.20% | -37.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 56.03% | -44.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 59.16% | -48.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.02% | 77.04% | -66.02% |
Frequently Asked Questions
FFUT and ETH-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (18.13%) compared to FFUT (2.93%). In terms of maximum drawdown, FFUT dropped -4.33% vs ETH-USD's -94.01%.
FFUT currently has the higher Sharpe Ratio (1.68 vs -0.46), 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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