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FILG vs. BTRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FILG vs. BTRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Filecoin Trust (FIL) (FILG) and Global X Bitcoin Trend Strategy ETF (BTRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FILG achieves a -29.82% return, which is significantly lower than BTRN's -10.63% return.


FILG

1D
-1.07%
1M
-20.40%
YTD
-29.82%
6M
-31.77%
1Y
-61.53%
3Y*
-57.85%
5Y*
10Y*

BTRN

1D
-0.03%
1M
-7.03%
YTD
-10.63%
6M
-10.63%
1Y
-18.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FILG vs. BTRN - Yearly Performance Comparison


2026 (YTD)20252024
FILG
Grayscale Filecoin Trust (FIL)
-29.82%-96.42%-71.69%
BTRN
Global X Bitcoin Trend Strategy ETF
-10.63%4.89%3.25%

Correlation

The correlation between FILG and BTRN is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2024

0.22

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Return for Risk

FILG vs. BTRN — Risk / Return Rank

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

FILG
FILG Risk / Return Rank: 55
Overall Rank
FILG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FILG Sortino Ratio Rank: 77
Sortino Ratio Rank
FILG Omega Ratio Rank: 77
Omega Ratio Rank
FILG Calmar Ratio Rank: 33
Calmar Ratio Rank
FILG Martin Ratio Rank: 44
Martin Ratio Rank

BTRN
BTRN Risk / Return Rank: 33
Overall Rank
BTRN Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTRN Sortino Ratio Rank: 22
Sortino Ratio Rank
BTRN Omega Ratio Rank: 11
Omega Ratio Rank
BTRN Calmar Ratio Rank: 33
Calmar Ratio Rank
BTRN Martin Ratio Rank: 44
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.

FILG vs. BTRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Filecoin Trust (FIL) (FILG) and Global X Bitcoin Trend Strategy ETF (BTRN). 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.


FILGBTRNDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

0.98

0.81

+0.17

Calmar ratioReturn relative to maximum drawdown

-0.80

-0.71

-0.09

Martin ratioReturn relative to average drawdown

-1.12

-1.17

+0.05

FILG vs. BTRN - Sharpe Ratio Comparison

The current FILG Sharpe Ratio is -0.47, which is higher than the BTRN Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of FILG and BTRN, 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

FILG vs. BTRN - Drawdown Comparison

The maximum FILG drawdown since its inception was -99.69%, which is greater than BTRN's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for FILG and BTRN.


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Drawdown Indicators


FILGBTRNDifference

Max Drawdown

Largest peak-to-trough decline

-99.69%

-36.97%

-62.72%

Max Drawdown (1Y)

Largest decline over 1 year

-77.11%

-26.45%

-50.66%

Max Drawdown (3Y)

Largest decline over 3 years

-99.69%

Current Drawdown

Current decline from peak

-99.65%

-26.40%

-73.25%

Average Drawdown

Average peak-to-trough decline

-69.02%

-14.72%

-54.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.98%

16.08%

+38.90%

Volatility

FILG vs. BTRN - Volatility Comparison

Grayscale Filecoin Trust (FIL) (FILG) has a higher volatility of 32.73% compared to Global X Bitcoin Trend Strategy ETF (BTRN) at 3.65%. This indicates that FILG's price experiences larger fluctuations and is considered to be riskier than BTRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FILGBTRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.73%

3.65%

+29.08%

Volatility (6M)

Calculated over the trailing 6-month period

74.94%

10.21%

+64.73%

Volatility (1Y)

Calculated over the trailing 1-year period

131.33%

18.50%

+112.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

192.15%

30.51%

+161.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

192.15%

30.51%

+161.64%

Dividends

FILG vs. BTRN - Dividend Comparison

FILG has not paid dividends to shareholders, while BTRN's dividend yield for the trailing twelve months is around 31.41%.


PositionTTM20252024
BTRN
Global X Bitcoin Trend Strategy ETF
31.41%27.76%2.56%
FILG
Grayscale Filecoin Trust (FIL)
0.00%0.00%0.00%

Frequently Asked Questions


FILG and BTRN have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FILG has higher volatility (32.73%) compared to BTRN (3.65%). In terms of maximum drawdown, FILG dropped -99.69% vs BTRN's -36.97%.

On 1-year performance, BTRN leads with -18.78% vs -61.53% for FILG. On volatility, BTRN has been the lower-risk option at 3.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BTRN has performed better with a -18.78% return vs -61.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BTRN has the higher dividend yield at 31.41%, compared with 0.00% for FILG.

They also come from different issuers: Grayscale and Global X.

FILG currently has the higher Sharpe Ratio (-0.47 vs -1.02), 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.

Portfolio Optimizer

Find the right allocation for FILG and BTRN

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