PortfoliosLab logoPortfoliosLab logo
FNGO vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGO vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FNGO achieves a 8.91% return, which is significantly higher than IBIT's -27.41% return.


FNGO

1D
-1.60%
1M
-7.03%
YTD
8.91%
6M
3.86%
1Y
26.54%
3Y*
49.78%
5Y*
25.62%
10Y*

IBIT

1D
-0.03%
1M
-20.12%
YTD
-27.41%
6M
-29.61%
1Y
-40.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNGO vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
FNGO
MicroSectors FANG+ Index 2X Leveraged ETN
8.91%25.49%100.82%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between FNGO and IBIT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.37

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FNGO vs. IBIT — Risk / Return Rank

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

FNGO
FNGO Risk / Return Rank: 2020
Overall Rank
FNGO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FNGO Sortino Ratio Rank: 2222
Sortino Ratio Rank
FNGO Omega Ratio Rank: 2222
Omega Ratio Rank
FNGO Calmar Ratio Rank: 1818
Calmar Ratio Rank
FNGO Martin Ratio Rank: 1818
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
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.

FNGO vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) 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.

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.


FNGOIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+2.40

Omega ratioGain probability vs. loss probability

1.13

0.85

+0.28

Calmar ratioReturn relative to maximum drawdown

0.62

-0.78

+1.41

Martin ratioReturn relative to average drawdown

1.62

-1.37

+2.99

FNGO vs. IBIT - Sharpe Ratio Comparison

The current FNGO Sharpe Ratio is 0.64, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of FNGO 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.


Loading charts...

Drawdowns

FNGO vs. IBIT - Drawdown Comparison

The maximum FNGO drawdown since its inception was -78.39%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for FNGO and IBIT.


Loading charts...

Drawdown Indicators


FNGOIBITDifference

Max Drawdown

Largest peak-to-trough decline

-78.39%

-52.11%

-26.28%

Max Drawdown (1Y)

Largest decline over 1 year

-42.73%

-52.11%

+9.38%

Max Drawdown (3Y)

Largest decline over 3 years

-47.64%

Max Drawdown (5Y)

Largest decline over 5 years

-78.39%

Current Drawdown

Current decline from peak

-18.46%

-49.45%

+30.99%

Average Drawdown

Average peak-to-trough decline

-23.87%

-16.53%

-7.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.45%

29.64%

-13.19%

Volatility

FNGO vs. IBIT - Volatility Comparison

MicroSectors FANG+ Index 2X Leveraged ETN (FNGO) has a higher volatility of 17.58% compared to iShares Bitcoin Trust ETF (IBIT) at 12.07%. This indicates that FNGO'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.


Loading charts...

Volatility by Period


FNGOIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.58%

12.07%

+5.51%

Volatility (6M)

Calculated over the trailing 6-month period

33.63%

34.45%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

41.88%

44.10%

-2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.50%

50.26%

+10.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.61%

50.26%

+11.35%

FNGO vs. IBIT - Expense Ratio Comparison

FNGO has a 0.95% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

FNGO vs. IBIT - Dividend Comparison

Neither FNGO nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FNGO and IBIT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNGO has higher volatility (17.58%) compared to IBIT (12.07%). In terms of maximum drawdown, FNGO dropped -78.39% vs IBIT's -52.11%.

On 1-year performance, FNGO leads with 26.54% vs -40.63% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IBIT has been the lower-risk option at 12.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FNGO has performed better with a 26.54% return vs -40.63%. 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 0.95% for FNGO.

FNGO and IBIT have nearly identical dividend yields, around 0.00%.

FNGO is categorized as Leveraged Equities, while IBIT is Cryptocurrency. FNGO tracks NYSE FANG+ Index (+200%), while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: Bank of Montreal and iShares. Their fees differ too: 0.95% for FNGO and 0.25% for IBIT.

FNGO currently has the higher Sharpe Ratio (0.64 vs -0.92), 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 FNGO and IBIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer