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FNGS vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGS vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+ ETN (FNGS) 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, FNGS achieves a 6.79% return, which is significantly higher than IBIT's -27.41% return.


FNGS

1D
-0.94%
1M
-3.20%
YTD
6.79%
6M
4.25%
1Y
17.02%
3Y*
29.80%
5Y*
19.76%
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)

FNGS vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
FNGS
MicroSectors FANG+ ETN
6.79%18.64%50.91%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between FNGS and IBIT is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.36

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Return for Risk

FNGS vs. IBIT — Risk / Return Rank

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

FNGS
FNGS Risk / Return Rank: 2323
Overall Rank
FNGS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 2424
Sortino Ratio Rank
FNGS Omega Ratio Rank: 2424
Omega Ratio Rank
FNGS Calmar Ratio Rank: 2020
Calmar Ratio Rank
FNGS Martin Ratio Rank: 2020
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.

FNGS vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ ETN (FNGS) 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.


FNGSIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.15

0.85

+0.29

Calmar ratioReturn relative to maximum drawdown

0.75

-0.78

+1.53

Martin ratioReturn relative to average drawdown

2.12

-1.37

+3.49

FNGS vs. IBIT - Sharpe Ratio Comparison

The current FNGS Sharpe Ratio is 0.79, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of FNGS 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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Drawdowns

FNGS vs. IBIT - Drawdown Comparison

The maximum FNGS drawdown since its inception was -48.98%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for FNGS and IBIT.


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Drawdown Indicators


FNGSIBITDifference

Max Drawdown

Largest peak-to-trough decline

-48.98%

-52.11%

+3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-22.93%

-52.11%

+29.18%

Max Drawdown (3Y)

Largest decline over 3 years

-26.77%

Max Drawdown (5Y)

Largest decline over 5 years

-48.98%

Current Drawdown

Current decline from peak

-9.63%

-49.45%

+39.82%

Average Drawdown

Average peak-to-trough decline

-10.85%

-16.53%

+5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

29.64%

-21.59%

Volatility

FNGS vs. IBIT - Volatility Comparison

The current volatility for MicroSectors FANG+ ETN (FNGS) is 8.74%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that FNGS experiences smaller price fluctuations and is considered to be less risky 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


FNGSIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

12.07%

-3.33%

Volatility (6M)

Calculated over the trailing 6-month period

17.19%

34.45%

-17.26%

Volatility (1Y)

Calculated over the trailing 1-year period

21.65%

44.10%

-22.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.10%

50.26%

-20.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.17%

50.26%

-19.09%

FNGS vs. IBIT - Expense Ratio Comparison

FNGS has a 0.58% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

FNGS vs. IBIT - Dividend Comparison

Neither FNGS nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FNGS and IBIT have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (12.07%) compared to FNGS (8.74%). In terms of maximum drawdown, FNGS dropped -48.98% vs IBIT's -52.11%.

On 1-year performance, FNGS leads with 17.02% vs -40.63% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, FNGS has been the lower-risk option at 8.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FNGS has performed better with a 17.02% 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 0.58% for FNGS.

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

FNGS is categorized as Large Cap Growth Equities, while IBIT is Cryptocurrency. FNGS tracks NYSE FANG+ Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: BMO and iShares. Their fees differ too: 0.58% for FNGS and 0.25% for IBIT.

FNGS currently has the higher Sharpe Ratio (0.79 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.

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