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FSF.TO vs. BTCX-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSF.TO vs. BTCX-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Global Financial Sector ETF (FSF.TO) and CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSF.TO achieves a 8.03% return, which is significantly higher than BTCX-B.TO's -26.95% return.


FSF.TO

1D
1.62%
1M
2.45%
6M
6.56%
YTD
8.03%
1Y
19.56%
3Y*
22.87%
5Y*
12.59%
10Y*
30.36%
ALL TIME*
14.13%

BTCX-B.TO

1D
-2.81%
1M
-0.23%
6M
-17.61%
YTD
-26.95%
1Y
-44.02%
3Y*
30.49%
5Y*
11.20%
10Y*
ALL TIME*
3.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$935.28KCA$1.05MCA$1.72M
CA$661.89CA$2.69KCA$6.54K

FSF.TO vs. BTCX-B.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSF.TO
CI Global Financial Sector ETF
8.03%20.68%33.83%10.49%-11.77%12.54%
BTCX-B.TO
CI Galaxy Bitcoin ETF C$ Unhedged Series Units
-26.95%-11.32%139.01%149.40%-62.06%-18.60%

Correlation

The correlation between FSF.TO and BTCX-B.TO is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.14

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2021

0.13

The correlation between FSF.TO and BTCX-B.TO shifts across timeframes, from -0.01 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FSF.TO vs. BTCX-B.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSF.TO
FSF.TO Risk / Return Rank: 3636
Overall Rank
FSF.TO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FSF.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
FSF.TO Omega Ratio Rank: 4141
Omega Ratio Rank
FSF.TO Calmar Ratio Rank: 3131
Calmar Ratio Rank
FSF.TO Martin Ratio Rank: 3232
Martin Ratio Rank

BTCX-B.TO
BTCX-B.TO Risk / Return Rank: 22
Overall Rank
BTCX-B.TO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCX-B.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCX-B.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCX-B.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCX-B.TO Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSF.TO vs. BTCX-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Global Financial Sector ETF (FSF.TO) and CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.TO). 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.


FSF.TOBTCX-B.TODifference
Sharpe ratioReturn per unit of total volatility

+2.10

Sortino ratioReturn per unit of downside risk

+3.17

Omega ratioGain probability vs. loss probability

1.21

0.83

+0.38

Calmar ratioReturn relative to maximum drawdown

1.11

-0.87

+1.99

Martin ratioReturn relative to average drawdown

3.27

-1.31

+4.58

FSF.TO vs. BTCX-B.TO - Sharpe Ratio Comparison

The current FSF.TO Sharpe Ratio is 1.05, which is higher than the BTCX-B.TO Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of FSF.TO and BTCX-B.TO, 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

FSF.TO vs. BTCX-B.TO - Drawdown Comparison

The maximum FSF.TO drawdown since its inception was -73.78%, roughly equal to the maximum BTCX-B.TO drawdown of -75.26%. Use the drawdown chart below to compare losses from any high point for FSF.TO and BTCX-B.TO.


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Drawdown Indicators


FSF.TOBTCX-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-73.78%

-75.26%

+1.48%

Max Drawdown (1Y)

Largest decline over 1 year

-15.09%

-52.71%

+37.62%

Max Drawdown (3Y)

Largest decline over 3 years

-17.26%

-52.71%

+35.45%

Max Drawdown (5Y)

Largest decline over 5 years

-26.08%

-75.26%

+49.18%

Max Drawdown (10Y)

Largest decline over 10 years

-73.78%

Current Drawdown

Current decline from peak

-0.26%

-49.98%

+49.72%

Average Drawdown

Average peak-to-trough decline

-16.16%

-33.43%

+17.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

35.25%

-30.13%

Volatility

FSF.TO vs. BTCX-B.TO - Volatility Comparison

The current volatility for CI Global Financial Sector ETF (FSF.TO) is 5.02%, while CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.TO) has a volatility of 8.27%. This indicates that FSF.TO experiences smaller price fluctuations and is considered to be less risky than BTCX-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSF.TOBTCX-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

8.27%

-3.25%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

33.34%

-20.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

43.84%

-27.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

52.26%

-32.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

211.89%

54.52%

+157.37%

FSF.TO vs. BTCX-B.TO - Expense Ratio Comparison

FSF.TO has a 0.99% expense ratio, which is higher than BTCX-B.TO's 0.80% expense ratio.


Dividends

FSF.TO vs. BTCX-B.TO - Dividend Comparison

FSF.TO's dividend yield for the trailing twelve months is around 1.35%, while BTCX-B.TO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
BTCX-B.TO
CI Galaxy Bitcoin ETF C$ Unhedged Series Units
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSF.TO
CI Global Financial Sector ETF
1.35%1.28%1.41%2.10%2.35%0.74%1.28%1.91%2.30%0.96%0.79%

Frequently Asked Questions


FSF.TO and BTCX-B.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BTCX-B.TO is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BTCX-B.TO is cheaper with a 0.80% expense ratio, compared with 0.99% for FSF.TO.

FSF.TO is categorized as Financials Equities, while BTCX-B.TO is Cryptocurrency. Their fees differ too: 0.99% for FSF.TO and 0.80% for BTCX-B.TO.

Portfolio Optimizer

Find the right allocation for FSF.TO and BTCX-B.TO

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