FSOL vs. WEEK

Last updated Jun 4, 2026

FSOL (Fidelity Solana Fund) and WEEK (Roundhill Weekly T-Bill ETF) are both exchange-traded funds - FSOL is a Cryptocurrency fund actively managed by Fidelity, while WEEK is a Ultrashort Bond fund actively managed by Roundhill. Both are actively managed. At a correlation of -0.05, they often move in opposite directions. FSOL charges 0.25%/yr vs 0.19%/yr for WEEK.

Performance

FSOL vs. WEEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Solana Fund (FSOL) and Roundhill Weekly T-Bill ETF (WEEK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FSOL achieves a -41.01% return, which is significantly lower than WEEK's 1.44% return.

FSOL

• 1D: -4.73%
• 1M: -14.55%
• YTD: -41.01%
• 6M: -48.13%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WEEK

• 1D: 0.02%
• 1M: 0.28%
• YTD: 1.44%
• 6M: 1.74%
• 1Y: 3.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSOL vs. WEEK - Yearly Performance Comparison

	2026 (YTD)	2025
FSOL Fidelity Solana Fund	-41.01%	-11.84%
WEEK Roundhill Weekly T-Bill ETF	1.44%	0.49%

Correlation

The correlation between FSOL and WEEK 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 (All Time) Calculated using the full available price history since Nov 19, 2025	-0.05

Return for Risk

FSOL vs. WEEK — Risk / Return Rank

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

WEEK

WEEK Risk / Return Rank: 99
WEEK Sharpe Ratio Rank: 99
WEEK Sortino Ratio Rank: 99
WEEK Omega Ratio Rank: 99
WEEK Calmar Ratio Rank: 99
WEEK Martin Ratio Rank: 99

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.

FSOL vs. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Solana Fund (FSOL) and Roundhill Weekly T-Bill ETF (WEEK). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	FSOL	WEEK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	9.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.99	10.05	-11.04

Drawdowns

FSOL vs. WEEK - Drawdown Comparison

The maximum FSOL drawdown since its inception was -50.54%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for FSOL and WEEK.

Drawdown Indicators

	FSOL	WEEK	Difference
Max Drawdown Largest peak-to-trough decline	-50.54%	-0.13%	-50.41%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.13%	—
Current Drawdown Current decline from peak	-50.54%	0.00%	-50.54%
Average Drawdown Average peak-to-trough decline	-29.21%	-0.01%	-29.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.01%	—

Volatility

Volatility by Period

	FSOL	WEEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.07%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.25%	—
Volatility (1Y) Calculated over the trailing 1-year period	71.65%	0.41%	+71.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.65%	0.39%	+71.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.65%	0.39%	+71.26%

FSOL vs. WEEK - Expense Ratio Comparison

FSOL has a 0.25% expense ratio, which is higher than WEEK's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

FSOL vs. WEEK - Dividend Comparison

FSOL's dividend yield for the trailing twelve months is around 2.03%, less than WEEK's 3.72% yield.

Position	TTM	2025
FSOL Fidelity Solana Fund	2.03%	0.00%
WEEK Roundhill Weekly T-Bill ETF	3.72%	3.27%

Frequently Asked Questions

Can I hold both FSOL and WEEK in my portfolio?

FSOL and WEEK 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.

Which ETF is better, FSOL or WEEK?

On fees, WEEK is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FSOL or WEEK?

WEEK is cheaper with a 0.19% expense ratio, compared with 0.25% for FSOL.

Which ETF pays a higher dividend yield, FSOL or WEEK?

WEEK has the higher dividend yield at 3.72%, compared with 2.03% for FSOL.

What is the main difference between FSOL and WEEK?

FSOL is categorized as Cryptocurrency, while WEEK is Ultrashort Bond. They also come from different issuers: Fidelity and Roundhill. Their fees differ too: 0.25% for FSOL and 0.19% for WEEK.