PortfoliosLab logoPortfoliosLab logo
FTEC vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

FTEC vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Information Technology Index ETF (FTEC) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FTEC achieves a 24.80% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, FTEC has underperformed BTC-USD with an annualized return of 24.92%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.


FTEC

1D
1.73%
1M
4.37%
YTD
24.80%
6M
21.50%
1Y
50.91%
3Y*
31.72%
5Y*
21.10%
10Y*
24.92%

BTC-USD

1D
-1.22%
1M
-22.47%
YTD
-28.54%
6M
-31.02%
1Y
-40.89%
3Y*
33.16%
5Y*
10.82%
10Y*
59.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTEC vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTEC
Fidelity MSCI Information Technology Index ETF
24.80%22.11%29.40%53.30%-29.59%30.49%45.83%48.93%-0.39%36.83%
BTC-USD
Bitcoin
-28.54%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between FTEC and BTC-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2013

0.14

Over the past year, FTEC and BTC-USD have become more correlated (0.36) than their long-term average of 0.14, meaning their price movements have been converging.

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

FTEC vs. BTC-USD — Risk / Return Rank

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

FTEC
FTEC Risk / Return Rank: 7171
Overall Rank
FTEC Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 7272
Sortino Ratio Rank
FTEC Omega Ratio Rank: 7474
Omega Ratio Rank
FTEC Calmar Ratio Rank: 6969
Calmar Ratio Rank
FTEC Martin Ratio Rank: 6161
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
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.

FTEC vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Information Technology Index ETF (FTEC) and Bitcoin (BTC-USD). 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.


FTECBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.32

Sortino ratioReturn per unit of downside risk

+4.26

Omega ratioGain probability vs. loss probability

1.39

0.86

+0.53

Calmar ratioReturn relative to maximum drawdown

3.15

-0.80

+3.94

Martin ratioReturn relative to average drawdown

10.02

-1.42

+11.44

FTEC vs. BTC-USD - Sharpe Ratio Comparison

The current FTEC Sharpe Ratio is 2.37, which is higher than the BTC-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of FTEC and BTC-USD, 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...

Sharpe Ratios by Period


FTECBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

-0.95

+3.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.20

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

0.87

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.13

-0.17

Drawdowns

FTEC vs. BTC-USD - Drawdown Comparison

The maximum FTEC drawdown since its inception was -34.95%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for FTEC and BTC-USD.


Loading charts...

Drawdown Indicators


FTECBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-85.30%

+50.35%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-51.21%

+34.95%

Max Drawdown (3Y)

Largest decline over 3 years

-27.30%

-51.21%

+23.91%

Max Drawdown (5Y)

Largest decline over 5 years

-34.95%

-76.67%

+41.72%

Max Drawdown (10Y)

Largest decline over 10 years

-34.95%

-83.80%

+48.85%

Current Drawdown

Current decline from peak

-6.80%

-49.86%

+43.06%

Average Drawdown

Average peak-to-trough decline

-5.56%

-42.32%

+36.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

34.46%

-29.37%

Volatility

FTEC vs. BTC-USD - Volatility Comparison

The current volatility for Fidelity MSCI Information Technology Index ETF (FTEC) is 9.45%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that FTEC experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FTECBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.45%

11.59%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

17.51%

34.53%

-17.02%

Volatility (1Y)

Calculated over the trailing 1-year period

21.65%

35.67%

-14.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.38%

44.95%

-19.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.79%

56.71%

-31.92%

Frequently Asked Questions


FTEC and BTC-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (11.59%) compared to FTEC (9.45%). In terms of maximum drawdown, FTEC dropped -34.95% vs BTC-USD's -85.30%.

FTEC currently has the higher Sharpe Ratio (2.37 vs -0.95), 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 FTEC and BTC-USD

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