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FVC vs. SBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVC vs. SBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) and Proshares Ultrashort Bitcoin ETF (SBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FVC achieves a 9.02% return, which is significantly lower than SBIT's 37.29% return.


FVC

1D
-1.37%
1M
-7.70%
6M
1.75%
YTD
9.02%
1Y
12.26%
3Y*
6.32%
5Y*
3.17%
10Y*
7.40%
ALL TIME*
7.80%

SBIT

1D
0.94%
1M
-11.45%
6M
45.78%
YTD
37.29%
1Y
111.44%
3Y*
5Y*
10Y*
ALL TIME*
-43.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$90.29K$83.42K$98.17K
$27.26M$34.79M$46.63M

FVC vs. SBIT - Yearly Performance Comparison


2026 (YTD)20252024
FVC
First Trust Dorsey Wright Dynamic Focus 5 ETF
9.02%2.12%5.86%
SBIT
Proshares Ultrashort Bitcoin ETF
37.29%-25.11%-73.74%

Correlation

The correlation between FVC and SBIT is -0.43, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.43

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

-0.40

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Return for Risk

FVC vs. SBIT — Risk / Return Rank

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

FVC
FVC Risk / Return Rank: 3030
Overall Rank
FVC Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FVC Sortino Ratio Rank: 2929
Sortino Ratio Rank
FVC Omega Ratio Rank: 3131
Omega Ratio Rank
FVC Calmar Ratio Rank: 2828
Calmar Ratio Rank
FVC Martin Ratio Rank: 3232
Martin Ratio Rank

SBIT
SBIT Risk / Return Rank: 5555
Overall Rank
SBIT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 5757
Sortino Ratio Rank
SBIT Omega Ratio Rank: 5353
Omega Ratio Rank
SBIT Calmar Ratio Rank: 6767
Calmar Ratio Rank
SBIT Martin Ratio Rank: 4646
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.

FVC vs. SBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) and Proshares Ultrashort Bitcoin ETF (SBIT). 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.


FVCSBITDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratioReturn relative to maximum drawdown

0.92

2.34

-1.41

Martin ratioReturn relative to average drawdown

3.17

5.18

-2.01

FVC vs. SBIT - Sharpe Ratio Comparison

The current FVC Sharpe Ratio is 0.76, which is lower than the SBIT Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of FVC and SBIT, 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

FVC vs. SBIT - Drawdown Comparison

The maximum FVC drawdown since its inception was -30.96%, smaller than the maximum SBIT drawdown of -91.35%. Use the drawdown chart below to compare losses from any high point for FVC and SBIT.


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Drawdown Indicators


FVCSBITDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-91.35%

+60.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-47.94%

+34.62%

Max Drawdown (3Y)

Largest decline over 3 years

-14.75%

Max Drawdown (5Y)

Largest decline over 5 years

-22.62%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

Current Drawdown

Current decline from peak

-9.48%

-78.21%

+68.73%

Average Drawdown

Average peak-to-trough decline

-7.02%

-69.04%

+62.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

21.59%

-17.71%

Volatility

FVC vs. SBIT - Volatility Comparison

The current volatility for First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) is 6.93%, while Proshares Ultrashort Bitcoin ETF (SBIT) has a volatility of 18.21%. This indicates that FVC experiences smaller price fluctuations and is considered to be less risky than SBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVCSBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

18.21%

-11.28%

Volatility (6M)

Calculated over the trailing 6-month period

15.03%

67.55%

-52.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

88.40%

-72.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

96.16%

-79.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

96.16%

-78.38%

FVC vs. SBIT - Expense Ratio Comparison

FVC has a 0.71% expense ratio, which is lower than SBIT's 0.95% expense ratio.


Dividends

FVC vs. SBIT - Dividend Comparison

FVC's dividend yield for the trailing twelve months is around 1.39%, less than SBIT's 4.17% yield.


PositionTTM2025202420232022202120202019201820172016
FVC
First Trust Dorsey Wright Dynamic Focus 5 ETF
1.39%2.57%0.78%1.89%1.50%0.09%0.21%1.07%0.24%0.63%0.67%
SBIT
Proshares Ultrashort Bitcoin ETF
4.17%0.52%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FVC and SBIT have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBIT has higher volatility (18.21%) compared to FVC (6.93%). In terms of maximum drawdown, FVC dropped -30.96% vs SBIT's -91.35%.

On 1-year performance, SBIT leads with 111.44% vs 12.26% for FVC. On fees, FVC is cheaper at 0.71% per year. On volatility, FVC has been the lower-risk option at 6.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SBIT has performed better with a 111.44% return vs 12.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FVC is cheaper with a 0.71% expense ratio, compared with 0.95% for SBIT.

SBIT has the higher dividend yield at 4.17%, compared with 1.39% for FVC.

FVC is categorized as Momentum, while SBIT is Cryptocurrency. FVC tracks Dorsey Wright Dynamic Focus Five Index, while SBIT tracks Bloomberg Bitcoin Index (-200%). They also come from different issuers: First Trust and ProShares. Their fees differ too: 0.71% for FVC and 0.95% for SBIT.

SBIT currently has the higher Sharpe Ratio (1.27 vs 0.76), 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 FVC and SBIT

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