ISBG vs. BFJL

Last updated Jul 18, 2026

ISBG (IncomeSTKd 1x Bitcoin & 1x Gold Premium ETF) and BFJL (FT Vest Bitcoin Strategy Floor15 ETF - July) are both exchange-traded funds - ISBG is a Cryptocurrency fund actively managed by Quantify Funds, while BFJL is a Defined Outcome fund managed by First Trust. A 0.67 correlation means they provide meaningful diversification when combined. ISBG charges 1.14%/yr vs 0.90%/yr for BFJL.

Performance

ISBG vs. BFJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeSTKd 1x Bitcoin & 1x Gold Premium ETF (ISBG) and FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ISBG

• 1D: 0.49%
• 1M: -7.07%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BFJL

• 1D: -0.23%
• 1M: 3.17%
• 6M: -8.05%
• YTD: -4.69%
• 1Y: -15.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ISBG vs. BFJL - Yearly Performance Comparison

	2026 (YTD)
ISBG IncomeSTKd 1x Bitcoin & 1x Gold Premium ETF	-50.02%
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July	-5.12%

Correlation

The correlation between ISBG and BFJL is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 21, 2026	0.67

Return for Risk

ISBG vs. BFJL — Risk / Return Rank

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

ISBG

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

BFJL

BFJL Risk / Return Rank: 2
BFJL Sharpe Ratio Rank: 0
BFJL Sortino Ratio Rank: 1
BFJL Omega Ratio Rank: 1
BFJL Calmar Ratio Rank: 3
BFJL Martin Ratio Rank: 5

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.

ISBG vs. BFJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeSTKd 1x Bitcoin & 1x Gold Premium ETF (ISBG) and FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL). 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.

	ISBG	BFJL	Difference
Sharpe ratio: Return per unit of total volatility	—	-1.21	—
Sortino ratio: Return per unit of downside risk	—	-1.64	—
Omega ratio: Gain probability vs. loss probability	—	0.80	—
Calmar ratio: Return relative to maximum drawdown	—	-0.75	—
Martin ratio: Return relative to average drawdown	—	-1.04	—

Drawdowns

ISBG vs. BFJL - Drawdown Comparison

The maximum ISBG drawdown since its inception was -59.16%, which is greater than BFJL's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for ISBG and BFJL.

Drawdown Indicators

	ISBG	BFJL	Difference
Max Drawdown Largest peak-to-trough decline	-59.16%	-21.27%	-37.89%
Max Drawdown (1Y) Largest decline over 1 year	—	-21.27%	—
Current Drawdown Current decline from peak	-54.29%	-18.65%	-35.64%
Average Drawdown Average peak-to-trough decline	-30.35%	-12.69%	-17.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	15.32%	—

Volatility

Volatility by Period

	ISBG	BFJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.88%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.57%	—
Volatility (1Y) Calculated over the trailing 1-year period	73.79%	13.11%	+60.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.79%	13.25%	+60.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.79%	13.25%	+60.54%

ISBG vs. BFJL - Expense Ratio Comparison

ISBG has a 1.14% expense ratio, which is higher than BFJL's 0.90% expense ratio.

Dividends

ISBG vs. BFJL - Dividend Comparison

ISBG's dividend yield for the trailing twelve months is around 14.52%, more than BFJL's 1.41% yield.

Position	TTM	2025
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July	1.41%	1.35%
ISBG IncomeSTKd 1x Bitcoin & 1x Gold Premium ETF	14.52%	0.00%

Frequently Asked Questions

Can I hold both ISBG and BFJL in my portfolio?

ISBG and BFJL have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ISBG or BFJL?

On fees, BFJL is cheaper at 0.90% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ISBG or BFJL?

BFJL is cheaper with a 0.90% expense ratio, compared with 1.14% for ISBG.

Which ETF pays a higher dividend yield, ISBG or BFJL?

ISBG has the higher dividend yield at 14.52%, compared with 1.41% for BFJL.

What is the main difference between ISBG and BFJL?

ISBG is categorized as Cryptocurrency, while BFJL is Defined Outcome. They also come from different issuers: Quantify Funds and First Trust. Their fees differ too: 1.14% for ISBG and 0.90% for BFJL.