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LEGR vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEGR vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Innovative Transaction & Process ETF (LEGR) and Fidelity Wise Origin Bitcoin Fund (FBTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LEGR achieves a 13.61% return, which is significantly higher than FBTC's -26.68% return.


LEGR

1D
1.40%
1M
4.54%
6M
9.04%
YTD
13.61%
1Y
27.63%
3Y*
22.83%
5Y*
11.95%
10Y*
ALL TIME*
12.01%

FBTC

1D
0.54%
1M
4.43%
6M
-16.06%
YTD
-26.68%
1Y
-44.18%
3Y*
5Y*
10Y*
ALL TIME*
11.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$183.38M$199.65M$236.97M
$175.77K$130.41K$172.51K

LEGR vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
LEGR
First Trust Indxx Innovative Transaction & Process ETF
13.61%30.83%17.83%
FBTC
Fidelity Wise Origin Bitcoin Fund
-26.68%-6.56%94.28%

Correlation

The correlation between LEGR and FBTC is 0.48, which is low. Their historical price movements had little consistent relationship.


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

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.40

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Return for Risk

LEGR vs. FBTC — Risk / Return Rank

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

LEGR
LEGR Risk / Return Rank: 6969
Overall Rank
LEGR Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LEGR Sortino Ratio Rank: 7070
Sortino Ratio Rank
LEGR Omega Ratio Rank: 7070
Omega Ratio Rank
LEGR Calmar Ratio Rank: 6767
Calmar Ratio Rank
LEGR Martin Ratio Rank: 6565
Martin Ratio Rank

FBTC
FBTC Risk / Return Rank: 22
Overall Rank
FBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
FBTC Omega Ratio Rank: 22
Omega Ratio Rank
FBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
FBTC 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.

LEGR vs. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Innovative Transaction & Process ETF (LEGR) and Fidelity Wise Origin Bitcoin Fund (FBTC). 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.


LEGRFBTCDifference
Sharpe ratioReturn per unit of total volatility

+2.88

Sortino ratioReturn per unit of downside risk

+4.04

Omega ratioGain probability vs. loss probability

1.33

0.84

+0.49

Calmar ratioReturn relative to maximum drawdown

2.67

-0.83

+3.50

Martin ratioReturn relative to average drawdown

8.74

-1.27

+10.01

LEGR vs. FBTC - Sharpe Ratio Comparison

The current LEGR Sharpe Ratio is 1.88, which is higher than the FBTC Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of LEGR and FBTC, 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

LEGR vs. FBTC - Drawdown Comparison

The maximum LEGR drawdown since its inception was -36.12%, smaller than the maximum FBTC drawdown of -53.35%. Use the drawdown chart below to compare losses from any high point for LEGR and FBTC.


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Drawdown Indicators


LEGRFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-53.35%

+17.23%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-53.35%

+42.95%

Max Drawdown (3Y)

Largest decline over 3 years

-14.25%

Max Drawdown (5Y)

Largest decline over 5 years

-31.45%

Current Drawdown

Current decline from peak

-0.42%

-48.93%

+48.51%

Average Drawdown

Average peak-to-trough decline

-6.55%

-18.27%

+11.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

34.90%

-31.73%

Volatility

LEGR vs. FBTC - Volatility Comparison

The current volatility for First Trust Indxx Innovative Transaction & Process ETF (LEGR) is 4.42%, while Fidelity Wise Origin Bitcoin Fund (FBTC) has a volatility of 8.19%. This indicates that LEGR experiences smaller price fluctuations and is considered to be less risky than FBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEGRFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

8.19%

-3.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

33.00%

-20.45%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

44.30%

-29.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

49.40%

-32.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

49.40%

-29.14%

LEGR vs. FBTC - Expense Ratio Comparison

LEGR has a 0.65% expense ratio, which is higher than FBTC's 0.25% expense ratio.


Dividends

LEGR vs. FBTC - Dividend Comparison

LEGR's dividend yield for the trailing twelve months is around 1.76%, while FBTC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FBTC
Fidelity Wise Origin Bitcoin Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LEGR
First Trust Indxx Innovative Transaction & Process ETF
1.76%1.84%2.40%2.56%2.64%1.80%0.95%2.04%1.30%

Frequently Asked Questions


LEGR and FBTC have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBTC has higher volatility (8.19%) compared to LEGR (4.42%). In terms of maximum drawdown, LEGR dropped -36.12% vs FBTC's -53.35%.

On 1-year performance, LEGR leads with 27.63% vs -44.18% for FBTC. On fees, FBTC is cheaper at 0.25% per year. On volatility, LEGR has been the lower-risk option at 4.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LEGR has performed better with a 27.63% return vs -44.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FBTC is cheaper with a 0.25% expense ratio, compared with 0.65% for LEGR.

LEGR has the higher dividend yield at 1.76%, compared with 0.00% for FBTC.

LEGR is categorized as Blockchain, while FBTC is Cryptocurrency. LEGR tracks Indxx Blockchain Index, while FBTC tracks Fidelity Bitcoin Reference Rate. They also come from different issuers: First Trust and Fidelity. Their fees differ too: 0.65% for LEGR and 0.25% for FBTC.

LEGR currently has the higher Sharpe Ratio (1.88 vs -1.00), 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

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