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LEGR vs. OBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEGR vs. OBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Innovative Transaction & Process ETF (LEGR) and Osprey Bitcoin Trust (OBTC). 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 12.39% return, which is significantly higher than OBTC's -25.45% return.


LEGR

1D
-1.50%
1M
7.23%
YTD
12.39%
6M
15.64%
1Y
30.64%
3Y*
23.83%
5Y*
11.82%
10Y*

OBTC

1D
-2.72%
1M
-18.30%
YTD
-25.45%
6M
-25.31%
1Y
-28.83%
3Y*
53.99%
5Y*
8.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEGR vs. OBTC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LEGR
First Trust Indxx Innovative Transaction & Process ETF
12.39%30.83%16.25%22.79%-19.01%8.96%
OBTC
Osprey Bitcoin Trust
-25.45%-1.87%130.89%277.81%-73.93%-74.76%

Correlation

The correlation between LEGR and OBTC is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.34

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

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2021

0.34

The correlation between LEGR and OBTC shifts across timeframes, from 0.34 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LEGR vs. OBTC — Risk / Return Rank

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

LEGR
LEGR Risk / Return Rank: 6464
Overall Rank
LEGR Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LEGR Sortino Ratio Rank: 6767
Sortino Ratio Rank
LEGR Omega Ratio Rank: 6565
Omega Ratio Rank
LEGR Calmar Ratio Rank: 5959
Calmar Ratio Rank
LEGR Martin Ratio Rank: 6262
Martin Ratio Rank

OBTC
OBTC Risk / Return Rank: 44
Overall Rank
OBTC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OBTC Sortino Ratio Rank: 44
Sortino Ratio Rank
OBTC Omega Ratio Rank: 44
Omega Ratio Rank
OBTC Calmar Ratio Rank: 44
Calmar Ratio Rank
OBTC Martin Ratio Rank: 33
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.

LEGR vs. OBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Innovative Transaction & Process ETF (LEGR) and Osprey Bitcoin Trust (OBTC). 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.


LEGROBTCDifference
Sharpe ratioReturn per unit of total volatility

+2.91

Sortino ratioReturn per unit of downside risk

+3.87

Omega ratioGain probability vs. loss probability

1.40

0.91

+0.48

Calmar ratioReturn relative to maximum drawdown

2.96

-0.64

+3.60

Martin ratioReturn relative to average drawdown

11.21

-1.15

+12.36

LEGR vs. OBTC - Sharpe Ratio Comparison

The current LEGR Sharpe Ratio is 2.26, which is higher than the OBTC Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of LEGR and OBTC, 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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Sharpe Ratios by Period


LEGROBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

-0.65

+2.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.15

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

-0.21

+0.81

Drawdowns

LEGR vs. OBTC - Drawdown Comparison

The maximum LEGR drawdown since its inception was -36.12%, smaller than the maximum OBTC drawdown of -94.50%. Use the drawdown chart below to compare losses from any high point for LEGR and OBTC.


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Drawdown Indicators


LEGROBTCDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-94.50%

+58.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-45.41%

+35.01%

Max Drawdown (3Y)

Largest decline over 3 years

-14.25%

-45.41%

+31.16%

Max Drawdown (5Y)

Largest decline over 5 years

-31.45%

-83.76%

+52.31%

Current Drawdown

Current decline from peak

-1.50%

-62.77%

+61.27%

Average Drawdown

Average peak-to-trough decline

-6.61%

-69.63%

+63.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

25.06%

-22.32%

Volatility

LEGR vs. OBTC - Volatility Comparison

The current volatility for First Trust Indxx Innovative Transaction & Process ETF (LEGR) is 4.93%, while Osprey Bitcoin Trust (OBTC) has a volatility of 9.55%. This indicates that LEGR experiences smaller price fluctuations and is considered to be less risky than OBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEGROBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

9.55%

-4.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.22%

34.48%

-23.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.62%

44.27%

-30.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

58.11%

-41.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.31%

71.56%

-51.25%

LEGR vs. OBTC - Expense Ratio Comparison

LEGR has a 0.65% expense ratio, which is higher than OBTC's 0.49% expense ratio.


Dividends

LEGR vs. OBTC - Dividend Comparison

LEGR's dividend yield for the trailing twelve months is around 1.67%, while OBTC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
LEGR
First Trust Indxx Innovative Transaction & Process ETF
1.67%1.84%2.40%2.56%2.64%1.80%0.95%2.04%1.30%
OBTC
Osprey Bitcoin Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LEGR and OBTC have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OBTC has higher volatility (9.55%) compared to LEGR (4.93%). In terms of maximum drawdown, LEGR dropped -36.12% vs OBTC's -94.50%.

On 5-year performance, LEGR leads with 11.82% vs 8.44% for OBTC. On fees, OBTC is cheaper at 0.49% per year. On volatility, LEGR has been the lower-risk option at 4.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LEGR has performed better with a 11.82% return vs 8.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OBTC is cheaper with a 0.49% expense ratio, compared with 0.65% for LEGR.

LEGR has the higher dividend yield at 1.67%, compared with 0.00% for OBTC.

LEGR is categorized as Blockchain, while OBTC is Cryptocurrency. LEGR tracks Indxx Blockchain Index, while OBTC tracks Bitcoin (BTC). They also come from different issuers: First Trust and Osprey Funds. Their fees differ too: 0.65% for LEGR and 0.49% for OBTC.

LEGR currently has the higher Sharpe Ratio (2.26 vs -0.65), 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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