PortfoliosLab logoPortfoliosLab logo
MSBT vs. BFJL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSBT vs. BFJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Bitcoin Trust (MSBT) and FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


MSBT

1D
-2.96%
1M
2.33%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

BFJL

1D
-1.29%
1M
1.35%
6M
-3.14%
YTD
-5.11%
1Y
-14.80%
3Y*
5Y*
10Y*
ALL TIME*
-11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.56K$8.09K$4.95K
$6.64M$6.25M$10.51M

MSBT vs. BFJL - Yearly Performance Comparison


Correlation

The correlation between MSBT and BFJL is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 8, 2026

0.70

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

MSBT vs. BFJL — Risk / Return Rank

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

MSBT

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


BFJL
BFJL Risk / Return Rank: 22
Overall Rank
BFJL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BFJL Sortino Ratio Rank: 11
Sortino Ratio Rank
BFJL Omega Ratio Rank: 11
Omega Ratio Rank
BFJL Calmar Ratio Rank: 33
Calmar Ratio Rank
BFJL Martin Ratio Rank: 55
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.

MSBT vs. BFJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Bitcoin Trust (MSBT) 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.


MSBTBFJLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.81

Calmar ratioReturn relative to maximum drawdown

-0.74

Martin ratioReturn relative to average drawdown

-1.00

MSBT vs. BFJL - Sharpe Ratio Comparison


Loading charts...

Drawdowns

MSBT vs. BFJL - Drawdown Comparison

The maximum MSBT drawdown since its inception was -28.33%, which is greater than BFJL's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for MSBT and BFJL.


Loading charts...

Drawdown Indicators


MSBTBFJLDifference

Max Drawdown

Largest peak-to-trough decline

-28.33%

-21.27%

-7.06%

Max Drawdown (1Y)

Largest decline over 1 year

-21.27%

Current Drawdown

Current decline from peak

-23.35%

-19.01%

-4.34%

Average Drawdown

Average peak-to-trough decline

-13.41%

-12.90%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.74%

Volatility

MSBT vs. BFJL - Volatility Comparison


Loading charts...

Volatility by Period


MSBTBFJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

Volatility (6M)

Calculated over the trailing 6-month period

5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

35.47%

13.20%

+22.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.47%

13.17%

+22.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.47%

13.17%

+22.30%

MSBT vs. BFJL - Expense Ratio Comparison

MSBT has a 0.14% expense ratio, which is lower than BFJL's 0.90% expense ratio.


Dividends

MSBT vs. BFJL - Dividend Comparison

MSBT has not paid dividends to shareholders, while BFJL's dividend yield for the trailing twelve months is around 1.42%.


Frequently Asked Questions


MSBT and BFJL have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MSBT is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MSBT is cheaper with a 0.14% expense ratio, compared with 0.90% for BFJL.

BFJL has the higher dividend yield at 1.42%, compared with 0.00% for MSBT.

MSBT is categorized as Cryptocurrency, while BFJL is Defined Outcome. MSBT tracks CoinDesk Bitcoin Benchmark 4PM NY Settlement Rate, while BFJL tracks iShares Bitcoin Trust ETF (IBIT). They also come from different issuers: Morgan Stanley and First Trust. Their fees differ too: 0.14% for MSBT and 0.90% for BFJL.

Portfolio Optimizer

Find the right allocation for MSBT and BFJL

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