SOLZ vs. BFJL
SOLZ (Solana ETF) and BFJL (FT Vest Bitcoin Strategy Floor15 ETF - July) are both exchange-traded funds - SOLZ is a Cryptocurrency fund actively managed by Volatility Shares, while BFJL is a Defined Outcome fund tracking the iShares Bitcoin Trust ETF (IBIT). SOLZ is actively managed, while BFJL is passively managed. Over the past year, SOLZ returned -62.81% vs -15.36% for BFJL. Their 0.78 correlation means they have sometimes moved together and sometimes differently. SOLZ charges 0.95%/yr vs 0.90%/yr for BFJL.
Performance
SOLZ vs. BFJL - Performance Comparison
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Returns By Period
In the year-to-date period, SOLZ achieves a -42.41% return, which is significantly lower than BFJL's -4.66% return.
SOLZ
- 1D
- -2.29%
- 1M
- -4.56%
- 6M
- -42.81%
- YTD
- -42.41%
- 1Y
- -62.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -40.67%
BFJL
- 1D
- 0.06%
- 1M
- 3.11%
- 6M
- -4.77%
- YTD
- -4.66%
- 1Y
- -15.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -10.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.02K | $6.49K | $4.43K | |
SOLZ Solana ETF | $5.01M | $5.69M | $8.57M |
SOLZ vs. BFJL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SOLZ Solana ETF | -42.41% | -27.00% |
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | -4.66% | -7.43% |
Correlation
The correlation between SOLZ and BFJL is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2025 | 0.78 |
The correlation between SOLZ and BFJL has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.
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Return for Risk
SOLZ vs. BFJL — Risk / Return Rank
SOLZ
BFJL
SOLZ vs. BFJL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Solana ETF (SOLZ) 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.
| SOLZ | BFJL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.81 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | -0.72 | -0.11 |
| Martin ratioReturn relative to average drawdown | -1.17 | -0.98 | -0.19 |
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Drawdowns
SOLZ vs. BFJL - Drawdown Comparison
The maximum SOLZ drawdown since its inception was -75.68%, which is greater than BFJL's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for SOLZ and BFJL.
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Drawdown Indicators
| SOLZ | BFJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.68% | -21.27% | -54.41% |
Max Drawdown (1Y)Largest decline over 1 year | -75.68% | -21.27% | -54.41% |
Current DrawdownCurrent decline from peak | -72.17% | -18.63% | -53.54% |
Average DrawdownAverage peak-to-trough decline | -38.22% | -12.86% | -25.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.65% | 15.66% | +37.99% |
Volatility
SOLZ vs. BFJL - Volatility Comparison
Solana ETF (SOLZ) has a higher volatility of 12.42% compared to FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL) at 3.27%. This indicates that SOLZ's price experiences larger fluctuations and is considered to be riskier than BFJL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOLZ | BFJL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.42% | 3.27% | +9.15% |
Volatility (6M)Calculated over the trailing 6-month period | 50.91% | 5.71% | +45.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.12% | 13.11% | +60.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.21% | 13.13% | +62.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.21% | 13.13% | +62.08% |
SOLZ vs. BFJL - Expense Ratio Comparison
SOLZ has a 0.95% expense ratio, which is higher than BFJL's 0.90% expense ratio.
Dividends
SOLZ vs. BFJL - Dividend Comparison
SOLZ's dividend yield for the trailing twelve months is around 3.74%, more than BFJL's 1.41% yield.
| Position | TTM | 2025 |
|---|---|---|
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | 1.41% | 1.35% |
SOLZ Solana ETF | 3.74% | 1.75% |
Frequently Asked Questions
SOLZ and BFJL have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOLZ has higher volatility (12.42%) compared to BFJL (3.27%). In terms of maximum drawdown, SOLZ dropped -75.68% vs BFJL's -21.27%.
On 1-year performance, BFJL leads with -15.36% vs -62.81% for SOLZ. On fees, BFJL is cheaper at 0.90% per year. On volatility, BFJL has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BFJL has performed better with a -15.36% return vs -62.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BFJL is cheaper with a 0.90% expense ratio, compared with 0.95% for SOLZ.
SOLZ has the higher dividend yield at 3.74%, compared with 1.41% for BFJL.
SOLZ is categorized as Cryptocurrency, while BFJL is Defined Outcome. They also come from different issuers: Volatility Shares and First Trust. Their fees differ too: 0.95% for SOLZ and 0.90% for BFJL.
SOLZ currently has the higher Sharpe Ratio (-0.86 vs -1.18), 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.
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