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SPDW vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDW vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio World ex-US ETF (SPDW) 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, SPDW achieves a 12.05% return, which is significantly higher than FBTC's -25.63% return.


SPDW

1D
-0.63%
1M
-3.99%
6M
7.53%
YTD
12.05%
1Y
25.96%
3Y*
17.27%
5Y*
9.46%
10Y*
9.88%
ALL TIME*
4.99%

FBTC

1D
1.56%
1M
3.51%
6M
-31.89%
YTD
-25.63%
1Y
-44.68%
3Y*
5Y*
10Y*
ALL TIME*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPDW vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
SPDW
SPDR Portfolio World ex-US ETF
12.05%34.75%4.53%
FBTC
Fidelity Wise Origin Bitcoin Fund
-25.63%-6.56%94.28%

Correlation

The correlation between SPDW and FBTC is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.35

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Return for Risk

SPDW vs. FBTC — Risk / Return Rank

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

SPDW
SPDW Risk / Return Rank: 6262
Overall Rank
SPDW Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPDW Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPDW Omega Ratio Rank: 6161
Omega Ratio Rank
SPDW Calmar Ratio Rank: 6161
Calmar Ratio Rank
SPDW 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) 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.

SPDW vs. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio World ex-US ETF (SPDW) 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.


SPDWFBTCDifference
Sharpe ratioReturn per unit of total volatility

+2.55

Sortino ratioReturn per unit of downside risk

+3.66

Omega ratioGain probability vs. loss probability

1.28

0.83

+0.45

Calmar ratioReturn relative to maximum drawdown

2.26

-0.84

+3.10

Martin ratioReturn relative to average drawdown

8.53

-1.34

+9.87

SPDW vs. FBTC - Sharpe Ratio Comparison

The current SPDW Sharpe Ratio is 1.54, which is higher than the FBTC Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of SPDW 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

SPDW vs. FBTC - Drawdown Comparison

The maximum SPDW drawdown since its inception was -60.02%, which is greater than FBTC's maximum drawdown of -53.35%. Use the drawdown chart below to compare losses from any high point for SPDW and FBTC.


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Drawdown Indicators


SPDWFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-60.02%

-53.35%

-6.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-53.35%

+41.80%

Max Drawdown (3Y)

Largest decline over 3 years

-13.53%

Max Drawdown (5Y)

Largest decline over 5 years

-30.21%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

Current Drawdown

Current decline from peak

-4.05%

-48.20%

+44.15%

Average Drawdown

Average peak-to-trough decline

-12.84%

-17.73%

+4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

33.39%

-30.34%

Volatility

SPDW vs. FBTC - Volatility Comparison

The current volatility for SPDR Portfolio World ex-US ETF (SPDW) is 5.22%, while Fidelity Wise Origin Bitcoin Fund (FBTC) has a volatility of 10.58%. This indicates that SPDW 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


SPDWFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

10.58%

-5.36%

Volatility (6M)

Calculated over the trailing 6-month period

14.97%

34.53%

-19.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

44.30%

-27.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

49.71%

-32.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

49.71%

-32.61%

SPDW vs. FBTC - Expense Ratio Comparison

SPDW has a 0.04% expense ratio, which is lower than FBTC's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPDW vs. FBTC - Dividend Comparison

SPDW's dividend yield for the trailing twelve months is around 3.09%, while FBTC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FBTC
Fidelity Wise Origin Bitcoin Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPDW
SPDR Portfolio World ex-US ETF
3.09%3.30%3.19%2.75%3.12%3.04%1.87%3.13%3.08%1.86%3.11%2.78%

Frequently Asked Questions


SPDW and FBTC have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBTC has higher volatility (10.58%) compared to SPDW (5.22%). In terms of maximum drawdown, SPDW dropped -60.02% vs FBTC's -53.35%.

On 1-year performance, SPDW leads with 25.96% vs -44.68% for FBTC. On fees, SPDW is cheaper at 0.04% per year. On volatility, SPDW has been the lower-risk option at 5.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SPDW has performed better with a 25.96% return vs -44.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPDW is cheaper with a 0.04% expense ratio, compared with 0.25% for FBTC.

SPDW has the higher dividend yield at 3.09%, compared with 0.00% for FBTC.

SPDW is categorized as Foreign Large Cap Equities, while FBTC is Cryptocurrency. SPDW tracks S&P Developed Ex-U.S. BMI Index, while FBTC tracks Fidelity Bitcoin Reference Rate. They also come from different issuers: State Street and Fidelity. Their fees differ too: 0.04% for SPDW and 0.25% for FBTC.

SPDW currently has the higher Sharpe Ratio (1.54 vs -1.01), 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

Find the right allocation for SPDW and FBTC

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