SSK vs. BFJL
SSK (REX-Osprey SOL + Staking ETF) and BFJL (FT Vest Bitcoin Strategy Floor15 ETF - July) are both exchange-traded funds - SSK is a Cryptocurrency fund tracking the Solana, while BFJL is a Defined Outcome fund tracking the iShares Bitcoin Trust ETF (IBIT). Both are passively managed. Over the past year, SSK returned -59.24% vs -15.36% for BFJL. Their 0.78 correlation means they have sometimes moved together and sometimes differently. SSK charges 0.75%/yr vs 0.90%/yr for BFJL.
Performance
SSK vs. BFJL - Performance Comparison
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Returns By Period
In the year-to-date period, SSK achieves a -39.90% return, which is significantly lower than BFJL's -4.66% return.
SSK
- 1D
- -2.19%
- 1M
- -4.01%
- 6M
- -40.59%
- YTD
- -39.90%
- 1Y
- -59.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -51.35%
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 | |
| $290.96K | $501.02K | $683.74K |
SSK vs. BFJL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SSK REX-Osprey SOL + Staking ETF | -39.90% | -23.21% |
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | -4.66% | -7.43% |
Correlation
The correlation between SSK and BFJL is 0.79, 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. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2025 | 0.78 |
The correlation between SSK and BFJL has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.
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Return for Risk
SSK vs. BFJL — Risk / Return Rank
SSK
BFJL
SSK vs. BFJL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX-Osprey SOL + Staking ETF (SSK) 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.
| SSK | BFJL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.81 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | -0.72 | -0.08 |
| Martin ratioReturn relative to average drawdown | -1.15 | -0.98 | -0.17 |
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Drawdowns
SSK vs. BFJL - Drawdown Comparison
The maximum SSK drawdown since its inception was -73.56%, which is greater than BFJL's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for SSK and BFJL.
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Drawdown Indicators
| SSK | BFJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.56% | -21.27% | -52.29% |
Max Drawdown (1Y)Largest decline over 1 year | -73.56% | -21.27% | -52.29% |
Current DrawdownCurrent decline from peak | -69.54% | -18.63% | -50.91% |
Average DrawdownAverage peak-to-trough decline | -42.83% | -12.86% | -29.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.50% | 15.66% | +35.84% |
Volatility
SSK vs. BFJL - Volatility Comparison
REX-Osprey SOL + Staking ETF (SSK) has a higher volatility of 12.53% compared to FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL) at 3.27%. This indicates that SSK'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
| SSK | BFJL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.53% | 3.27% | +9.26% |
Volatility (6M)Calculated over the trailing 6-month period | 51.35% | 5.71% | +45.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.72% | 13.11% | +58.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.44% | 13.13% | +57.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.44% | 13.13% | +57.31% |
SSK vs. BFJL - Expense Ratio Comparison
SSK has a 0.75% expense ratio, which is lower than BFJL's 0.90% expense ratio.
Dividends
SSK vs. BFJL - Dividend Comparison
SSK's dividend yield for the trailing twelve months is around 33.89%, more than BFJL's 1.41% yield.
| Position | TTM | 2025 |
|---|---|---|
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | 1.41% | 1.35% |
SSK REX-Osprey SOL + Staking ETF | 33.89% | 3.63% |
Frequently Asked Questions
SSK and BFJL have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSK has higher volatility (12.53%) compared to BFJL (3.27%). In terms of maximum drawdown, SSK dropped -73.56% vs BFJL's -21.27%.
On 1-year performance, BFJL leads with -15.36% vs -59.24% for SSK. On fees, SSK is cheaper at 0.75% 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 -59.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SSK is cheaper with a 0.75% expense ratio, compared with 0.90% for BFJL.
SSK has the higher dividend yield at 33.89%, compared with 1.41% for BFJL.
SSK is categorized as Cryptocurrency, while BFJL is Defined Outcome. SSK tracks Solana, while BFJL tracks iShares Bitcoin Trust ETF (IBIT). They also come from different issuers: REX-Osprey and First Trust. Their fees differ too: 0.75% for SSK and 0.90% for BFJL.
SSK currently has the higher Sharpe Ratio (-0.83 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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