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XFSN.L vs. BTCW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XFSN.LBTCW
Daily Std Dev15.93%58.29%
Max Drawdown-25.73%-22.67%
Current Drawdown0.00%-16.38%

Correlation

-0.50.00.51.00.3

The correlation between XFSN.L and BTCW is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

XFSN.L vs. BTCW - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 12
15.76%
32.51%
XFSN.L
BTCW

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Xtrackers MSCI Fintech Innovation UCITS ETF 1C

Wisdom Tree Bitcoin Fund

XFSN.L vs. BTCW - Expense Ratio Comparison

XFSN.L has a 0.35% expense ratio, which is higher than BTCW's 0.30% expense ratio.


XFSN.L
Xtrackers MSCI Fintech Innovation UCITS ETF 1C
Expense ratio chart for XFSN.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for BTCW: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

XFSN.L vs. BTCW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.L) and Wisdom Tree Bitcoin Fund (BTCW). 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.


XFSN.L
Sharpe ratio
The chart of Sharpe ratio for XFSN.L, currently valued at 1.97, compared to the broader market0.002.004.001.97
Sortino ratio
The chart of Sortino ratio for XFSN.L, currently valued at 2.75, compared to the broader market-2.000.002.004.006.008.0010.002.75
Omega ratio
The chart of Omega ratio for XFSN.L, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for XFSN.L, currently valued at 1.88, compared to the broader market0.005.0010.001.88
Martin ratio
The chart of Martin ratio for XFSN.L, currently valued at 8.97, compared to the broader market0.0020.0040.0060.0080.008.97
BTCW
Sharpe ratio
No data

XFSN.L vs. BTCW - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

XFSN.L vs. BTCW - Dividend Comparison

Neither XFSN.L nor BTCW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XFSN.L vs. BTCW - Drawdown Comparison

The maximum XFSN.L drawdown since its inception was -25.73%, which is greater than BTCW's maximum drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for XFSN.L and BTCW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 120
-16.38%
XFSN.L
BTCW

Volatility

XFSN.L vs. BTCW - Volatility Comparison

The current volatility for Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.L) is 6.12%, while Wisdom Tree Bitcoin Fund (BTCW) has a volatility of 14.16%. This indicates that XFSN.L experiences smaller price fluctuations and is considered to be less risky than BTCW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21Apr 28May 05May 12
6.12%
14.16%
XFSN.L
BTCW