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ISIN
US0917482020
Issuer
Bitwise
Inception Date
Mar 20, 2023
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Cryptocurrency
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$18M

Share Price Chart


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Performance

BITC Performance Chart

Bitwise Bitcoin Strategy Optimum Roll ETF (BITC) is up 7.1% since the beginning of the year. BITC is currently trading at $39 per share.


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S&P 500 Index

Returns By Period

Bitwise Bitcoin Strategy Optimum Roll ETF (BITC) has returned 7.07% so far this year and -15.03% over the past 12 months.


Bitwise Bitcoin Strategy Optimum Roll ETF

1D
0.12%
1M
-5.76%
YTD
7.07%
6M
2.87%
1Y
-15.03%
3Y*
36.35%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITC Monthly Returns History

Based on dividend-adjusted daily data since Mar 21, 2023, BITC's average daily return is +0.15%, while the average monthly return is +3.18%. At this rate, an investment would double in approximately 1.8 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2024 with a return of +66.9%, while the worst month was Apr 2024 at -18.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BITC closed higher 52% of trading days. The best single day was Nov 6, 2024 with a return of +33.3%, while the worst single day was Aug 5, 2024 at -17.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.77%0.46%0.20%6.76%0.16%0.24%7.07%
2025-6.23%0.19%-6.67%3.70%10.43%-4.57%8.20%-4.09%-3.79%-10.16%0.21%-7.65%-20.46%
2024-0.97%45.65%7.44%-18.64%21.90%-11.68%2.07%-16.64%5.52%3.14%66.86%-5.66%97.86%
20230.66%1.87%-8.26%12.35%-5.24%-11.25%2.35%28.09%9.75%11.26%42.29%

Benchmark Metrics

Bitwise Bitcoin Strategy Optimum Roll ETF has an annualized alpha of -24.59%, beta of 0.70, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since March 22, 2023.

  • This ETF participated in 82.36% of S&P 500 Index downside but only -24.02% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.70 may look defensive, but with R2 of 0.11 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.11 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-24.59%
Beta
0.70
0.11
Upside Capture
-24.02%
Downside Capture
82.36%

Expense Ratio

BITC has an expense ratio of 0.88%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BITC ranks 4 for risk / return — in the bottom 4% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


BITC Risk / Return Rank: 44
Overall Rank
BITC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BITC Sortino Ratio Rank: 44
Sortino Ratio Rank
BITC Omega Ratio Rank: 44
Omega Ratio Rank
BITC Calmar Ratio Rank: 55
Calmar Ratio Rank
BITC Martin Ratio Rank: 66
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Bitwise Bitcoin Strategy Optimum Roll ETF (BITC) and compare them to S&P 500 Index.


BITCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.90

Calmar ratioReturn relative to maximum drawdown

-0.57

Martin ratioReturn relative to average drawdown

-0.82

Dividends

Dividend History

Bitwise Bitcoin Strategy Optimum Roll ETF provided a 3.14% dividend yield over the last twelve months, with an annual payout of $1.23 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$5.00$10.00$15.00$20.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.23$1.23$20.22$1.99

Dividend yield

3.14%3.36%42.68%5.82%

Monthly Dividends

The table displays the monthly dividend distributions for Bitwise Bitcoin Strategy Optimum Roll ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.23$1.23
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$20.22$20.22
2023$1.99$1.99

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Bitwise Bitcoin Strategy Optimum Roll ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Bitwise Bitcoin Strategy Optimum Roll ETF was 38.51%, occurring on Sep 6, 2024. Recovery took 46 trading sessions.

The current Bitwise Bitcoin Strategy Optimum Roll ETF drawdown is 26.41%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 bear market2024
-38.51%Sep 2024
5mo 26d2mo 6d
8mo 2dMar 2024 - Nov 2024
2026 bear market2026
-31.89%Jan 2026
1y 1mo
1y 5moDec 2024 - now
2023 bear market2023
-23.08%Sep 2023
1mo 29d1mo 13d
3mo 12dJul 2023 - Oct 2023
2023 correction2023
-17.33%Jun 2023
2mo 2d8d
2mo 10dApr 2023 - Jun 2023
2024 correction2024
-17.27%Jan 2024
12d19d
1mo 1dJan 2024 - Feb 2024

Drawdown Indicators


BITCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.51%

-9.10%

-29.41%

Max Drawdown (1Y)

Largest decline over 1 year

-26.51%

Max Drawdown (3Y)

Largest decline over 3 years

-38.51%

Current Drawdown

Current decline from peak

-26.41%

-2.97%

-23.44%

Average Drawdown

Average peak-to-trough decline

-16.40%

-1.13%

-15.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.46%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with BITC

Add Bitwise Bitcoin Strategy Optimum Roll ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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