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CUSIP
37960A487
Issuer
Global X
Inception Date
Mar 20, 2024
Leveraged
1x (No leverage)
Index Tracked
CoinDesk Bitcoin Trend Indicator Futures Index
Distribution Policy
Distributing
Asset Class
Cryptocurrency
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$2M

Share Price Chart


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Performance

BTRN Performance Chart

Global X Bitcoin Trend Strategy ETF (BTRN) is down 9.3% since the beginning of the year. BTRN is currently trading at $25 per share.


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S&P 500 Index

Returns By Period

Global X Bitcoin Trend Strategy ETF (BTRN) has returned -9.29% so far this year and -15.44% over the past 12 months.


Global X Bitcoin Trend Strategy ETF

1D
-0.10%
1M
-13.45%
YTD
-9.29%
6M
-9.98%
1Y
-15.44%
3Y*
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)

BTRN Monthly Returns History

Based on dividend-adjusted daily data since Mar 21, 2024, BTRN's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, an investment would double in approximately 13.2 years.

Historically, 50% of months were positive and 50% were negative. The best month was Nov 2024 with a return of +36.8%, while the worst month was Apr 2024 at -19.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BTRN closed higher 53% of trading days. The best single day was Nov 11, 2024 with a return of +13.0%, while the worst single day was Aug 5, 2024 at -15.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.97%0.27%-0.89%1.48%-3.75%-5.63%-9.29%
20257.69%-7.68%0.27%4.78%9.93%0.65%6.98%-8.46%1.59%-7.05%-1.27%-0.60%4.89%
20247.09%-19.48%4.98%-7.11%-0.49%-14.19%2.71%8.46%36.78%-3.84%5.22%

Benchmark Metrics

Global X Bitcoin Trend Strategy ETF has an annualized alpha of -24.68%, beta of 0.54, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since March 22, 2024.

  • This ETF participated in 81.97% of S&P 500 Index downside but only -29.43% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.54 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
-24.68%
Beta
0.54
0.11
Upside Capture
-29.43%
Downside Capture
81.97%

Expense Ratio

BTRN has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

BTRN 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.


BTRN Risk / Return Rank: 44
Overall Rank
BTRN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BTRN Sortino Ratio Rank: 33
Sortino Ratio Rank
BTRN Omega Ratio Rank: 33
Omega Ratio Rank
BTRN Calmar Ratio Rank: 44
Calmar Ratio Rank
BTRN Martin Ratio Rank: 44
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 Global X Bitcoin Trend Strategy ETF (BTRN) and compare them to S&P 500 Index.


BTRNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.86

Calmar ratioReturn relative to maximum drawdown

-0.61

Martin ratioReturn relative to average drawdown

-1.04

Dividends

Dividend History

Global X Bitcoin Trend Strategy ETF provided a 30.60% dividend yield over the last twelve months, with an annual payout of $7.70 per share.


5.00%10.00%15.00%20.00%25.00%$0.00$2.00$4.00$6.00$8.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$7.70$7.70$0.87

Dividend yield

30.60%27.76%2.56%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Bitcoin Trend Strategy 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$0.23$0.00$0.00$0.00$0.00$0.00$7.46$7.70
2024$0.20$0.00$0.00$0.00$0.00$0.00$0.66$0.87

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 Global X Bitcoin Trend Strategy 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 Global X Bitcoin Trend Strategy ETF was 36.97%, occurring on Aug 5, 2024. Recovery took 77 trading sessions.

The current Global X Bitcoin Trend Strategy ETF drawdown is 25.29%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 bear market2024
-36.97%Aug 2024
4mo 6d3mo 18d
7mo 24dApr 2024 - Nov 2024
2026 bear market2026
-25.29%Jun 2026
10mo 25d
10mo 26dJul 2025 - now
2024 correction2024
-12.95%Dec 2024
5d4mo 17d
4mo 22dDec 2024 - May 2025
2025 selloff2025
-8.30%Jun 2025
1mo 1d18d
1mo 19dMay 2025 - Jul 2025
2024 pullback2024
-8.11%Nov 2024
1d10d
11dNov 2024 - Dec 2024

Drawdown Indicators


BTRNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.97%

-9.10%

-27.87%

Max Drawdown (1Y)

Largest decline over 1 year

-25.29%

Current Drawdown

Current decline from peak

-25.29%

-2.97%

-22.32%

Average Drawdown

Average peak-to-trough decline

-14.45%

-1.13%

-13.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.85%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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