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ISIN
US88634V1008
CUSIP
88634V100
Issuer
Hashdex
Inception Date
Sep 15, 2022
Leveraged
1x (No leverage)
Index Tracked
HDEFI – Hashdex U.S. Bitcoin Futures Fund Benchmark Index
Distribution Policy
Accumulating
Asset Class
Cryptocurrency
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$12M

Share Price Chart


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Performance

DEFI Performance Chart

Hashdex Bitcoin Futures ETF (DEFI) is down 26.2% since the beginning of the year. DEFI is currently trading at $73 per share.


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S&P 500 Index

Returns By Period

Hashdex Bitcoin Futures ETF (DEFI) has returned -26.22% so far this year and -37.17% over the past 12 months.


Hashdex Bitcoin Futures ETF

1D
2.51%
1M
-15.04%
YTD
-26.22%
6M
-26.98%
1Y
-37.17%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEFI Monthly Returns History

Based on dividend-adjusted daily data since Mar 27, 2024, DEFI's average daily return is +0.03%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.

Historically, 50% of months were positive and 50% were negative. The best month was Nov 2024 with a return of +38.7%, while the worst month was Feb 2026 at -21.7%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DEFI closed higher 49% of trading days. The best single day was Nov 11, 2024 with a return of +13.5%, while the worst single day was Aug 5, 2024 at -15.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.09%-21.66%3.49%12.58%-3.81%-12.38%-26.22%
20257.78%-16.84%-1.97%14.34%11.87%1.98%8.60%-7.38%5.76%-3.93%-17.45%-3.68%-6.87%
20240.04%-16.66%14.18%-11.41%8.44%-9.91%7.86%10.38%38.66%-4.14%30.39%

Benchmark Metrics

Hashdex Bitcoin Futures ETF has an annualized alpha of -14.92%, beta of 1.32, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since March 27, 2024.

  • This ETF participated in 203.12% of S&P 500 Index downside but only 74.50% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.19 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
-14.92%
Beta
1.32
0.19
Upside Capture
74.50%
Downside Capture
203.12%

Expense Ratio

DEFI has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DEFI ranks 3 for risk / return — in the bottom 3% 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.


DEFI Risk / Return Rank: 33
Overall Rank
DEFI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DEFI Sortino Ratio Rank: 33
Sortino Ratio Rank
DEFI Omega Ratio Rank: 33
Omega Ratio Rank
DEFI Calmar Ratio Rank: 33
Calmar Ratio Rank
DEFI Martin Ratio Rank: 33
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 Hashdex Bitcoin Futures ETF (DEFI) and compare them to S&P 500 Index.

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.


DEFIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.87

Sortino ratioReturn per unit of downside risk

-3.87

Omega ratioGain probability vs. loss probability

0.87

1.37

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.72

2.78

-3.50

Martin ratioReturn relative to average drawdown

-1.23

12.44

-13.67

Dividends

Dividend History


Hashdex Bitcoin Futures ETF doesn't pay dividends

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 Hashdex Bitcoin Futures 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 Hashdex Bitcoin Futures ETF was 51.95%, occurring on Jun 5, 2026. The portfolio has not yet recovered.

The current Hashdex Bitcoin Futures ETF drawdown is 48.64%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-51.95%Jun 2026
8mo 1d
8mo 19dOct 2025 - now
2025 selloff2025
-28.47%Apr 2025
3mo 21d1mo 13d
5mo 4dDec 2024 - May 2025
2024 bear market2024
-26.06%Aug 2024
3mo 28d2mo 25d
6mo 23dApr 2024 - Oct 2024
2025 correction2025
-12.02%Aug 2025
15d1mo 8d
1mo 23dAug 2025 - Oct 2025
2024 pullback2024
-8.24%Nov 2024
1d10d
11dNov 2024 - Dec 2024

Drawdown Indicators


DEFIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-51.95%

-56.78%

+4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-51.95%

-9.10%

-42.85%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-48.64%

-1.80%

-46.84%

Average Drawdown

Average peak-to-trough decline

-17.15%

-10.71%

-6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.31%

2.03%

+28.28%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DEFI

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