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Delisting Date
Aug 3, 2026
Issuer
Bitwise
Inception Date
Jun 9, 2025
Region
North America (United States)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$1M

Share Price Chart


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Performance

IGME Performance Chart


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Benchmark

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Returns By Period

Bitwise GME Option Income Strategy ETF (IGME) has returned 15.69% so far this year and 5.94% over the past 12 months.


Bitwise GME Option Income Strategy ETF

1D
0.02%
1M
-3.05%
6M
-2.33%
YTD
15.69%
1Y
5.94%
3Y*
5Y*
10Y*
ALL TIME*
-10.89%

Benchmark (S&P 500 Index)

1D
-0.17%
1M
2.47%
6M
12.22%
YTD
12.83%
1Y
22.61%
3Y*
19.93%
5Y*
11.73%
10Y*
13.47%
ALL TIME*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGME Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202614.18%3.29%-0.89%6.22%-12.12%6.62%-0.55%15.69%
2025-13.66%-5.88%2.00%18.91%-15.52%-1.44%-7.64%-24.20%

Benchmark Metrics

Bitwise GME Option Income Strategy ETF has an annualized alpha of -15.81%, beta of 0.58, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since June 10, 2025.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -3.78%), but participation in market rallies was also limited (-34.01%) - a profile typical of counter-cyclical assets.
  • Beta of 0.58 may look defensive, but with R2 of 0.05 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 0.05 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
-15.81%
Beta
0.58
0.05
Upside Capture
-34.01%
Downside Capture
-3.78%

Expense Ratio

IGME has a high expense ratio of 0.96%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

IGME ranks 15 for risk / return — above 15% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.


IGME Risk / Return Rank: 1515
Overall Rank
IGME Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IGME Sortino Ratio Rank: 1717
Sortino Ratio Rank
IGME Omega Ratio Rank: 1616
Omega Ratio Rank
IGME Calmar Ratio Rank: 1515
Calmar Ratio Rank
IGME Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Bitwise GME Option Income Strategy ETF (IGME) 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.


IGMEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.07

1.32

-0.25

Calmar ratioReturn relative to maximum drawdown

0.31

2.50

-2.19

Martin ratioReturn relative to average drawdown

0.61

10.58

-9.97

Dividends

Dividend History

Bitwise GME Option Income Strategy ETF provided a 77.03% dividend yield over the last twelve months, with an annual payout of $17.58 per share.


69.25%$0.00$5.00$10.00$15.002025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$17.58$16.16

Dividend yield

77.03%69.25%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.66$1.29$0.85$0.51$0.46$0.39$0.00$4.16
2025$2.74$2.57$3.42$2.78$2.39$2.26$16.16

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 GME Option Income 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 Bitwise GME Option Income Strategy ETF was 26.33%, occurring on Nov 20, 2025. The portfolio has not yet recovered.

The current Bitwise GME Option Income Strategy ETF drawdown is 12.88%.


Drawdown

Fall

Recovery

Underwater

Related event

-26.33%Nov 2025
5mo 12d
1y 1moJun 2025 - now

Drawdown Indicators


IGMEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.33%

-56.78%

+30.45%

Max Drawdown (1Y)

Largest decline over 1 year

-25.70%

-9.10%

-16.60%

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

-12.88%

-0.17%

-12.71%

Average Drawdown

Average peak-to-trough decline

-14.27%

-10.69%

-3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.95%

2.14%

+10.81%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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