BCTK vs. BITW

Last updated Apr 1, 2026

Compare and contrast key facts about Baron Technology ETF (BCTK) and Bitwise 10 Crypto Index Fund (BITW).

BCTK is an actively managed fund by Baron Capital. It was launched on Dec 31, 2021.

Performance

BCTK vs. BITW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Technology ETF (BCTK) and Bitwise 10 Crypto Index Fund (BITW). The values are adjusted to include any dividend payments, if applicable.

BCTK vs. BITW - Yearly Performance Comparison

	2026 (YTD)	2025
BCTK Baron Technology ETF	-7.13%	1.80%
BITW Bitwise 10 Crypto Index Fund	-23.55%	1.15%

Returns By Period

In the year-to-date period, BCTK achieves a -7.13% return, which is significantly higher than BITW's -23.55% return.

BCTK

• 1D: 5.03%
• 1M: -6.78%
• YTD: -7.13%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BITW

• 1D: 0.70%
• 1M: -0.88%
• YTD: -23.55%
• 6M: -44.70%
• 1Y: -10.75%
• 3Y*: 60.08%
• 5Y*: -11.49%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BCTK vs. BITW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BITW

BITW Risk / Return Rank: 32
BITW Sharpe Ratio Rank: 31
BITW Sortino Ratio Rank: 30
BITW Omega Ratio Rank: 30
BITW Calmar Ratio Rank: 35
BITW Martin Ratio Rank: 34

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.

BCTK vs. BITW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Technology ETF (BCTK) and Bitwise 10 Crypto Index Fund (BITW). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BCTK	BITW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.21	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.64	0.25	-0.89

Correlation

The correlation between BCTK and BITW is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BCTK vs. BITW - Dividend Comparison

Neither BCTK nor BITW has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

BCTK vs. BITW - Drawdown Comparison

The maximum BCTK drawdown since its inception was -13.96%, smaller than the maximum BITW drawdown of -96.46%. Use the drawdown chart below to compare losses from any high point for BCTK and BITW.

Drawdown Indicators

	BCTK	BITW	Difference
Max Drawdown Largest peak-to-trough decline	-13.96%	-96.46%	+82.50%
Max Drawdown (1Y) Largest decline over 1 year	—	-52.10%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-94.79%	—
Current Drawdown Current decline from peak	-9.63%	-67.69%	+58.06%
Average Drawdown Average peak-to-trough decline	-3.79%	-69.75%	+65.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	24.52%	—

Volatility

Volatility by Period

	BCTK	BITW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	13.82%	—
Volatility (6M) Calculated over the trailing 6-month period	—	41.71%	—
Volatility (1Y) Calculated over the trailing 1-year period	28.23%	51.74%	-23.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.23%	67.66%	-39.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.23%	110.28%	-82.05%