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BDCX vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDCX vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) and ProShares Short Bitcoin ETF (BITI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BDCX achieves a -10.75% return, which is significantly lower than BITI's 27.11% return.


BDCX

1D
-0.19%
1M
-2.20%
6M
-9.86%
YTD
-10.75%
1Y
-18.23%
3Y*
0.23%
5Y*
2.22%
10Y*
ALL TIME*
11.61%

BITI

1D
3.01%
1M
-2.58%
6M
22.77%
YTD
27.11%
1Y
58.64%
3Y*
-31.77%
5Y*
10Y*
ALL TIME*
-35.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$38.67K$35.86K$42.25K
$24.10M$26.49M$38.71M

BDCX vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-10.75%-10.42%15.32%35.33%3.93%
BITI
ProShares Short Bitcoin ETF
27.11%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between BDCX and BITI is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.31

Correlation (3Y)
Balances recent behavior with more history.

-0.23

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2022

-0.26

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Return for Risk

BDCX vs. BITI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BDCX
BDCX Risk / Return Rank: 33
Overall Rank
BDCX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BDCX Sortino Ratio Rank: 44
Sortino Ratio Rank
BDCX Omega Ratio Rank: 44
Omega Ratio Rank
BDCX Calmar Ratio Rank: 33
Calmar Ratio Rank
BDCX Martin Ratio Rank: 22
Martin Ratio Rank

BITI
BITI Risk / Return Rank: 6161
Overall Rank
BITI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 6060
Sortino Ratio Rank
BITI Omega Ratio Rank: 5555
Omega Ratio Rank
BITI Calmar Ratio Rank: 7373
Calmar Ratio Rank
BITI Martin Ratio Rank: 5353
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.

BDCX vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) and ProShares Short Bitcoin ETF (BITI). 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.

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.


BDCXBITIDifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

0.90

1.24

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.74

2.53

-3.28

Martin ratioReturn relative to average drawdown

-1.28

6.17

-7.46

BDCX vs. BITI - Sharpe Ratio Comparison

The current BDCX Sharpe Ratio is -0.69, which is lower than the BITI Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of BDCX and BITI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BDCX vs. BITI - Drawdown Comparison

The maximum BDCX drawdown since its inception was -34.96%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for BDCX and BITI.


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Drawdown Indicators


BDCXBITIDifference

Max Drawdown

Largest peak-to-trough decline

-34.96%

-92.16%

+57.20%

Max Drawdown (1Y)

Largest decline over 1 year

-26.35%

-25.28%

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-33.39%

-84.63%

+51.24%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

Current Drawdown

Current decline from peak

-27.46%

-86.12%

+58.66%

Average Drawdown

Average peak-to-trough decline

-10.50%

-68.59%

+58.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.28%

10.35%

+4.93%

Volatility

BDCX vs. BITI - Volatility Comparison

The current volatility for ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) is 7.16%, while ProShares Short Bitcoin ETF (BITI) has a volatility of 9.13%. This indicates that BDCX experiences smaller price fluctuations and is considered to be less risky than BITI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDCXBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

9.13%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

22.67%

33.31%

-10.64%

Volatility (1Y)

Calculated over the trailing 1-year period

28.36%

44.23%

-15.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.69%

52.03%

-25.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.87%

52.03%

-25.16%

BDCX vs. BITI - Expense Ratio Comparison

BDCX has a 0.95% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

BDCX vs. BITI - Dividend Comparison

BDCX's dividend yield for the trailing twelve months is around 21.64%, more than BITI's 15.30% yield.


PositionTTM202520242023202220212020
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
21.64%19.17%15.28%14.71%17.47%11.52%6.32%
BITI
ProShares Short Bitcoin ETF
15.17%1.60%3.91%3.33%0.06%0.00%0.00%

Frequently Asked Questions


BDCX and BITI have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITI has higher volatility (9.13%) compared to BDCX (7.16%). In terms of maximum drawdown, BDCX dropped -34.96% vs BITI's -92.16%.

On 3-year performance, BDCX leads with 0.23% vs -31.77% for BITI. On fees, BDCX is cheaper at 0.95% per year. On volatility, BDCX has been the lower-risk option at 7.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BDCX has performed better with a 0.23% return vs -31.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BDCX is cheaper with a 0.95% expense ratio, compared with 1.03% for BITI.

BDCX has the higher dividend yield at 21.64%, compared with 15.17% for BITI.

BDCX is categorized as Leveraged Equities, while BITI is Cryptocurrency. BDCX tracks MVIS US Business Development Companies (150%), while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: UBS and ProShares. Their fees differ too: 0.95% for BDCX and 1.03% for BITI.

BITI currently has the higher Sharpe Ratio (1.45 vs -0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BDCX and BITI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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