BDIV vs. SBIT

Last updated Jul 14, 2026

BDIV (AAM Brentview Dividend Growth ETF) and SBIT (Proshares Ultrashort Bitcoin ETF) are both exchange-traded funds - BDIV is a Large Cap Value Equities fund actively managed by AAM, while SBIT is a Cryptocurrency fund tracking the Bloomberg Bitcoin Index (-200%). BDIV is actively managed, while SBIT is passively managed. Over the past year, BDIV returned 17.81% vs 124.12% for SBIT. At a correlation of -0.37, they often move in opposite directions. BDIV charges 0.49%/yr vs 0.95%/yr for SBIT.

Performance

BDIV vs. SBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM Brentview Dividend Growth ETF (BDIV) and Proshares Ultrashort Bitcoin ETF (SBIT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BDIV achieves a 8.84% return, which is significantly lower than SBIT's 44.00% return.

BDIV

• 1D: -0.15%
• 1M: 0.47%
• 6M: 6.27%
• YTD: 8.84%
• 1Y: 17.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SBIT

• 1D: 5.38%
• 1M: 1.44%
• 6M: 58.27%
• YTD: 44.00%
• 1Y: 124.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BDIV vs. SBIT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BDIV AAM Brentview Dividend Growth ETF	8.84%	18.59%	3.01%
SBIT Proshares Ultrashort Bitcoin ETF	44.00%	-25.11%	-66.45%

Correlation

The correlation between BDIV and SBIT is -0.38, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.38
Correlation (All Time) Calculated using the full available price history since Jul 31, 2024	-0.37

Return for Risk

BDIV vs. SBIT — Risk / Return Rank

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

BDIV

BDIV Risk / Return Rank: 71
BDIV Sharpe Ratio Rank: 74
BDIV Sortino Ratio Rank: 77
BDIV Omega Ratio Rank: 72
BDIV Calmar Ratio Rank: 64
BDIV Martin Ratio Rank: 70

SBIT

SBIT Risk / Return Rank: 52
SBIT Sharpe Ratio Rank: 51
SBIT Sortino Ratio Rank: 52
SBIT Omega Ratio Rank: 48
SBIT Calmar Ratio Rank: 66
SBIT Martin Ratio Rank: 45

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.

BDIV vs. SBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Brentview Dividend Growth ETF (BDIV) and Proshares Ultrashort Bitcoin ETF (SBIT). 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.

	BDIV	SBIT	Difference
Sharpe ratio: Return per unit of total volatility	1.87	1.41	+0.46
Sortino ratio: Return per unit of downside risk	2.74	2.05	+0.69
Omega ratio: Gain probability vs. loss probability	1.34	1.25	+0.09
Calmar ratio: Return relative to maximum drawdown	2.55	2.60	-0.05
Martin ratio: Return relative to average drawdown	10.09	5.92	+4.17

BDIV vs. SBIT - Sharpe Ratio Comparison

The current BDIV Sharpe Ratio is 1.87, which is higher than the SBIT Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of BDIV and SBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BDIV vs. SBIT - Drawdown Comparison

The maximum BDIV drawdown since its inception was -14.98%, smaller than the maximum SBIT drawdown of -91.35%. Use the drawdown chart below to compare losses from any high point for BDIV and SBIT.

Drawdown Indicators

	BDIV	SBIT	Difference
Max Drawdown Largest peak-to-trough decline	-14.98%	-91.35%	+76.37%
Max Drawdown (1Y) Largest decline over 1 year	-7.01%	-47.94%	+40.93%
Current Drawdown Current decline from peak	-0.29%	-77.15%	+76.86%
Average Drawdown Average peak-to-trough decline	-1.91%	-68.83%	+66.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.77%	21.04%	-19.27%

Volatility

BDIV vs. SBIT - Volatility Comparison

The current volatility for AAM Brentview Dividend Growth ETF (BDIV) is 2.18%, while Proshares Ultrashort Bitcoin ETF (SBIT) has a volatility of 22.98%. This indicates that BDIV experiences smaller price fluctuations and is considered to be less risky than SBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BDIV	SBIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.18%	22.98%	-20.80%
Volatility (6M) Calculated over the trailing 6-month period	7.24%	68.89%	-61.65%
Volatility (1Y) Calculated over the trailing 1-year period	9.56%	88.51%	-78.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.15%	96.89%	-83.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.15%	96.89%	-83.74%

BDIV vs. SBIT - Expense Ratio Comparison

BDIV has a 0.49% expense ratio, which is lower than SBIT's 0.95% expense ratio.

Dividends

BDIV vs. SBIT - Dividend Comparison

BDIV's dividend yield for the trailing twelve months is around 1.57%, less than SBIT's 3.97% yield.

Position	TTM	2025	2024
BDIV AAM Brentview Dividend Growth ETF	1.57%	1.14%	0.62%
SBIT Proshares Ultrashort Bitcoin ETF	3.97%	0.52%	1.00%

Frequently Asked Questions

Can I hold both BDIV and SBIT in my portfolio?

BDIV and SBIT have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BDIV or SBIT?

SBIT has higher volatility (22.98%) compared to BDIV (2.18%). In terms of maximum drawdown, BDIV dropped -14.98% vs SBIT's -91.35%.

Which ETF is better, BDIV or SBIT?

On 1-year performance, SBIT leads with 124.12% vs 17.81% for BDIV. On fees, BDIV is cheaper at 0.49% per year. On volatility, BDIV has been the lower-risk option at 2.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BDIV or SBIT?

Over the 1-year period, SBIT has performed better with a 124.12% return vs 17.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BDIV or SBIT?

BDIV is cheaper with a 0.49% expense ratio, compared with 0.95% for SBIT.

Which ETF pays a higher dividend yield, BDIV or SBIT?

SBIT has the higher dividend yield at 3.97%, compared with 1.57% for BDIV.

What is the main difference between BDIV and SBIT?

BDIV is categorized as Large Cap Value Equities, while SBIT is Cryptocurrency. They also come from different issuers: AAM and ProShares. Their fees differ too: 0.49% for BDIV and 0.95% for SBIT.

Which has better risk-adjusted returns?

BDIV currently has the higher Sharpe Ratio (1.87 vs 1.41), 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.