PortfoliosLab logoPortfoliosLab logo
BETE vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BETE vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Bitcoin & Ether Equal Weight Strategy ETF (BETE) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BETE achieves a -35.53% return, which is significantly lower than IBIT's -27.45% return.


BETE

1D
-2.12%
1M
-24.05%
YTD
-35.53%
6M
-39.17%
1Y
-36.77%
3Y*
5Y*
10Y*

IBIT

1D
-2.65%
1M
-22.17%
YTD
-27.45%
6M
-31.40%
1Y
-39.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BETE vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
BETE
Proshares Bitcoin & Ether Equal Weight Strategy ETF
-35.53%-8.17%49.89%
IBIT
iShares Bitcoin Trust ETF
-27.45%-6.41%99.21%

Correlation

The correlation between BETE and IBIT is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.93

The correlation between BETE and IBIT has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BETE vs. IBIT — Risk / Return Rank

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

BETE
BETE Risk / Return Rank: 44
Overall Rank
BETE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BETE Sortino Ratio Rank: 44
Sortino Ratio Rank
BETE Omega Ratio Rank: 44
Omega Ratio Rank
BETE Calmar Ratio Rank: 44
Calmar Ratio Rank
BETE Martin Ratio Rank: 44
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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.

BETE vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Bitcoin & Ether Equal Weight Strategy ETF (BETE) and iShares Bitcoin Trust ETF (IBIT). 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.


BETEIBITDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

0.91

0.86

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.64

-0.80

+0.16

Martin ratioReturn relative to average drawdown

-1.09

-1.39

+0.29

BETE vs. IBIT - Sharpe Ratio Comparison

The current BETE Sharpe Ratio is -0.67, which is comparable to the IBIT Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of BETE and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BETEIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.67

-0.91

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.27

-0.04

Drawdowns

BETE vs. IBIT - Drawdown Comparison

The maximum BETE drawdown since its inception was -57.72%, which is greater than IBIT's maximum drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for BETE and IBIT.


Loading charts...

Drawdown Indicators


BETEIBITDifference

Max Drawdown

Largest peak-to-trough decline

-57.72%

-49.47%

-8.25%

Max Drawdown (1Y)

Largest decline over 1 year

-57.72%

-49.47%

-8.25%

Current Drawdown

Current decline from peak

-57.72%

-49.47%

-8.25%

Average Drawdown

Average peak-to-trough decline

-21.41%

-16.07%

-5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.66%

28.61%

+5.05%

Volatility

BETE vs. IBIT - Volatility Comparison

Proshares Bitcoin & Ether Equal Weight Strategy ETF (BETE) and iShares Bitcoin Trust ETF (IBIT) have volatilities of 9.23% and 9.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BETEIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

9.14%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

39.37%

33.89%

+5.48%

Volatility (1Y)

Calculated over the trailing 1-year period

54.92%

43.76%

+11.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.45%

50.18%

+6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.45%

50.18%

+6.27%

BETE vs. IBIT - Expense Ratio Comparison

BETE has a 0.95% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

BETE vs. IBIT - Dividend Comparison

BETE's dividend yield for the trailing twelve months is around 85.72%, while IBIT has not paid dividends to shareholders.


PositionTTM202520242023
BETE
Proshares Bitcoin & Ether Equal Weight Strategy ETF
85.72%68.22%15.22%0.78%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, BETE and IBIT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BETE has higher volatility (9.23%) compared to IBIT (9.14%). In terms of maximum drawdown, BETE dropped -57.72% vs IBIT's -49.47%.

On 1-year performance, BETE leads with -36.77% vs -39.60% for IBIT. On fees, IBIT is cheaper at 0.25% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BETE has performed better with a -36.77% return vs -39.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.95% for BETE.

BETE has the higher dividend yield at 85.72%, compared with 0.00% for IBIT.

They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for BETE and 0.25% for IBIT.

BETE currently has the higher Sharpe Ratio (-0.67 vs -0.91), 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 BETE and IBIT

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

Open Portfolio Optimizer