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BETH vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

BETH vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Bitcoin & Ether Market Cap Weight Strategy ETF (BETH) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BETH achieves a -32.25% return, which is significantly lower than ^GSPC's 9.79% return.


BETH

1D
-2.63%
1M
-1.29%
6M
-35.06%
YTD
-32.25%
1Y
-48.65%
3Y*
5Y*
10Y*

^GSPC

1D
-0.79%
1M
1.13%
6M
7.71%
YTD
9.79%
1Y
20.06%
3Y*
18.60%
5Y*
11.43%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BETH vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023
BETH
ProShares Bitcoin & Ether Market Cap Weight Strategy ETF
-32.25%-11.20%85.03%39.34%
^GSPC
S&P 500 Index
9.79%16.39%23.31%11.24%

Correlation

The correlation between BETH and ^GSPC is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2023

0.40

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Return for Risk

BETH vs. ^GSPC — Risk / Return Rank

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

BETH
BETH Risk / Return Rank: 22
Overall Rank
BETH Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BETH Sortino Ratio Rank: 22
Sortino Ratio Rank
BETH Omega Ratio Rank: 22
Omega Ratio Rank
BETH Calmar Ratio Rank: 22
Calmar Ratio Rank
BETH Martin Ratio Rank: 22
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7171
Overall Rank
^GSPC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6969
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7474
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6262
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
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.

BETH vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Bitcoin & Ether Market Cap Weight Strategy ETF (BETH) and S&P 500 Index (^GSPC). 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.


BETH^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.63

Sortino ratioReturn per unit of downside risk

-3.79

Omega ratioGain probability vs. loss probability

0.83

1.29

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.85

2.21

-3.07

Martin ratioReturn relative to average drawdown

-1.38

9.61

-10.99

BETH vs. ^GSPC - Sharpe Ratio Comparison

The current BETH Sharpe Ratio is -1.03, which is lower than the ^GSPC Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of BETH and ^GSPC, 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

BETH vs. ^GSPC - Drawdown Comparison

The maximum BETH drawdown since its inception was -57.12%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BETH and ^GSPC.


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Drawdown Indicators


BETH^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-57.12%

-56.78%

-0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-57.12%

-9.10%

-48.02%

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

-54.21%

-1.24%

-52.97%

Average Drawdown

Average peak-to-trough decline

-18.99%

-10.71%

-8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.30%

2.09%

+33.21%

Volatility

BETH vs. ^GSPC - Volatility Comparison

ProShares Bitcoin & Ether Market Cap Weight Strategy ETF (BETH) has a higher volatility of 11.98% compared to S&P 500 Index (^GSPC) at 3.96%. This indicates that BETH's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BETH^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.98%

3.96%

+8.02%

Volatility (6M)

Calculated over the trailing 6-month period

36.80%

9.99%

+26.81%

Volatility (1Y)

Calculated over the trailing 1-year period

47.57%

12.57%

+35.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.96%

17.01%

+33.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.96%

18.05%

+32.91%

Frequently Asked Questions


BETH and ^GSPC have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BETH has higher volatility (11.98%) compared to ^GSPC (3.96%). In terms of maximum drawdown, BETH dropped -57.12% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.61 vs -1.03), 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 BETH and ^GSPC

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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