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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 -31.24% return, which is significantly lower than ^GSPC's 9.41% return.


BETH

1D
-2.97%
1M
2.90%
6M
-27.29%
YTD
-31.24%
1Y
-46.96%
3Y*
5Y*
10Y*
ALL TIME*
17.40%

^GSPC

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$37.98T$37.61T$41.48T
$25.58K$35.12K$73.06K

BETH vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023
BETH
ProShares Bitcoin & Ether Market Cap Weight Strategy ETF
-31.24%-11.20%85.03%39.34%
^GSPC
S&P 500 Index
9.41%16.39%23.31%11.24%

Correlation

The correlation between BETH and ^GSPC is 0.50, which is low. Their historical price movements had little consistent relationship.


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

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 historical risk-adjusted metric ranks 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: 11
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: 6868
Overall Rank
^GSPC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6666
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6565
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8383
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.

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

-2.45

Sortino ratioReturn per unit of downside risk

-3.55

Omega ratioGain probability vs. loss probability

0.83

1.25

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.86

2.00

-2.86

Martin ratioReturn relative to average drawdown

-1.31

8.49

-9.80

BETH vs. ^GSPC - Sharpe Ratio Comparison

The current BETH Sharpe Ratio is -1.03, which is lower than the ^GSPC Sharpe Ratio of 1.42. 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

-53.54%

-1.58%

-51.96%

Average Drawdown

Average peak-to-trough decline

-19.65%

-10.70%

-8.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.38%

2.14%

+35.24%

Volatility

BETH vs. ^GSPC - Volatility Comparison

ProShares Bitcoin & Ether Market Cap Weight Strategy ETF (BETH) has a higher volatility of 9.61% compared to S&P 500 Index (^GSPC) at 3.51%. 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

9.61%

3.51%

+6.10%

Volatility (6M)

Calculated over the trailing 6-month period

35.71%

10.11%

+25.60%

Volatility (1Y)

Calculated over the trailing 1-year period

47.67%

12.87%

+34.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.63%

17.01%

+33.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.63%

18.07%

+32.56%

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 (9.61%) compared to ^GSPC (3.51%). In terms of maximum drawdown, BETH dropped -57.12% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.42 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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