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BETH vs. SOEZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BETH vs. SOEZ - 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 Franklin Solana ETF (SOEZ). The values are adjusted to include any dividend payments, if applicable.

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BETH vs. SOEZ - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BETH achieves a -23.96% return, which is significantly higher than SOEZ's -31.67% return.


BETH

1D
0.78%
1M
-0.84%
YTD
-23.96%
6M
-44.92%
1Y
-19.29%
3Y*
5Y*
10Y*

SOEZ

1D
1.61%
1M
-3.90%
YTD
-31.67%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BETH vs. SOEZ - Expense Ratio Comparison

BETH has a 0.95% expense ratio, which is higher than SOEZ's 0.19% expense ratio.


Return for Risk

BETH vs. SOEZ — Risk / Return Rank

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

BETH
BETH Risk / Return Rank: 66
Overall Rank
BETH Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BETH Sortino Ratio Rank: 66
Sortino Ratio Rank
BETH Omega Ratio Rank: 77
Omega Ratio Rank
BETH Calmar Ratio Rank: 77
Calmar Ratio Rank
BETH Martin Ratio Rank: 77
Martin Ratio Rank

SOEZ
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. SOEZ - 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 Franklin Solana ETF (SOEZ). 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.


BETHSOEZDifference

Sharpe ratio

Return per unit of total volatility

-0.40

Sortino ratio

Return per unit of downside risk

-0.28

Omega ratio

Gain probability vs. loss probability

0.97

Calmar ratio

Return relative to maximum drawdown

-0.32

Martin ratio

Return relative to average drawdown

-0.67

BETH vs. SOEZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BETHSOEZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

-1.03

+1.53

Correlation

The correlation between BETH and SOEZ is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BETH vs. SOEZ - Dividend Comparison

BETH's dividend yield for the trailing twelve months is around 62.89%, more than SOEZ's 0.09% yield.


TTM202520242023
BETH
ProShares Bitcoin & Ether Market Cap Weight Strategy ETF
62.89%57.68%19.71%0.36%
SOEZ
Franklin Solana ETF
0.09%0.00%0.00%0.00%

Drawdowns

BETH vs. SOEZ - Drawdown Comparison

The maximum BETH drawdown since its inception was -52.55%, which is greater than SOEZ's maximum drawdown of -47.78%. Use the drawdown chart below to compare losses from any high point for BETH and SOEZ.


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Drawdown Indicators


BETHSOEZDifference

Max Drawdown

Largest peak-to-trough decline

-52.55%

-47.78%

-4.77%

Max Drawdown (1Y)

Largest decline over 1 year

-52.55%

Current Drawdown

Current decline from peak

-48.62%

-42.58%

-6.04%

Average Drawdown

Average peak-to-trough decline

-15.81%

-25.30%

+9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.90%

Volatility

BETH vs. SOEZ - Volatility Comparison


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Volatility by Period


BETHSOEZDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.77%

Volatility (6M)

Calculated over the trailing 6-month period

39.46%

Volatility (1Y)

Calculated over the trailing 1-year period

48.58%

77.92%

-29.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.11%

77.92%

-25.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.11%

77.92%

-25.81%