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BHDG vs. SETH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BHDG vs. SETH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nicholas Bitcoin Tail ETF (BHDG) and ProShares Short Ether Strategy ETF (SETH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BHDG

1D
1.61%
1M
9.60%
YTD
6M
1Y
3Y*
5Y*
10Y*

SETH

1D
1.55%
1M
32.48%
YTD
43.11%
6M
49.04%
1Y
0.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BHDG vs. SETH - Yearly Performance Comparison


Correlation

The correlation between BHDG and SETH is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 19, 2026

0.86

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Return for Risk

BHDG vs. SETH — Risk / Return Rank

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

BHDG

SETH
SETH Risk / Return Rank: 1111
Overall Rank
SETH Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SETH Sortino Ratio Rank: 1313
Sortino Ratio Rank
SETH Omega Ratio Rank: 1313
Omega Ratio Rank
SETH Calmar Ratio Rank: 99
Calmar Ratio Rank
SETH Martin Ratio Rank: 99
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.

BHDG vs. SETH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nicholas Bitcoin Tail ETF (BHDG) and ProShares Short Ether Strategy ETF (SETH). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BHDG vs. SETH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BHDGSETHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

-0.44

-0.10

Drawdowns

BHDG vs. SETH - Drawdown Comparison

The maximum BHDG drawdown since its inception was -15.06%, smaller than the maximum SETH drawdown of -80.74%. Use the drawdown chart below to compare losses from any high point for BHDG and SETH.


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Drawdown Indicators


BHDGSETHDifference

Max Drawdown

Largest peak-to-trough decline

-15.06%

-80.74%

+65.68%

Max Drawdown (1Y)

Largest decline over 1 year

-56.01%

Current Drawdown

Current decline from peak

-6.21%

-60.69%

+54.48%

Average Drawdown

Average peak-to-trough decline

-9.23%

-54.80%

+45.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.78%

Volatility

BHDG vs. SETH - Volatility Comparison


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Volatility by Period


BHDGSETHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.63%

Volatility (6M)

Calculated over the trailing 6-month period

45.27%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

68.46%

-49.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

69.49%

-50.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

69.49%

-50.61%

BHDG vs. SETH - Expense Ratio Comparison

BHDG has a 0.97% expense ratio, which is higher than SETH's 0.95% expense ratio.


Dividends

BHDG vs. SETH - Dividend Comparison

BHDG has not paid dividends to shareholders, while SETH's dividend yield for the trailing twelve months is around 10.75%.


PositionTTM202520242023
BHDG
Nicholas Bitcoin Tail ETF
0.00%0.00%0.00%0.00%
SETH
ProShares Short Ether Strategy ETF
10.75%7.01%3.44%0.38%

Frequently Asked Questions


BHDG and SETH have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SETH is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SETH is cheaper with a 0.95% expense ratio, compared with 0.97% for BHDG.

SETH has the higher dividend yield at 10.75%, compared with 0.00% for BHDG.

They also come from different issuers: Nicholas and ProShares. Their fees differ too: 0.97% for BHDG and 0.95% for SETH.

Portfolio Optimizer

Find the right allocation for BHDG and SETH

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