BITC vs. BITO

In the year-to-date period, BITC achieves a -1.92% return, which is significantly lower than BITO's 9.90% return.

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BITC has a 0.88% expense ratio, which is lower than BITO's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Bitwise Bitcoin Strategy Optimum Roll ETF (BITC) and ProShares Bitcoin Strategy ETF (BITO). 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.

The current BITC Sharpe Ratio is 0.91, which is comparable to the BITO Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of BITC and BITO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BITC's dividend yield for the trailing twelve months is around 43.52%, less than BITO's 57.32% yield.

The maximum BITC drawdown since its inception was -31.26%, smaller than the maximum BITO drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for BITC and BITO. For additional features, visit the drawdowns tool.

Bitwise Bitcoin Strategy Optimum Roll ETF (BITC) and ProShares Bitcoin Strategy ETF (BITO) have volatilities of 8.73% and 9.13%, 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.