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BITI.TO vs. HXS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITI.TO vs. HXS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BetaPro Inverse Bitcoin ETF (BITI.TO) and Global X S&P 500 Index Corporate Class ETF (HXS.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BITI.TO achieves a 38.73% return, which is significantly higher than HXS.TO's 13.44% return.


BITI.TO

1D
2.65%
1M
26.68%
YTD
38.73%
6M
40.03%
1Y
64.25%
3Y*
35.56%
5Y*
4.53%
10Y*

HXS.TO

1D
0.63%
1M
1.77%
YTD
13.44%
6M
12.73%
1Y
26.56%
3Y*
22.71%
5Y*
15.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITI.TO vs. HXS.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BITI.TO
BetaPro Inverse Bitcoin ETF
38.73%-8.52%178.75%-67.62%80.23%-8.96%
HXS.TO
Global X S&P 500 Index Corporate Class ETF
13.44%11.93%34.98%23.22%-12.72%17.50%

Correlation

The correlation between BITI.TO and HXS.TO is -0.39, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.39

Correlation (3Y)
Calculated over the trailing 3-year period

-0.30

Correlation (5Y)
Calculated over the trailing 5-year period

-0.34

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

-0.33

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Return for Risk

BITI.TO vs. HXS.TO — Risk / Return Rank

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

BITI.TO
BITI.TO Risk / Return Rank: 4747
Overall Rank
BITI.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BITI.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
BITI.TO Omega Ratio Rank: 4040
Omega Ratio Rank
BITI.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
BITI.TO Martin Ratio Rank: 4242
Martin Ratio Rank

HXS.TO
HXS.TO Risk / Return Rank: 7676
Overall Rank
HXS.TO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
HXS.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
HXS.TO Omega Ratio Rank: 7979
Omega Ratio Rank
HXS.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
HXS.TO Martin Ratio Rank: 7373
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.

BITI.TO vs. HXS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaPro Inverse Bitcoin ETF (BITI.TO) and Global X S&P 500 Index Corporate Class ETF (HXS.TO). 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.


BITI.TOHXS.TODifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.24

1.39

-0.16

Calmar ratioReturn relative to maximum drawdown

2.48

3.05

-0.57

Martin ratioReturn relative to average drawdown

5.94

11.35

-5.41

BITI.TO vs. HXS.TO - Sharpe Ratio Comparison

The current BITI.TO Sharpe Ratio is 1.43, which is lower than the HXS.TO Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of BITI.TO and HXS.TO, 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

BITI.TO vs. HXS.TO - Drawdown Comparison

The maximum BITI.TO drawdown since its inception was -84.75%, which is greater than HXS.TO's maximum drawdown of -27.41%. Use the drawdown chart below to compare losses from any high point for BITI.TO and HXS.TO.


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Drawdown Indicators


BITI.TOHXS.TODifference

Max Drawdown

Largest peak-to-trough decline

-84.75%

-27.41%

-57.34%

Max Drawdown (1Y)

Largest decline over 1 year

-26.02%

-8.74%

-17.28%

Max Drawdown (3Y)

Largest decline over 3 years

-69.26%

-18.98%

-50.28%

Max Drawdown (5Y)

Largest decline over 5 years

-84.75%

-22.63%

-62.12%

Current Drawdown

Current decline from peak

-9.87%

-0.42%

-9.45%

Average Drawdown

Average peak-to-trough decline

-43.81%

-4.25%

-39.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.86%

2.35%

+8.51%

Volatility

BITI.TO vs. HXS.TO - Volatility Comparison

BetaPro Inverse Bitcoin ETF (BITI.TO) has a higher volatility of 13.87% compared to Global X S&P 500 Index Corporate Class ETF (HXS.TO) at 4.85%. This indicates that BITI.TO's price experiences larger fluctuations and is considered to be riskier than HXS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITI.TOHXS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.87%

4.85%

+9.02%

Volatility (6M)

Calculated over the trailing 6-month period

35.05%

9.75%

+25.30%

Volatility (1Y)

Calculated over the trailing 1-year period

45.26%

12.39%

+32.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

262.41%

15.27%

+247.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

257.52%

17.73%

+239.79%

Dividends

BITI.TO vs. HXS.TO - Dividend Comparison

Neither BITI.TO nor HXS.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BITI.TO and HXS.TO have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITI.TO is categorized as Leveraged Cryptocurrency, while HXS.TO is S&P 500.

Portfolio Optimizer

Find the right allocation for BITI.TO and HXS.TO

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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