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BITO vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITO vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Bitcoin Strategy ETF (BITO) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BITO achieves a -28.44% return, which is significantly lower than USD's 103.32% return.


BITO

1D
-2.81%
1M
-22.52%
YTD
-28.44%
6M
-32.46%
1Y
-41.98%
3Y*
26.82%
5Y*
10Y*

USD

1D
-4.99%
1M
31.62%
YTD
103.32%
6M
97.79%
1Y
250.81%
3Y*
125.78%
5Y*
67.80%
10Y*
61.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITO vs. USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BITO
ProShares Bitcoin Strategy ETF
-28.44%-11.19%104.45%137.33%-63.91%-31.09%
USD
ProShares Ultra Semiconductors
103.32%62.08%139.64%228.79%-68.57%40.18%

Correlation

The correlation between BITO and USD is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2021

0.38

The correlation between BITO and USD shifts across timeframes, from 0.30 (3 years) to 0.42 (1 year), reflecting how their relationship changes across market environments.

BITO vs. USD - Sectors Allocation Comparison


Sectors
BITO
USD

Financial Services

68.5%
27.8%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

0.0%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

27.4%

Utilities

-

-

Financial Services

BITO
68.5%
USD
27.8%

Basic Materials

BITO

-

USD

-

Communication Services

BITO

-

USD

-

Consumer Cyclical

BITO

-

USD

-

Consumer Defensive

BITO

-

USD

-

Energy

BITO

-

USD
0.0%

Healthcare

BITO

-

USD

-

Industrials

BITO

-

USD

-

Real Estate

BITO

-

USD

-

Technology

BITO

-

USD
27.4%

Utilities

BITO

-

USD

-

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Return for Risk

BITO vs. USD — Risk / Return Rank

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

BITO
BITO Risk / Return Rank: 22
Overall Rank
BITO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 22
Sortino Ratio Rank
BITO Omega Ratio Rank: 22
Omega Ratio Rank
BITO Calmar Ratio Rank: 22
Calmar Ratio Rank
BITO Martin Ratio Rank: 22
Martin Ratio Rank

USD
USD Risk / Return Rank: 8989
Overall Rank
USD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8282
Sortino Ratio Rank
USD Omega Ratio Rank: 8181
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9292
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.

BITO vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Bitcoin Strategy ETF (BITO) and ProShares Ultra Semiconductors (USD). 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.


BITOUSDDifference
Sharpe ratioReturn per unit of total volatility

-5.09

Sortino ratioReturn per unit of downside risk

-5.01

Omega ratioGain probability vs. loss probability

0.84

1.48

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.83

7.94

-8.77

Martin ratioReturn relative to average drawdown

-1.44

22.96

-24.40

BITO vs. USD - Sharpe Ratio Comparison

The current BITO Sharpe Ratio is -0.97, which is lower than the USD Sharpe Ratio of 4.12. The chart below compares the historical Sharpe Ratios of BITO and USD, 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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Sharpe Ratios by Period


BITOUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.97

4.12

-5.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.49

-0.59

Drawdowns

BITO vs. USD - Drawdown Comparison

The maximum BITO drawdown since its inception was -77.86%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for BITO and USD.


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Drawdown Indicators


BITOUSDDifference

Max Drawdown

Largest peak-to-trough decline

-77.86%

-88.63%

+10.77%

Max Drawdown (1Y)

Largest decline over 1 year

-50.64%

-31.80%

-18.84%

Max Drawdown (3Y)

Largest decline over 3 years

-50.64%

-64.46%

+13.82%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

Current Drawdown

Current decline from peak

-50.64%

-6.07%

-44.57%

Average Drawdown

Average peak-to-trough decline

-36.75%

-32.35%

-4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.27%

10.98%

+18.29%

Volatility

BITO vs. USD - Volatility Comparison

The current volatility for ProShares Bitcoin Strategy ETF (BITO) is 9.03%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.29%. This indicates that BITO experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITOUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.03%

21.29%

-12.26%

Volatility (6M)

Calculated over the trailing 6-month period

33.71%

46.74%

-13.03%

Volatility (1Y)

Calculated over the trailing 1-year period

43.61%

61.28%

-17.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.10%

76.56%

-21.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.10%

69.24%

-14.14%

BITO vs. USD - Expense Ratio Comparison

Both BITO and USD have an expense ratio of 0.95%.


Dividends

BITO vs. USD - Dividend Comparison

BITO's dividend yield for the trailing twelve months is around 69.59%, more than USD's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
BITO
ProShares Bitcoin Strategy ETF
69.59%78.29%61.59%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.23%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


BITO and USD have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (21.29%) compared to BITO (9.03%). In terms of maximum drawdown, BITO dropped -77.86% vs USD's -88.63%.

On 3-year performance, USD leads with 125.78% vs 26.82% for BITO. Both ETFs have the same 0.95% expense ratio. On volatility, BITO has been the lower-risk option at 9.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USD has performed better with a 125.78% return vs 26.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BITO and USD have the same expense ratio: 0.95% per year.

BITO has the higher dividend yield at 69.59%, compared with 0.23% for USD.

BITO is categorized as Cryptocurrency, while USD is Leveraged Equities.

USD currently has the higher Sharpe Ratio (4.12 vs -0.97), 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 BITO and USD

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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