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BITO vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITO vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Bitcoin Strategy ETF (BITO) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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 UVXY's -23.07% return.


BITO

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

UVXY

1D
-4.95%
1M
-26.21%
YTD
-23.07%
6M
-39.47%
1Y
-74.10%
3Y*
-64.78%
5Y*
-68.23%
10Y*
-72.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITO vs. UVXY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BITO
ProShares Bitcoin Strategy ETF
-28.44%-11.19%104.45%137.33%-63.91%-31.09%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.07%-65.32%-50.90%-87.70%-44.81%-28.44%

Correlation

The correlation between BITO and UVXY is -0.37, 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

-0.37

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

-0.28

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

-0.34

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Return for Risk

BITO vs. UVXY — 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

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 11
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
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. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Bitcoin Strategy ETF (BITO) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


BITOUVXYDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

0.84

0.81

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.97

+0.14

Martin ratioReturn relative to average drawdown

-1.44

-1.33

-0.11

BITO vs. UVXY - Sharpe Ratio Comparison

The current BITO Sharpe Ratio is -0.97, which is comparable to the UVXY Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of BITO and UVXY, 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


BITOUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.97

-0.88

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

-0.68

+0.58

Drawdowns

BITO vs. UVXY - Drawdown Comparison

The maximum BITO drawdown since its inception was -77.86%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for BITO and UVXY.


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Drawdown Indicators


BITOUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-77.86%

-100.00%

+22.14%

Max Drawdown (1Y)

Largest decline over 1 year

-50.64%

-76.19%

+25.55%

Max Drawdown (3Y)

Largest decline over 3 years

-50.64%

-95.25%

+44.61%

Max Drawdown (5Y)

Largest decline over 5 years

-99.69%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-50.64%

-100.00%

+49.36%

Average Drawdown

Average peak-to-trough decline

-36.75%

-98.55%

+61.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.27%

55.83%

-26.56%

Volatility

BITO vs. UVXY - Volatility Comparison

The current volatility for ProShares Bitcoin Strategy ETF (BITO) is 9.03%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 12.26%. This indicates that BITO experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITOUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.03%

12.26%

-3.23%

Volatility (6M)

Calculated over the trailing 6-month period

33.71%

62.79%

-29.08%

Volatility (1Y)

Calculated over the trailing 1-year period

43.61%

84.51%

-40.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.10%

103.82%

-48.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.10%

113.81%

-58.71%

BITO vs. UVXY - Expense Ratio Comparison

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


Dividends

BITO vs. UVXY - Dividend Comparison

BITO's dividend yield for the trailing twelve months is around 69.59%, while UVXY has not paid dividends to shareholders.


PositionTTM202520242023
BITO
ProShares Bitcoin Strategy ETF
69.59%78.29%61.59%15.14%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


BITO and UVXY have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (12.26%) compared to BITO (9.03%). In terms of maximum drawdown, BITO dropped -77.86% vs UVXY's -100.00%.

On 3-year performance, BITO leads with 26.82% vs -64.78% for UVXY. 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, BITO has performed better with a 26.82% return vs -64.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

BITO has the higher dividend yield at 69.59%, compared with 0.00% for UVXY.

BITO is categorized as Cryptocurrency, while UVXY is Volatility.

UVXY currently has the higher Sharpe Ratio (-0.88 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.

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