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BITX vs. UBOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITX vs. UBOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 2x Bitcoin Strategy ETF (BITX) and Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BITX achieves a -55.64% return, which is significantly lower than UBOT's 5.48% return.


BITX

1D
9.87%
1M
-39.25%
YTD
-55.64%
6M
-59.53%
1Y
-73.99%
3Y*
5Y*
10Y*

UBOT

1D
1.82%
1M
-15.46%
YTD
5.48%
6M
2.17%
1Y
33.80%
3Y*
8.33%
5Y*
-7.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITX vs. UBOT - Yearly Performance Comparison


2026 (YTD)202520242023
BITX
2x Bitcoin Strategy ETF
-55.64%-38.71%163.41%46.18%
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
5.48%13.42%12.02%-0.65%

Correlation

The correlation between BITX and UBOT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2023

0.38

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Return for Risk

BITX vs. UBOT — Risk / Return Rank

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

BITX
BITX Risk / Return Rank: 22
Overall Rank
BITX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BITX Sortino Ratio Rank: 22
Sortino Ratio Rank
BITX Omega Ratio Rank: 22
Omega Ratio Rank
BITX Calmar Ratio Rank: 11
Calmar Ratio Rank
BITX Martin Ratio Rank: 22
Martin Ratio Rank

UBOT
UBOT Risk / Return Rank: 2424
Overall Rank
UBOT Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UBOT Sortino Ratio Rank: 2525
Sortino Ratio Rank
UBOT Omega Ratio Rank: 2424
Omega Ratio Rank
UBOT Calmar Ratio Rank: 2222
Calmar Ratio Rank
UBOT Martin Ratio Rank: 2525
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.

BITX vs. UBOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 2x Bitcoin Strategy ETF (BITX) and Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT). 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.


BITXUBOTDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

0.84

1.15

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.90

0.95

-1.85

Martin ratioReturn relative to average drawdown

-1.46

2.98

-4.44

BITX vs. UBOT - Sharpe Ratio Comparison

The current BITX Sharpe Ratio is -0.85, which is lower than the UBOT Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of BITX and UBOT, 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


BITXUBOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

0.69

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.07

+0.09

Drawdowns

BITX vs. UBOT - Drawdown Comparison

The maximum BITX drawdown since its inception was -82.16%, roughly equal to the maximum UBOT drawdown of -86.01%. Use the drawdown chart below to compare losses from any high point for BITX and UBOT.


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Drawdown Indicators


BITXUBOTDifference

Max Drawdown

Largest peak-to-trough decline

-82.16%

-86.01%

+3.85%

Max Drawdown (1Y)

Largest decline over 1 year

-82.16%

-35.90%

-46.26%

Max Drawdown (3Y)

Largest decline over 3 years

-51.64%

Max Drawdown (5Y)

Largest decline over 5 years

-82.90%

Current Drawdown

Current decline from peak

-80.39%

-48.92%

-31.47%

Average Drawdown

Average peak-to-trough decline

-31.90%

-49.53%

+17.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.80%

11.35%

+39.45%

Volatility

BITX vs. UBOT - Volatility Comparison

2x Bitcoin Strategy ETF (BITX) has a higher volatility of 23.70% compared to Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares (UBOT) at 18.11%. This indicates that BITX's price experiences larger fluctuations and is considered to be riskier than UBOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITXUBOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.70%

18.11%

+5.59%

Volatility (6M)

Calculated over the trailing 6-month period

69.45%

37.38%

+32.07%

Volatility (1Y)

Calculated over the trailing 1-year period

87.88%

48.99%

+38.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

98.49%

53.12%

+45.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.49%

63.52%

+34.97%

BITX vs. UBOT - Expense Ratio Comparison

BITX has a 2.38% expense ratio, which is higher than UBOT's 1.29% expense ratio.


Dividends

BITX vs. UBOT - Dividend Comparison

BITX's dividend yield for the trailing twelve months is around 35.74%, more than UBOT's 0.88% yield.


PositionTTM20252024202320222021202020192018
BITX
2x Bitcoin Strategy ETF
35.74%21.69%10.70%0.00%0.00%0.00%0.00%0.00%0.00%
UBOT
Direxion Robotics, Artificial Intelligence & Automation Index Bull 3X Shares
0.88%0.78%1.45%0.65%0.00%2.25%15.83%0.55%0.33%

Frequently Asked Questions


BITX and UBOT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITX has higher volatility (23.70%) compared to UBOT (18.11%). In terms of maximum drawdown, BITX dropped -82.16% vs UBOT's -86.01%.

On 1-year performance, UBOT leads with 33.80% vs -73.99% for BITX. On fees, UBOT is cheaper at 1.29% per year. On volatility, UBOT has been the lower-risk option at 18.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UBOT has performed better with a 33.80% return vs -73.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UBOT is cheaper with a 1.29% expense ratio, compared with 2.38% for BITX.

BITX has the higher dividend yield at 35.74%, compared with 0.88% for UBOT.

BITX is categorized as Cryptocurrency, while UBOT is Robotics. BITX tracks S&P CME Bitcoin Futures Daily Roll Index (200%), while UBOT tracks Indxx Global Robotics & Artificial Intelligence Thematic Index (300%). They also come from different issuers: Volatility Shares and Direxion. Their fees differ too: 2.38% for BITX and 1.29% for UBOT.

UBOT currently has the higher Sharpe Ratio (0.69 vs -0.85), 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 BITX and UBOT

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