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BKEM vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKEM vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Emerging Markets Equity ETF (BKEM) and ProShares Short Bitcoin ETF (BITI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BKEM achieves a 19.61% return, which is significantly lower than BITI's 25.22% return.


BKEM

1D
0.10%
1M
-2.18%
6M
9.90%
YTD
19.61%
1Y
36.20%
3Y*
19.15%
5Y*
6.90%
10Y*
ALL TIME*
12.53%

BITI

1D
-1.48%
1M
-4.03%
6M
13.09%
YTD
25.22%
1Y
56.28%
3Y*
-32.35%
5Y*
10Y*
ALL TIME*
-35.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$24.18M$25.87M$38.72M
$481.37K$317.95K$245.58K

BKEM vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
BKEM
BNY Mellon Emerging Markets Equity ETF
19.61%30.55%7.53%8.68%-2.91%
BITI
ProShares Short Bitcoin ETF
25.22%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between BKEM and BITI is -0.46, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.46

Correlation (3Y)
Balances recent behavior with more history.

-0.32

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2022

-0.35

The correlation between BKEM and BITI shifts across timeframes, from -0.46 (1 year) to -0.32 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BKEM vs. BITI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BKEM
BKEM Risk / Return Rank: 6464
Overall Rank
BKEM Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BKEM Sortino Ratio Rank: 5757
Sortino Ratio Rank
BKEM Omega Ratio Rank: 6464
Omega Ratio Rank
BKEM Calmar Ratio Rank: 7272
Calmar Ratio Rank
BKEM Martin Ratio Rank: 6464
Martin Ratio Rank

BITI
BITI Risk / Return Rank: 5151
Overall Rank
BITI Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 5151
Sortino Ratio Rank
BITI Omega Ratio Rank: 4747
Omega Ratio Rank
BITI Calmar Ratio Rank: 6262
Calmar Ratio Rank
BITI Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BKEM vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Emerging Markets Equity ETF (BKEM) and ProShares Short Bitcoin ETF (BITI). 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.


BKEMBITIDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.28

1.22

+0.06

Calmar ratioReturn relative to maximum drawdown

2.62

2.24

+0.38

Martin ratioReturn relative to average drawdown

8.01

5.45

+2.56

BKEM vs. BITI - Sharpe Ratio Comparison

The current BKEM Sharpe Ratio is 1.53, which is comparable to the BITI Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of BKEM and BITI, 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

BKEM vs. BITI - Drawdown Comparison

The maximum BKEM drawdown since its inception was -39.48%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for BKEM and BITI.


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Drawdown Indicators


BKEMBITIDifference

Max Drawdown

Largest peak-to-trough decline

-39.48%

-92.16%

+52.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.91%

-25.28%

+11.37%

Max Drawdown (3Y)

Largest decline over 3 years

-18.38%

-84.63%

+66.25%

Max Drawdown (5Y)

Largest decline over 5 years

-33.28%

Current Drawdown

Current decline from peak

-9.43%

-86.33%

+76.90%

Average Drawdown

Average peak-to-trough decline

-15.75%

-68.61%

+52.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

10.37%

-5.84%

Volatility

BKEM vs. BITI - Volatility Comparison

BNY Mellon Emerging Markets Equity ETF (BKEM) and ProShares Short Bitcoin ETF (BITI) have volatilities of 9.11% and 8.93%, 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.


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Volatility by Period


BKEMBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

8.93%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

21.78%

33.35%

-11.57%

Volatility (1Y)

Calculated over the trailing 1-year period

23.88%

44.25%

-20.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

52.01%

-32.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.75%

52.01%

-32.26%

BKEM vs. BITI - Expense Ratio Comparison

BKEM has a 0.11% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

BKEM vs. BITI - Dividend Comparison

BKEM's dividend yield for the trailing twelve months is around 1.96%, less than BITI's 21.80% yield.


PositionTTM202520242023202220212020
BITI
ProShares Short Bitcoin ETF
21.80%1.60%3.91%3.33%0.06%0.00%0.00%
BKEM
BNY Mellon Emerging Markets Equity ETF
1.96%2.25%2.76%3.02%3.15%2.22%1.78%

Frequently Asked Questions


BKEM and BITI 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.

BKEM has higher volatility (9.11%) compared to BITI (8.93%). In terms of maximum drawdown, BKEM dropped -39.48% vs BITI's -92.16%.

On 3-year performance, BKEM leads with 19.15% vs -32.35% for BITI. On fees, BKEM is cheaper at 0.11% per year. On volatility, BITI has been the lower-risk option at 8.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BKEM has performed better with a 19.15% return vs -32.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BKEM is cheaper with a 0.11% expense ratio, compared with 1.03% for BITI.

BITI has the higher dividend yield at 21.80%, compared with 1.96% for BKEM.

BKEM is categorized as Emerging Markets Equities, while BITI is Cryptocurrency. BKEM tracks Morningstar Emerging Markets Large Cap Index, while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: BNY Mellon and ProShares. Their fees differ too: 0.11% for BKEM and 1.03% for BITI.

BKEM currently has the higher Sharpe Ratio (1.53 vs 1.28), 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 BKEM and BITI

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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