PortfoliosLab logoPortfoliosLab logo
BTC vs. BTCZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTC vs. BTCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Bitcoin Mini Trust ETF (BTC) and T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BTC achieves a -25.36% return, which is significantly lower than BTCZ's 32.54% return.


BTC

1D
-2.73%
1M
-18.40%
YTD
-25.36%
6M
-29.74%
1Y
-38.61%
3Y*
5Y*
10Y*

BTCZ

1D
5.28%
1M
46.26%
YTD
32.54%
6M
46.67%
1Y
55.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC vs. BTCZ - Yearly Performance Comparison


2026 (YTD)20252024
BTC
Grayscale Bitcoin Mini Trust ETF
-25.36%-7.50%44.64%
BTCZ
T-Rex 2X Inverse Bitcoin Daily Target ETF
32.54%-29.11%-68.08%

Correlation

The correlation between BTC and BTCZ is -1.00, 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

-1.00

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2024

-1.00

The correlation between BTC and BTCZ has been stable across timeframes, ranging from -1.00 to -1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BTC vs. BTCZ — Risk / Return Rank

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

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

BTCZ
BTCZ Risk / Return Rank: 2323
Overall Rank
BTCZ Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BTCZ Sortino Ratio Rank: 2626
Sortino Ratio Rank
BTCZ Omega Ratio Rank: 2525
Omega Ratio Rank
BTCZ Calmar Ratio Rank: 2525
Calmar Ratio Rank
BTCZ Martin Ratio Rank: 1919
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.

BTC vs. BTCZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Mini Trust ETF (BTC) and T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ). 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.


BTCBTCZDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

0.86

1.17

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.78

1.14

-1.93

Martin ratioReturn relative to average drawdown

-1.36

2.17

-3.53

BTC vs. BTCZ - Sharpe Ratio Comparison

The current BTC Sharpe Ratio is -0.89, which is lower than the BTCZ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BTC and BTCZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BTCBTCZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

0.64

-1.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

-0.57

+0.57

Drawdowns

BTC vs. BTCZ - Drawdown Comparison

The maximum BTC drawdown since its inception was -49.34%, smaller than the maximum BTCZ drawdown of -91.06%. Use the drawdown chart below to compare losses from any high point for BTC and BTCZ.


Loading charts...

Drawdown Indicators


BTCBTCZDifference

Max Drawdown

Largest peak-to-trough decline

-49.34%

-91.06%

+41.72%

Max Drawdown (1Y)

Largest decline over 1 year

-49.34%

-49.02%

-0.32%

Current Drawdown

Current decline from peak

-47.98%

-78.63%

+30.65%

Average Drawdown

Average peak-to-trough decline

-16.61%

-73.72%

+57.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.38%

25.74%

+2.64%

Volatility

BTC vs. BTCZ - Volatility Comparison

The current volatility for Grayscale Bitcoin Mini Trust ETF (BTC) is 9.40%, while T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ) has a volatility of 17.94%. This indicates that BTC experiences smaller price fluctuations and is considered to be less risky than BTCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BTCBTCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.40%

17.94%

-8.54%

Volatility (6M)

Calculated over the trailing 6-month period

34.45%

68.50%

-34.05%

Volatility (1Y)

Calculated over the trailing 1-year period

43.69%

87.46%

-43.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.30%

97.12%

-48.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.30%

97.12%

-48.82%

BTC vs. BTCZ - Expense Ratio Comparison

BTC has a 0.15% expense ratio, which is lower than BTCZ's 0.95% expense ratio.


Dividends

BTC vs. BTCZ - Dividend Comparison

BTC has not paid dividends to shareholders, while BTCZ's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM20252024
BTC
Grayscale Bitcoin Mini Trust ETF
0.00%0.00%0.00%
BTCZ
T-Rex 2X Inverse Bitcoin Daily Target ETF
0.01%0.02%0.08%

Frequently Asked Questions


BTC and BTCZ have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCZ has higher volatility (17.94%) compared to BTC (9.40%). In terms of maximum drawdown, BTC dropped -49.34% vs BTCZ's -91.06%.

On 1-year performance, BTCZ leads with 55.67% vs -38.61% for BTC. On fees, BTC is cheaper at 0.15% per year. On volatility, BTC has been the lower-risk option at 9.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BTCZ has performed better with a 55.67% return vs -38.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BTC is cheaper with a 0.15% expense ratio, compared with 0.95% for BTCZ.

BTCZ has the higher dividend yield at 0.01%, compared with 0.00% for BTC.

They also come from different issuers: Grayscale and T-Rex. Their fees differ too: 0.15% for BTC and 0.95% for BTCZ.

BTCZ currently has the higher Sharpe Ratio (0.64 vs -0.89), 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 BTC and BTCZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer