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BTCE.DE vs. BITO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCE.DE vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ETC Group Physical Bitcoin (BTCE.DE) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BTCE.DE is traded in EUR, while BITO is traded in USD. To make them comparable, the BITO values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with BTCE.DE having a -27.02% return and BITO slightly lower at -27.62%.


BTCE.DE

1D
-3.79%
1M
-21.28%
YTD
-27.02%
6M
-31.67%
1Y
-41.65%
3Y*
28.04%
5Y*
10.38%
10Y*

BITO

1D
-2.94%
1M
-22.00%
YTD
-27.62%
6M
-32.28%
1Y
-42.96%
3Y*
23.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCE.DE vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BTCE.DE
ETC Group Physical Bitcoin
-27.02%-18.20%125.79%146.52%-63.89%-22.51%
BITO
ProShares Bitcoin Strategy ETF
-27.62%-21.73%117.95%130.21%-61.67%-29.49%

Correlation

The correlation between BTCE.DE and BITO is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.73

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

0.72

The correlation between BTCE.DE and BITO shifts across timeframes, from 0.72 (all time) to 0.84 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BTCE.DE vs. BITO — Risk / Return Rank

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

BTCE.DE
BTCE.DE Risk / Return Rank: 11
Overall Rank
BTCE.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCE.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
BTCE.DE Omega Ratio Rank: 22
Omega Ratio Rank
BTCE.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCE.DE Martin Ratio Rank: 11
Martin Ratio Rank

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
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.

BTCE.DE vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) and ProShares Bitcoin Strategy ETF (BITO). 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.


BTCE.DEBITODifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

0.83

0.84

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.86

+0.02

Martin ratioReturn relative to average drawdown

-1.46

-1.48

+0.02

BTCE.DE vs. BITO - Sharpe Ratio Comparison

The current BTCE.DE Sharpe Ratio is -1.04, which is comparable to the BITO Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of BTCE.DE and BITO, 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


BTCE.DEBITODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

-1.00

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

-0.10

+0.69

Drawdowns

BTCE.DE vs. BITO - Drawdown Comparison

The maximum BTCE.DE drawdown since its inception was -74.62%, roughly equal to the maximum BITO drawdown of -74.94%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and BITO.


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Drawdown Indicators


BTCE.DEBITODifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-74.94%

+0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-49.76%

-50.32%

+0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-49.76%

-50.32%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-74.62%

Current Drawdown

Current decline from peak

-49.27%

-50.22%

+0.95%

Average Drawdown

Average peak-to-trough decline

-30.28%

-35.20%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.52%

29.15%

-0.63%

Volatility

BTCE.DE vs. BITO - Volatility Comparison

ETC Group Physical Bitcoin (BTCE.DE) has a higher volatility of 9.82% compared to ProShares Bitcoin Strategy ETF (BITO) at 8.99%. This indicates that BTCE.DE's price experiences larger fluctuations and is considered to be riskier than BITO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCE.DEBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.82%

8.99%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

31.25%

33.56%

-2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

39.81%

43.29%

-3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.58%

54.41%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.85%

54.41%

+3.44%

BTCE.DE vs. BITO - Expense Ratio Comparison

BTCE.DE has a 2.00% expense ratio, which is higher than BITO's 0.95% expense ratio.


Dividends

BTCE.DE vs. BITO - Dividend Comparison

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


PositionTTM202520242023
BITO
ProShares Bitcoin Strategy ETF
69.59%78.29%61.59%15.14%
BTCE.DE
ETC Group Physical Bitcoin
0.00%0.00%0.00%0.00%

Frequently Asked Questions


BTCE.DE and BITO have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BITO is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BITO is cheaper with a 0.95% expense ratio, compared with 2.00% for BTCE.DE.

They also come from different issuers: ETC Issuance and ProShares. Their fees differ too: 2.00% for BTCE.DE and 0.95% for BITO.

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