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

Performance

BTCE.DE vs. SBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ETC Group Physical Bitcoin (BTCE.DE) and Proshares Ultrashort Bitcoin ETF (SBIT). 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 SBIT is traded in USD. To make them comparable, the SBIT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BTCE.DE achieves a -27.02% return, which is significantly lower than SBIT's 46.16% return.


BTCE.DE

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

SBIT

1D
5.32%
1M
62.14%
YTD
46.16%
6M
59.80%
1Y
69.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCE.DE vs. SBIT - Yearly Performance Comparison


2026 (YTD)20252024
BTCE.DE
ETC Group Physical Bitcoin
-27.02%-18.20%44.21%
SBIT
Proshares Ultrashort Bitcoin ETF
46.16%-34.00%-72.03%

Correlation

The correlation between BTCE.DE and SBIT is -0.80, 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

-0.80

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2024

-0.71

The correlation between BTCE.DE and SBIT has been stable across timeframes, ranging from -0.80 to -0.71 - a consistent structural relationship.

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Return for Risk

BTCE.DE vs. SBIT — 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

SBIT
SBIT Risk / Return Rank: 2828
Overall Rank
SBIT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 3030
Sortino Ratio Rank
SBIT Omega Ratio Rank: 2929
Omega Ratio Rank
SBIT Calmar Ratio Rank: 3131
Calmar Ratio Rank
SBIT Martin Ratio Rank: 2323
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. SBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) and Proshares Ultrashort Bitcoin ETF (SBIT). 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.DESBITDifference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-3.12

Omega ratioGain probability vs. loss probability

0.83

1.19

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.83

1.46

-2.29

Martin ratioReturn relative to average drawdown

-1.46

2.77

-4.23

BTCE.DE vs. SBIT - Sharpe Ratio Comparison

The current BTCE.DE Sharpe Ratio is -1.04, which is lower than the SBIT Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of BTCE.DE and SBIT, 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.DESBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

0.79

-1.84

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

-0.46

+1.05

Drawdowns

BTCE.DE vs. SBIT - Drawdown Comparison

The maximum BTCE.DE drawdown since its inception was -74.62%, smaller than the maximum SBIT drawdown of -92.09%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and SBIT.


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Drawdown Indicators


BTCE.DESBITDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-92.09%

+17.47%

Max Drawdown (1Y)

Largest decline over 1 year

-49.76%

-47.97%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-49.76%

Max Drawdown (5Y)

Largest decline over 5 years

-74.62%

Current Drawdown

Current decline from peak

-49.27%

-78.85%

+29.58%

Average Drawdown

Average peak-to-trough decline

-30.28%

-69.40%

+39.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.52%

25.18%

+3.34%

Volatility

BTCE.DE vs. SBIT - Volatility Comparison

The current volatility for ETC Group Physical Bitcoin (BTCE.DE) is 9.82%, while Proshares Ultrashort Bitcoin ETF (SBIT) has a volatility of 17.60%. This indicates that BTCE.DE experiences smaller price fluctuations and is considered to be less risky than SBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCE.DESBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.82%

17.60%

-7.78%

Volatility (6M)

Calculated over the trailing 6-month period

31.25%

67.72%

-36.47%

Volatility (1Y)

Calculated over the trailing 1-year period

39.81%

88.25%

-48.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.58%

98.12%

-45.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.85%

98.12%

-40.27%

BTCE.DE vs. SBIT - Expense Ratio Comparison

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


Dividends

BTCE.DE vs. SBIT - Dividend Comparison

BTCE.DE has not paid dividends to shareholders, while SBIT's dividend yield for the trailing twelve months is around 3.25%.


PositionTTM20252024
BTCE.DE
ETC Group Physical Bitcoin
0.00%0.00%0.00%
SBIT
Proshares Ultrashort Bitcoin ETF
3.25%0.52%1.00%

Frequently Asked Questions


BTCE.DE and SBIT have a correlation of -0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SBIT 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 SBIT.

Portfolio Optimizer

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