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BTCL vs. UST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTCL vs. UST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long Bitcoin Daily Target ETF (BTCL) and ProShares Ultra 7-10 Year Treasury (UST). The values are adjusted to include any dividend payments, if applicable.

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BTCL vs. UST - Yearly Performance Comparison


2026 (YTD)20252024
BTCL
T-REX 2X Long Bitcoin Daily Target ETF
-47.24%-39.52%105.78%
UST
ProShares Ultra 7-10 Year Treasury
-1.20%10.26%-1.68%

Returns By Period

In the year-to-date period, BTCL achieves a -47.24% return, which is significantly lower than UST's -1.20% return.


BTCL

1D
3.83%
1M
3.32%
YTD
-47.24%
6M
-72.39%
1Y
-54.51%
3Y*
5Y*
10Y*

UST

1D
0.28%
1M
-4.94%
YTD
-1.20%
6M
-0.56%
1Y
3.14%
3Y*
-1.11%
5Y*
-5.94%
10Y*
-1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTCL vs. UST - Expense Ratio Comparison

Both BTCL and UST have an expense ratio of 0.95%.


Return for Risk

BTCL vs. UST — Risk / Return Rank

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

BTCL
BTCL Risk / Return Rank: 33
Overall Rank
BTCL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BTCL Sortino Ratio Rank: 44
Sortino Ratio Rank
BTCL Omega Ratio Rank: 44
Omega Ratio Rank
BTCL Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCL Martin Ratio Rank: 22
Martin Ratio Rank

UST
UST Risk / Return Rank: 2020
Overall Rank
UST Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
UST Sortino Ratio Rank: 1919
Sortino Ratio Rank
UST Omega Ratio Rank: 1818
Omega Ratio Rank
UST Calmar Ratio Rank: 2323
Calmar Ratio Rank
UST Martin Ratio Rank: 2020
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.

BTCL vs. UST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long Bitcoin Daily Target ETF (BTCL) and ProShares Ultra 7-10 Year Treasury (UST). 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.


BTCLUSTDifference

Sharpe ratio

Return per unit of total volatility

-0.60

0.28

-0.88

Sortino ratio

Return per unit of downside risk

-0.57

0.46

-1.03

Omega ratio

Gain probability vs. loss probability

0.94

1.06

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.71

0.44

-1.15

Martin ratio

Return relative to average drawdown

-1.37

1.00

-2.38

BTCL vs. UST - Sharpe Ratio Comparison

The current BTCL Sharpe Ratio is -0.60, which is lower than the UST Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of BTCL and UST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BTCLUSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.60

0.28

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.20

-0.42

Correlation

The correlation between BTCL and UST is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BTCL vs. UST - Dividend Comparison

BTCL's dividend yield for the trailing twelve months is around 3.21%, less than UST's 3.43% yield.


TTM20252024202320222021202020192018201720162015
BTCL
T-REX 2X Long Bitcoin Daily Target ETF
3.21%1.70%4.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UST
ProShares Ultra 7-10 Year Treasury
3.43%3.65%4.09%3.49%0.47%0.27%0.53%1.42%1.71%0.84%0.64%0.75%

Drawdowns

BTCL vs. UST - Drawdown Comparison

The maximum BTCL drawdown since its inception was -78.41%, which is greater than UST's maximum drawdown of -47.99%. Use the drawdown chart below to compare losses from any high point for BTCL and UST.


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Drawdown Indicators


BTCLUSTDifference

Max Drawdown

Largest peak-to-trough decline

-78.41%

-47.99%

-30.42%

Max Drawdown (1Y)

Largest decline over 1 year

-78.41%

-8.44%

-69.97%

Max Drawdown (5Y)

Largest decline over 5 years

-43.97%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

Current Drawdown

Current decline from peak

-77.06%

-37.26%

-39.80%

Average Drawdown

Average peak-to-trough decline

-30.30%

-14.88%

-15.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.75%

3.68%

+37.07%

Volatility

BTCL vs. UST - Volatility Comparison

T-REX 2X Long Bitcoin Daily Target ETF (BTCL) has a higher volatility of 25.79% compared to ProShares Ultra 7-10 Year Treasury (UST) at 3.75%. This indicates that BTCL's price experiences larger fluctuations and is considered to be riskier than UST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCLUSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.79%

3.75%

+22.04%

Volatility (6M)

Calculated over the trailing 6-month period

74.36%

6.39%

+67.97%

Volatility (1Y)

Calculated over the trailing 1-year period

90.60%

11.29%

+79.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

100.43%

15.46%

+84.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.43%

13.19%

+87.24%