BTRN vs. WEEK

Last updated Jun 5, 2026

BTRN (Global X Bitcoin Trend Strategy ETF) and WEEK (Roundhill Weekly T-Bill ETF) are both exchange-traded funds - BTRN is a Cryptocurrency fund tracking the CoinDesk Bitcoin Trend Indicator Futures Index, while WEEK is a Ultrashort Bond fund actively managed by Roundhill. BTRN is passively managed, while WEEK is actively managed. Over the past year, BTRN returned -17.28% vs 3.80% for WEEK. At a correlation of -0.10, they often move in opposite directions. BTRN charges 0.95%/yr vs 0.19%/yr for WEEK.

Performance

BTRN vs. WEEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Bitcoin Trend Strategy ETF (BTRN) and Roundhill Weekly T-Bill ETF (WEEK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BTRN achieves a -9.20% return, which is significantly lower than WEEK's 1.43% return.

BTRN

• 1D: 0.10%
• 1M: -13.54%
• YTD: -9.20%
• 6M: -9.80%
• 1Y: -17.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WEEK

• 1D: -0.01%
• 1M: 0.26%
• YTD: 1.43%
• 6M: 1.74%
• 1Y: 3.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BTRN vs. WEEK - Yearly Performance Comparison

	2026 (YTD)	2025
BTRN Global X Bitcoin Trend Strategy ETF	-9.20%	4.01%
WEEK Roundhill Weekly T-Bill ETF	1.43%	3.37%

Correlation

The correlation between BTRN and WEEK is -0.11, 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	-0.11
Correlation (All Time) Calculated using the full available price history since Mar 7, 2025	-0.10

Return for Risk

BTRN vs. WEEK — Risk / Return Rank

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

BTRN

BTRN Risk / Return Rank: 3
BTRN Sharpe Ratio Rank: 2
BTRN Sortino Ratio Rank: 3
BTRN Omega Ratio Rank: 2
BTRN Calmar Ratio Rank: 3
BTRN Martin Ratio Rank: 3

WEEK

WEEK Risk / Return Rank: 99
WEEK Sharpe Ratio Rank: 99
WEEK Sortino Ratio Rank: 99
WEEK Omega Ratio Rank: 99
WEEK Calmar Ratio Rank: 99
WEEK Martin Ratio Rank: 99

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.

BTRN vs. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Bitcoin Trend Strategy ETF (BTRN) and Roundhill Weekly T-Bill ETF (WEEK). 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.

	BTRN	WEEK	Difference
Sharpe ratio: Return per unit of total volatility	-0.88	9.26	-10.13
Sortino ratio: Return per unit of downside risk	-1.15	19.07	-20.22
Omega ratio: Gain probability vs. loss probability	0.85	4.61	-3.76
Calmar ratio: Return relative to maximum drawdown	-0.69	29.41	-30.09
Martin ratio: Return relative to average drawdown	-1.17	262.85	-264.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BTRN vs. WEEK - Sharpe Ratio Comparison

The current BTRN Sharpe Ratio is -0.88, which is lower than the WEEK Sharpe Ratio of 9.26. The chart below compares the historical Sharpe Ratios of BTRN and WEEK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BTRN	WEEK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.88	9.26	-10.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	9.99	-9.99

Drawdowns

BTRN vs. WEEK - Drawdown Comparison

The maximum BTRN drawdown since its inception was -36.97%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for BTRN and WEEK.

Drawdown Indicators

	BTRN	WEEK	Difference
Max Drawdown Largest peak-to-trough decline	-36.97%	-0.13%	-36.84%
Max Drawdown (1Y) Largest decline over 1 year	-25.29%	-0.13%	-25.16%
Current Drawdown Current decline from peak	-25.22%	-0.01%	-25.21%
Average Drawdown Average peak-to-trough decline	-14.43%	-0.01%	-14.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.76%	0.01%	+14.75%

Volatility

BTRN vs. WEEK - Volatility Comparison

Global X Bitcoin Trend Strategy ETF (BTRN) has a higher volatility of 6.93% compared to Roundhill Weekly T-Bill ETF (WEEK) at 0.08%. This indicates that BTRN's price experiences larger fluctuations and is considered to be riskier than WEEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BTRN	WEEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.93%	0.08%	+6.85%
Volatility (6M) Calculated over the trailing 6-month period	10.35%	0.25%	+10.10%
Volatility (1Y) Calculated over the trailing 1-year period	19.84%	0.41%	+19.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.94%	0.39%	+30.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.94%	0.39%	+30.55%

BTRN vs. WEEK - Expense Ratio Comparison

BTRN has a 0.95% expense ratio, which is higher than WEEK's 0.19% expense ratio.

Dividends

BTRN vs. WEEK - Dividend Comparison

BTRN's dividend yield for the trailing twelve months is around 30.57%, more than WEEK's 3.72% yield.

Position	TTM	2025	2024
BTRN Global X Bitcoin Trend Strategy ETF	30.57%	27.76%	2.56%
WEEK Roundhill Weekly T-Bill ETF	3.72%	3.27%	0.00%

Frequently Asked Questions

Can I hold both BTRN and WEEK in my portfolio?

BTRN and WEEK have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BTRN or WEEK?

BTRN has higher volatility (6.93%) compared to WEEK (0.08%). In terms of maximum drawdown, BTRN dropped -36.97% vs WEEK's -0.13%.

Which ETF is better, BTRN or WEEK?

On 1-year performance, WEEK leads with 3.80% vs -17.28% for BTRN. On fees, WEEK is cheaper at 0.19% per year. On volatility, WEEK has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BTRN or WEEK?

Over the 1-year period, WEEK has performed better with a 3.80% return vs -17.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BTRN or WEEK?

WEEK is cheaper with a 0.19% expense ratio, compared with 0.95% for BTRN.

Which ETF pays a higher dividend yield, BTRN or WEEK?

BTRN has the higher dividend yield at 30.57%, compared with 3.72% for WEEK.

What is the main difference between BTRN and WEEK?

BTRN is categorized as Cryptocurrency, while WEEK is Ultrashort Bond. They also come from different issuers: Global X and Roundhill. Their fees differ too: 0.95% for BTRN and 0.19% for WEEK.

Which has better risk-adjusted returns?

WEEK currently has the higher Sharpe Ratio (9.26 vs -0.88), 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.