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BWEB vs. BITW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BWEB and BITW is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

BWEB vs. BITW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise Web3 ETF (BWEB) and Bitwise 10 Crypto Index Fund (BITW). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
98.54%
395.95%
BWEB
BITW

Key characteristics

Sharpe Ratio

BWEB:

0.75

BITW:

1.56

Sortino Ratio

BWEB:

1.25

BITW:

2.25

Omega Ratio

BWEB:

1.16

BITW:

1.26

Calmar Ratio

BWEB:

0.84

BITW:

1.09

Martin Ratio

BWEB:

2.51

BITW:

5.09

Ulcer Index

BWEB:

11.30%

BITW:

17.29%

Daily Std Dev

BWEB:

37.77%

BITW:

56.47%

Max Drawdown

BWEB:

-33.74%

BITW:

-96.46%

Current Drawdown

BWEB:

-16.61%

BITW:

-60.40%

Returns By Period

In the year-to-date period, BWEB achieves a -3.88% return, which is significantly higher than BITW's -8.78% return.


BWEB

YTD

-3.88%

1M

5.74%

6M

10.94%

1Y

25.28%

5Y*

N/A

10Y*

N/A

BITW

YTD

-8.78%

1M

7.41%

6M

47.47%

1Y

88.59%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BWEB vs. BITW — Risk-Adjusted Performance Rank

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

BWEB
The Risk-Adjusted Performance Rank of BWEB is 6767
Overall Rank
The Sharpe Ratio Rank of BWEB is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BWEB is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BWEB is 6464
Omega Ratio Rank
The Calmar Ratio Rank of BWEB is 7575
Calmar Ratio Rank
The Martin Ratio Rank of BWEB is 6161
Martin Ratio Rank

BITW
The Risk-Adjusted Performance Rank of BITW is 8787
Overall Rank
The Sharpe Ratio Rank of BITW is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BITW is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BITW is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BITW is 8585
Calmar Ratio Rank
The Martin Ratio Rank of BITW is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BWEB vs. BITW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Web3 ETF (BWEB) and Bitwise 10 Crypto Index Fund (BITW). 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.


The chart of Sharpe ratio for BWEB, currently valued at 0.75, compared to the broader market-1.000.001.002.003.004.00
BWEB: 0.75
BITW: 1.56
The chart of Sortino ratio for BWEB, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.00
BWEB: 1.25
BITW: 2.25
The chart of Omega ratio for BWEB, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
BWEB: 1.16
BITW: 1.26
The chart of Calmar ratio for BWEB, currently valued at 0.84, compared to the broader market0.002.004.006.008.0010.0012.00
BWEB: 0.84
BITW: 2.25
The chart of Martin ratio for BWEB, currently valued at 2.51, compared to the broader market0.0020.0040.0060.00
BWEB: 2.51
BITW: 5.09

The current BWEB Sharpe Ratio is 0.75, which is lower than the BITW Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of BWEB and BITW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
0.75
1.56
BWEB
BITW

Dividends

BWEB vs. BITW - Dividend Comparison

Neither BWEB nor BITW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BWEB vs. BITW - Drawdown Comparison

The maximum BWEB drawdown since its inception was -33.74%, smaller than the maximum BITW drawdown of -96.46%. Use the drawdown chart below to compare losses from any high point for BWEB and BITW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-16.61%
-22.75%
BWEB
BITW

Volatility

BWEB vs. BITW - Volatility Comparison

Bitwise Web3 ETF (BWEB) has a higher volatility of 19.24% compared to Bitwise 10 Crypto Index Fund (BITW) at 18.31%. This indicates that BWEB's price experiences larger fluctuations and is considered to be riskier than BITW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%December2025FebruaryMarchAprilMay
19.24%
18.31%
BWEB
BITW