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BWEB vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BWEB and BTC-USD is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

BWEB vs. BTC-USD - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
51.85%
77.86%
BWEB
BTC-USD

Key characteristics

Sharpe Ratio

BWEB:

1.58

BTC-USD:

1.39

Sortino Ratio

BWEB:

2.20

BTC-USD:

2.10

Omega Ratio

BWEB:

1.26

BTC-USD:

1.21

Calmar Ratio

BWEB:

2.78

BTC-USD:

1.14

Martin Ratio

BWEB:

7.13

BTC-USD:

6.37

Ulcer Index

BWEB:

7.23%

BTC-USD:

10.73%

Daily Std Dev

BWEB:

32.63%

BTC-USD:

44.08%

Max Drawdown

BWEB:

-25.49%

BTC-USD:

-93.07%

Current Drawdown

BWEB:

-4.80%

BTC-USD:

-7.80%

Returns By Period

In the year-to-date period, BWEB achieves a 9.72% return, which is significantly higher than BTC-USD's 4.76% return.


BWEB

YTD

9.72%

1M

3.49%

6M

50.34%

1Y

51.68%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

4.76%

1M

-0.45%

6M

74.66%

1Y

129.43%

5Y*

58.68%

10Y*

83.37%

*Annualized

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Risk-Adjusted Performance

BWEB vs. BTC-USD — 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 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BWEB is 6666
Sortino Ratio Rank
The Omega Ratio Rank of BWEB is 6161
Omega Ratio Rank
The Calmar Ratio Rank of BWEB is 7878
Calmar Ratio Rank
The Martin Ratio Rank of BWEB is 6363
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8787
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8989
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD 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. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Web3 ETF (BWEB) and Bitcoin (BTC-USD). 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.


Sharpe ratio
The chart of Sharpe ratio for BWEB, currently valued at 1.99, compared to the broader market0.002.004.001.991.39
The chart of Sortino ratio for BWEB, currently valued at 2.59, compared to the broader market0.005.0010.002.592.10
The chart of Omega ratio for BWEB, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.21
The chart of Calmar ratio for BWEB, currently valued at 1.47, compared to the broader market0.005.0010.0015.0020.001.471.14
The chart of Martin ratio for BWEB, currently valued at 9.31, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.316.37
BWEB
BTC-USD

The current BWEB Sharpe Ratio is 1.58, which is comparable to the BTC-USD Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of BWEB and BTC-USD, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.99
1.39
BWEB
BTC-USD

Drawdowns

BWEB vs. BTC-USD - Drawdown Comparison

The maximum BWEB drawdown since its inception was -25.49%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BWEB and BTC-USD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.80%
-7.80%
BWEB
BTC-USD

Volatility

BWEB vs. BTC-USD - Volatility Comparison

The current volatility for Bitwise Web3 ETF (BWEB) is 8.92%, while Bitcoin (BTC-USD) has a volatility of 13.96%. This indicates that BWEB experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
8.92%
13.96%
BWEB
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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