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BWET vs. BITY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BWET vs. BITY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Breakwave Tanker Shipping ETF (BWET) and Amplify Bitcoin 2% Monthly Option Income ETF (BITY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BWET achieves a 968.33% return, which is significantly higher than BITY's -26.32% return.


BWET

1D
-5.48%
1M
18.43%
YTD
968.33%
6M
944.72%
1Y
1,424.52%
3Y*
123.86%
5Y*
10Y*

BITY

1D
-3.55%
1M
-17.96%
YTD
-26.32%
6M
-26.36%
1Y
-38.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BWET vs. BITY - Yearly Performance Comparison


Correlation

The correlation between BWET and BITY is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

-0.06

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Return for Risk

BWET vs. BITY — Risk / Return Rank

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

BWET
BWET Risk / Return Rank: 9898
Overall Rank
BWET Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BWET Sortino Ratio Rank: 9797
Sortino Ratio Rank
BWET Omega Ratio Rank: 9797
Omega Ratio Rank
BWET Calmar Ratio Rank: 9999
Calmar Ratio Rank
BWET Martin Ratio Rank: 9999
Martin Ratio Rank

BITY
BITY Risk / Return Rank: 22
Overall Rank
BITY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITY Sortino Ratio Rank: 22
Sortino Ratio Rank
BITY Omega Ratio Rank: 22
Omega Ratio Rank
BITY Calmar Ratio Rank: 22
Calmar Ratio Rank
BITY Martin Ratio Rank: 22
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.

BWET vs. BITY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Breakwave Tanker Shipping ETF (BWET) and Amplify Bitcoin 2% Monthly Option Income ETF (BITY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BWETBITYDifference
Sharpe ratioReturn per unit of total volatility

+15.60

Sortino ratioReturn per unit of downside risk

+7.40

Omega ratioGain probability vs. loss probability

1.87

0.85

+1.02

Calmar ratioReturn relative to maximum drawdown

47.03

-0.78

+47.81

Martin ratioReturn relative to average drawdown

147.28

-1.36

+148.64

BWET vs. BITY - Sharpe Ratio Comparison

The current BWET Sharpe Ratio is 14.65, which is higher than the BITY Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of BWET and BITY, 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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Drawdowns

BWET vs. BITY - Drawdown Comparison

The maximum BWET drawdown since its inception was -56.90%, which is greater than BITY's maximum drawdown of -50.04%. Use the drawdown chart below to compare losses from any high point for BWET and BITY.


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Drawdown Indicators


BWETBITYDifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

-50.04%

-6.86%

Max Drawdown (1Y)

Largest decline over 1 year

-30.64%

-50.04%

+19.40%

Max Drawdown (3Y)

Largest decline over 3 years

-56.81%

Current Drawdown

Current decline from peak

-5.48%

-47.77%

+42.29%

Average Drawdown

Average peak-to-trough decline

-23.76%

-20.84%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.60%

28.55%

-16.95%

Volatility

BWET vs. BITY - Volatility Comparison

Breakwave Tanker Shipping ETF (BWET) has a higher volatility of 26.27% compared to Amplify Bitcoin 2% Monthly Option Income ETF (BITY) at 13.74%. This indicates that BWET's price experiences larger fluctuations and is considered to be riskier than BITY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BWETBITYDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.27%

13.74%

+12.53%

Volatility (6M)

Calculated over the trailing 6-month period

89.01%

31.91%

+57.10%

Volatility (1Y)

Calculated over the trailing 1-year period

98.57%

41.04%

+57.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.47%

39.52%

+30.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.47%

39.52%

+30.95%

BWET vs. BITY - Expense Ratio Comparison

BWET has a 3.50% expense ratio, which is higher than BITY's 0.65% expense ratio.


Dividends

BWET vs. BITY - Dividend Comparison

BWET has not paid dividends to shareholders, while BITY's dividend yield for the trailing twelve months is around 41.39%.


Frequently Asked Questions


BWET and BITY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWET has higher volatility (26.27%) compared to BITY (13.74%). In terms of maximum drawdown, BWET dropped -56.90% vs BITY's -50.04%.

On 1-year performance, BWET leads with 1424.52% vs -38.86% for BITY. On fees, BITY is cheaper at 0.65% per year. On volatility, BITY has been the lower-risk option at 13.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BWET has performed better with a 1424.52% return vs -38.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BITY is cheaper with a 0.65% expense ratio, compared with 3.50% for BWET.

BITY has the higher dividend yield at 41.39%, compared with 0.00% for BWET.

BWET is categorized as Commodities, while BITY is Derivative Income. Their fees differ too: 3.50% for BWET and 0.65% for BITY.

BWET currently has the higher Sharpe Ratio (14.65 vs -0.95), 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.

Portfolio Optimizer

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