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CWEB vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWEB vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) and ProShares Short Bitcoin ETF (BITI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CWEB achieves a -40.10% return, which is significantly lower than BITI's 24.48% return.


CWEB

1D
3.40%
1M
11.42%
6M
-47.01%
YTD
-40.10%
1Y
-40.81%
3Y*
-14.07%
5Y*
-40.57%
10Y*

BITI

1D
1.13%
1M
1.49%
6M
35.86%
YTD
24.48%
1Y
64.61%
3Y*
-31.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWEB vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
CWEB
Direxion Daily CSI China Internet Index Bull 2x Shares
-40.10%29.04%0.12%-32.85%-23.29%
BITI
ProShares Short Bitcoin ETF
24.48%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between CWEB and BITI is -0.38, 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

-0.38

Correlation (3Y)
Calculated over the trailing 3-year period

-0.22

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2022

-0.26

The correlation between CWEB and BITI shifts across timeframes, from -0.38 (1 year) to -0.22 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

CWEB vs. BITI — Risk / Return Rank

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

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

BITI
BITI Risk / Return Rank: 5252
Overall Rank
BITI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 5050
Sortino Ratio Rank
BITI Omega Ratio Rank: 4646
Omega Ratio Rank
BITI Calmar Ratio Rank: 6464
Calmar Ratio Rank
BITI Martin Ratio Rank: 4848
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.

CWEB vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) and ProShares Short Bitcoin ETF (BITI). 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.


CWEBBITIDifference
Sharpe ratioReturn per unit of total volatility

-2.22

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

0.89

1.25

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.59

2.57

-3.16

Martin ratioReturn relative to average drawdown

-1.06

6.38

-7.44

CWEB vs. BITI - Sharpe Ratio Comparison

The current CWEB Sharpe Ratio is -0.75, which is lower than the BITI Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of CWEB and BITI, 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

CWEB vs. BITI - Drawdown Comparison

The maximum CWEB drawdown since its inception was -98.18%, which is greater than BITI's maximum drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for CWEB and BITI.


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Drawdown Indicators


CWEBBITIDifference

Max Drawdown

Largest peak-to-trough decline

-98.18%

-92.16%

-6.02%

Max Drawdown (1Y)

Largest decline over 1 year

-69.36%

-25.28%

-44.08%

Max Drawdown (3Y)

Largest decline over 3 years

-69.36%

-84.63%

+15.27%

Max Drawdown (5Y)

Largest decline over 5 years

-94.46%

Current Drawdown

Current decline from peak

-97.56%

-86.41%

-11.15%

Average Drawdown

Average peak-to-trough decline

-65.85%

-68.40%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.43%

10.16%

+28.27%

Volatility

CWEB vs. BITI - Volatility Comparison

Direxion Daily CSI China Internet Index Bull 2x Shares (CWEB) has a higher volatility of 17.07% compared to ProShares Short Bitcoin ETF (BITI) at 10.76%. This indicates that CWEB's price experiences larger fluctuations and is considered to be riskier than BITI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWEBBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.07%

10.76%

+6.31%

Volatility (6M)

Calculated over the trailing 6-month period

40.45%

34.28%

+6.17%

Volatility (1Y)

Calculated over the trailing 1-year period

54.88%

44.15%

+10.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.37%

52.24%

+42.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.41%

52.24%

+28.17%

CWEB vs. BITI - Expense Ratio Comparison

CWEB has a 1.30% expense ratio, which is higher than BITI's 1.03% expense ratio.


Dividends

CWEB vs. BITI - Dividend Comparison

CWEB's dividend yield for the trailing twelve months is around 6.06%, less than BITI's 15.62% yield.


PositionTTM202520242023202220212020201920182017
BITI
ProShares Short Bitcoin ETF
15.62%1.60%3.91%3.33%0.06%0.00%0.00%0.00%0.00%0.00%
CWEB
Direxion Daily CSI China Internet Index Bull 2x Shares
6.06%2.77%4.59%2.63%0.00%0.00%0.00%0.64%1.59%2.98%

Frequently Asked Questions


CWEB and BITI have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CWEB has higher volatility (17.07%) compared to BITI (10.76%). In terms of maximum drawdown, CWEB dropped -98.18% vs BITI's -92.16%.

On 3-year performance, CWEB leads with -14.07% vs -31.62% for BITI. On fees, BITI is cheaper at 1.03% per year. On volatility, BITI has been the lower-risk option at 10.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CWEB has performed better with a -14.07% return vs -31.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BITI is cheaper with a 1.03% expense ratio, compared with 1.30% for CWEB.

BITI has the higher dividend yield at 15.62%, compared with 6.06% for CWEB.

CWEB is categorized as China Equities, while BITI is Cryptocurrency. CWEB tracks CSI China Overseas Internet Index (200%), while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.30% for CWEB and 1.03% for BITI.

BITI currently has the higher Sharpe Ratio (1.47 vs -0.75), 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

Find the right allocation for CWEB and BITI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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