PortfoliosLab logoPortfoliosLab logo
DEFI vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEFI vs. CSHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hashdex Bitcoin Futures ETF (DEFI) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DEFI achieves a -27.20% return, which is significantly lower than CSHP's 1.62% return.


DEFI

1D
-2.31%
1M
-22.03%
YTD
-27.20%
6M
-31.16%
1Y
-39.55%
3Y*
5Y*
10Y*

CSHP

1D
-0.02%
1M
0.24%
YTD
1.62%
6M
1.86%
1Y
3.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEFI vs. CSHP - Yearly Performance Comparison


2026 (YTD)20252024
DEFI
Hashdex Bitcoin Futures ETF
-27.20%-6.87%46.07%
CSHP
iShares Enhanced Short-Term Bond Active ETF
1.62%4.10%2.24%

Correlation

The correlation between DEFI and CSHP is -0.08, 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

-0.08

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2024

0.08

The correlation between DEFI and CSHP shifts across timeframes, from -0.08 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DEFI vs. CSHP — Risk / Return Rank

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

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

CSHP
CSHP Risk / Return Rank: 100100
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 100100
Sortino Ratio Rank
CSHP Omega Ratio Rank: 100100
Omega Ratio Rank
CSHP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
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.

DEFI vs. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hashdex Bitcoin Futures ETF (DEFI) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.


DEFICSHPDifference
Sharpe ratioReturn per unit of total volatility

-12.73

Sortino ratioReturn per unit of downside risk

-32.16

Omega ratioGain probability vs. loss probability

0.86

7.26

-6.40

Calmar ratioReturn relative to maximum drawdown

-0.80

65.45

-66.25

Martin ratioReturn relative to average drawdown

-1.39

428.15

-429.54

DEFI vs. CSHP - Sharpe Ratio Comparison

The current DEFI Sharpe Ratio is -0.90, which is lower than the CSHP Sharpe Ratio of 11.82. The chart below compares the historical Sharpe Ratios of DEFI and CSHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DEFICSHPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

11.82

-12.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

10.70

-10.78

Drawdowns

DEFI vs. CSHP - Drawdown Comparison

The maximum DEFI drawdown since its inception was -49.60%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for DEFI and CSHP.


Loading charts...

Drawdown Indicators


DEFICSHPDifference

Max Drawdown

Largest peak-to-trough decline

-49.60%

-0.08%

-49.52%

Max Drawdown (1Y)

Largest decline over 1 year

-49.60%

-0.06%

-49.54%

Current Drawdown

Current decline from peak

-49.32%

-0.02%

-49.30%

Average Drawdown

Average peak-to-trough decline

-16.53%

-0.00%

-16.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.51%

0.01%

+28.50%

Volatility

DEFI vs. CSHP - Volatility Comparison

Hashdex Bitcoin Futures ETF (DEFI) has a higher volatility of 9.25% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.08%. This indicates that DEFI's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DEFICSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.25%

0.08%

+9.17%

Volatility (6M)

Calculated over the trailing 6-month period

34.33%

0.24%

+34.09%

Volatility (1Y)

Calculated over the trailing 1-year period

43.87%

0.33%

+43.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.87%

0.40%

+48.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.87%

0.40%

+48.47%

DEFI vs. CSHP - Expense Ratio Comparison

DEFI has a 0.90% expense ratio, which is higher than CSHP's 0.20% expense ratio.


Dividends

DEFI vs. CSHP - Dividend Comparison

DEFI has not paid dividends to shareholders, while CSHP's dividend yield for the trailing twelve months is around 3.92%.


PositionTTM20252024
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.92%5.39%1.96%
DEFI
Hashdex Bitcoin Futures ETF
0.00%0.00%0.00%

Frequently Asked Questions


DEFI and CSHP have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DEFI has higher volatility (9.25%) compared to CSHP (0.08%). In terms of maximum drawdown, DEFI dropped -49.60% vs CSHP's -0.08%.

On 1-year performance, CSHP leads with 3.94% vs -39.55% for DEFI. On fees, CSHP is cheaper at 0.20% per year. On volatility, CSHP has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CSHP has performed better with a 3.94% return vs -39.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSHP is cheaper with a 0.20% expense ratio, compared with 0.90% for DEFI.

CSHP has the higher dividend yield at 3.92%, compared with 0.00% for DEFI.

DEFI is categorized as Cryptocurrency, while CSHP is Ultrashort Bond. They also come from different issuers: Hashdex and iShares. Their fees differ too: 0.90% for DEFI and 0.20% for CSHP.

CSHP currently has the higher Sharpe Ratio (11.82 vs -0.90), 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 DEFI and CSHP

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

Open Portfolio Optimizer