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DFEN vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFEN vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN) 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, DFEN achieves a 13.04% return, which is significantly lower than BITI's 28.75% return.


DFEN

1D
-5.15%
1M
-0.07%
6M
-14.66%
YTD
13.04%
1Y
51.34%
3Y*
64.46%
5Y*
33.03%
10Y*

BITI

1D
2.65%
1M
1.46%
6M
34.68%
YTD
28.75%
1Y
68.34%
3Y*
-30.65%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFEN vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
13.04%156.62%27.07%24.70%51.20%
BITI
ProShares Short Bitcoin ETF
28.75%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between DFEN and BITI is -0.35, 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

-0.35

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

-0.24

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

-0.26

The correlation between DFEN and BITI shifts across timeframes, from -0.35 (1 year) to -0.24 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

DFEN vs. BITI — Risk / Return Rank

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

DFEN
DFEN Risk / Return Rank: 2929
Overall Rank
DFEN Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DFEN Sortino Ratio Rank: 3333
Sortino Ratio Rank
DFEN Omega Ratio Rank: 3030
Omega Ratio Rank
DFEN Calmar Ratio Rank: 3030
Calmar Ratio Rank
DFEN Martin Ratio Rank: 2525
Martin Ratio Rank

BITI
BITI Risk / Return Rank: 5757
Overall Rank
BITI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 5555
Sortino Ratio Rank
BITI Omega Ratio Rank: 5050
Omega Ratio Rank
BITI Calmar Ratio Rank: 6868
Calmar Ratio Rank
BITI Martin Ratio Rank: 5151
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.

DFEN vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN) 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.


DFENBITIDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.17

1.26

-0.09

Calmar ratioReturn relative to maximum drawdown

1.24

2.72

-1.48

Martin ratioReturn relative to average drawdown

2.73

6.78

-4.05

DFEN vs. BITI - Sharpe Ratio Comparison

The current DFEN Sharpe Ratio is 0.77, which is lower than the BITI Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of DFEN 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

DFEN vs. BITI - Drawdown Comparison

The maximum DFEN drawdown since its inception was -91.36%, roughly equal to the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for DFEN and BITI.


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Drawdown Indicators


DFENBITIDifference

Max Drawdown

Largest peak-to-trough decline

-91.36%

-92.16%

+0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-41.75%

-25.28%

-16.47%

Max Drawdown (3Y)

Largest decline over 3 years

-43.13%

-84.63%

+41.50%

Max Drawdown (5Y)

Largest decline over 5 years

-51.96%

Current Drawdown

Current decline from peak

-25.92%

-85.94%

+60.02%

Average Drawdown

Average peak-to-trough decline

-44.99%

-68.34%

+23.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.84%

10.11%

+8.73%

Volatility

DFEN vs. BITI - Volatility Comparison

Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN) has a higher volatility of 22.07% compared to ProShares Short Bitcoin ETF (BITI) at 11.38%. This indicates that DFEN'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


DFENBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.07%

11.38%

+10.69%

Volatility (6M)

Calculated over the trailing 6-month period

54.69%

34.25%

+20.44%

Volatility (1Y)

Calculated over the trailing 1-year period

66.79%

44.14%

+22.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.87%

52.28%

+8.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.56%

52.28%

+19.28%

DFEN vs. BITI - Expense Ratio Comparison

DFEN has a 0.96% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

DFEN vs. BITI - Dividend Comparison

DFEN's dividend yield for the trailing twelve months is around 7.85%, less than BITI's 15.10% yield.


PositionTTM202520242023202220212020201920182017
BITI
ProShares Short Bitcoin ETF
15.10%1.60%3.91%3.33%0.06%0.00%0.00%0.00%0.00%0.00%
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
7.85%8.89%14.12%1.13%0.46%1.89%0.48%0.50%1.07%1.50%

Frequently Asked Questions


DFEN and BITI have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFEN has higher volatility (22.07%) compared to BITI (11.38%). In terms of maximum drawdown, DFEN dropped -91.36% vs BITI's -92.16%.

On 3-year performance, DFEN leads with 64.46% vs -30.65% for BITI. On fees, DFEN is cheaper at 0.96% per year. On volatility, BITI has been the lower-risk option at 11.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DFEN has performed better with a 64.46% return vs -30.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DFEN is cheaper with a 0.96% expense ratio, compared with 1.03% for BITI.

BITI has the higher dividend yield at 15.10%, compared with 7.85% for DFEN.

DFEN is categorized as Leveraged Equities, while BITI is Cryptocurrency. DFEN tracks Dow Jones U.S. Select Aerospace & Defense Index (300% Daily), while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: Direxion and ProShares. Their fees differ too: 0.96% for DFEN and 1.03% for BITI.

BITI currently has the higher Sharpe Ratio (1.56 vs 0.77), 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 DFEN 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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