PortfoliosLab logoPortfoliosLab logo
EELV vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EELV vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P Emerging Markets Low Volatility ETF (EELV) and ProShares Short Bitcoin ETF (BITI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EELV achieves a 5.64% return, which is significantly lower than BITI's 24.73% return.


EELV

1D
-0.14%
1M
-0.25%
6M
3.16%
YTD
5.64%
1Y
12.68%
3Y*
10.14%
5Y*
7.64%
10Y*
6.34%

BITI

1D
0.20%
1M
-0.52%
6M
36.51%
YTD
24.73%
1Y
64.56%
3Y*
-31.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EELV vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
EELV
Invesco S&P Emerging Markets Low Volatility ETF
5.64%21.97%1.90%8.85%-0.04%
BITI
ProShares Short Bitcoin ETF
24.73%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between EELV and BITI is -0.34, 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

-0.34

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

-0.26

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

-0.29

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

EELV vs. BITI — Risk / Return Rank

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

EELV
EELV Risk / Return Rank: 3838
Overall Rank
EELV Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EELV Sortino Ratio Rank: 3939
Sortino Ratio Rank
EELV Omega Ratio Rank: 3838
Omega Ratio Rank
EELV Calmar Ratio Rank: 3737
Calmar Ratio Rank
EELV Martin Ratio Rank: 3838
Martin Ratio Rank

BITI
BITI Risk / Return Rank: 5353
Overall Rank
BITI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 5151
Sortino Ratio Rank
BITI Omega Ratio Rank: 4747
Omega Ratio Rank
BITI Calmar Ratio Rank: 6565
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.

EELV vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Emerging Markets Low Volatility ETF (EELV) 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.


EELVBITIDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratioReturn relative to maximum drawdown

1.55

2.57

-1.02

Martin ratioReturn relative to average drawdown

4.64

6.36

-1.73

EELV vs. BITI - Sharpe Ratio Comparison

The current EELV Sharpe Ratio is 1.15, which is comparable to the BITI Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of EELV 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.


Loading charts...

Drawdowns

EELV vs. BITI - Drawdown Comparison

The maximum EELV drawdown since its inception was -36.35%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for EELV and BITI.


Loading charts...

Drawdown Indicators


EELVBITIDifference

Max Drawdown

Largest peak-to-trough decline

-36.35%

-92.16%

+55.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.22%

-25.28%

+17.06%

Max Drawdown (3Y)

Largest decline over 3 years

-11.79%

-84.63%

+72.84%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

Max Drawdown (10Y)

Largest decline over 10 years

-36.35%

Current Drawdown

Current decline from peak

-3.18%

-86.38%

+83.20%

Average Drawdown

Average peak-to-trough decline

-8.88%

-68.42%

+59.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

10.18%

-7.44%

Volatility

EELV vs. BITI - Volatility Comparison

The current volatility for Invesco S&P Emerging Markets Low Volatility ETF (EELV) is 2.50%, while ProShares Short Bitcoin ETF (BITI) has a volatility of 10.69%. This indicates that EELV experiences smaller price fluctuations and is considered to be less risky than BITI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EELVBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

10.69%

-8.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

34.09%

-24.69%

Volatility (1Y)

Calculated over the trailing 1-year period

11.07%

44.07%

-33.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.41%

52.21%

-40.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.47%

52.21%

-38.74%

EELV vs. BITI - Expense Ratio Comparison

EELV has a 0.30% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

EELV vs. BITI - Dividend Comparison

EELV's dividend yield for the trailing twelve months is around 3.89%, less than BITI's 15.59% yield.


PositionTTM20252024202320222021202020192018201720162015
BITI
ProShares Short Bitcoin ETF
15.59%1.60%3.91%3.33%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EELV
Invesco S&P Emerging Markets Low Volatility ETF
3.89%3.75%4.70%4.00%3.45%4.35%2.82%3.14%5.50%2.92%2.29%2.53%

Frequently Asked Questions


EELV and BITI have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITI has higher volatility (10.69%) compared to EELV (2.50%). In terms of maximum drawdown, EELV dropped -36.35% vs BITI's -92.16%.

On 3-year performance, EELV leads with 10.14% vs -31.71% for BITI. On fees, EELV is cheaper at 0.30% per year. On volatility, EELV has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EELV has performed better with a 10.14% return vs -31.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EELV is cheaper with a 0.30% expense ratio, compared with 1.03% for BITI.

BITI has the higher dividend yield at 15.59%, compared with 3.89% for EELV.

EELV is categorized as Volatility Hedged Equity, while BITI is Cryptocurrency. EELV tracks S&P BMI Emerging Markets Low Volatility Index, while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.30% for EELV and 1.03% for BITI.

BITI currently has the higher Sharpe Ratio (1.47 vs 1.15), 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 EELV 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.

Open Portfolio Optimizer