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EETH vs. BFJL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EETH vs. BFJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ether Strategy ETF (EETH) and FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EETH achieves a -38.56% return, which is significantly lower than BFJL's -5.11% return.


EETH

1D
-2.86%
1M
9.70%
6M
-31.24%
YTD
-38.56%
1Y
-49.03%
3Y*
5Y*
10Y*
ALL TIME*
-4.00%

BFJL

1D
-1.29%
1M
1.35%
6M
-3.14%
YTD
-5.11%
1Y
-14.80%
3Y*
5Y*
10Y*
ALL TIME*
-11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.56K$8.09K$4.95K
$666.61K$697.40K$772.42K

EETH vs. BFJL - Yearly Performance Comparison


Correlation

The correlation between EETH and BFJL is 0.83, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.83

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2025

0.80

The correlation between EETH and BFJL has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

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Return for Risk

EETH vs. BFJL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

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

BFJL
BFJL Risk / Return Rank: 22
Overall Rank
BFJL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BFJL Sortino Ratio Rank: 11
Sortino Ratio Rank
BFJL Omega Ratio Rank: 11
Omega Ratio Rank
BFJL Calmar Ratio Rank: 33
Calmar Ratio Rank
BFJL Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EETH vs. BFJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ether Strategy ETF (EETH) and FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL). 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.


EETHBFJLDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

0.88

0.81

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.76

-0.74

-0.02

Martin ratioReturn relative to average drawdown

-1.12

-1.00

-0.13

EETH vs. BFJL - Sharpe Ratio Comparison

The current EETH Sharpe Ratio is -0.78, which is higher than the BFJL Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of EETH and BFJL, 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

EETH vs. BFJL - Drawdown Comparison

The maximum EETH drawdown since its inception was -69.22%, which is greater than BFJL's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for EETH and BFJL.


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Drawdown Indicators


EETHBFJLDifference

Max Drawdown

Largest peak-to-trough decline

-69.22%

-21.27%

-47.95%

Max Drawdown (1Y)

Largest decline over 1 year

-69.22%

-21.27%

-47.95%

Current Drawdown

Current decline from peak

-63.12%

-19.01%

-44.11%

Average Drawdown

Average peak-to-trough decline

-31.48%

-12.90%

-18.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.54%

15.74%

+30.80%

Volatility

EETH vs. BFJL - Volatility Comparison

ProShares Ether Strategy ETF (EETH) has a higher volatility of 13.16% compared to FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL) at 3.65%. This indicates that EETH's price experiences larger fluctuations and is considered to be riskier than BFJL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EETHBFJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.16%

3.65%

+9.51%

Volatility (6M)

Calculated over the trailing 6-month period

45.92%

5.54%

+40.38%

Volatility (1Y)

Calculated over the trailing 1-year period

67.62%

13.20%

+54.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.36%

13.17%

+55.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.36%

13.17%

+55.19%

EETH vs. BFJL - Expense Ratio Comparison

EETH has a 0.95% expense ratio, which is higher than BFJL's 0.90% expense ratio.


Dividends

EETH vs. BFJL - Dividend Comparison

EETH's dividend yield for the trailing twelve months is around 86.45%, more than BFJL's 1.42% yield.


PositionTTM202520242023
BFJL
FT Vest Bitcoin Strategy Floor15 ETF - July
1.42%1.35%0.00%0.00%
EETH
ProShares Ether Strategy ETF
73.66%56.98%10.82%0.52%

Frequently Asked Questions


EETH and BFJL have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EETH has higher volatility (13.16%) compared to BFJL (3.65%). In terms of maximum drawdown, EETH dropped -69.22% vs BFJL's -21.27%.

On 1-year performance, BFJL leads with -14.80% vs -49.03% for EETH. On fees, BFJL is cheaper at 0.90% per year. On volatility, BFJL has been the lower-risk option at 3.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BFJL has performed better with a -14.80% return vs -49.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BFJL is cheaper with a 0.90% expense ratio, compared with 0.95% for EETH.

EETH has the higher dividend yield at 73.66%, compared with 1.42% for BFJL.

EETH is categorized as Cryptocurrency, while BFJL is Defined Outcome. They also come from different issuers: ProShares and First Trust. Their fees differ too: 0.95% for EETH and 0.90% for BFJL.

EETH currently has the higher Sharpe Ratio (-0.78 vs -1.19), 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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