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EMTL vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMTL vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL) 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, EMTL achieves a 0.51% return, which is significantly lower than BITI's 28.75% return.


EMTL

1D
-0.18%
1M
-0.01%
6M
0.34%
YTD
0.51%
1Y
3.86%
3Y*
6.55%
5Y*
1.52%
10Y*
2.99%

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)

EMTL vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
EMTL
SPDR DoubleLine Emerging Markets Fixed Income ETF
0.51%8.27%5.86%9.60%-0.34%
BITI
ProShares Short Bitcoin ETF
28.75%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between EMTL and BITI is -0.26, 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

-0.26

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

-0.16

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

-0.18

The correlation between EMTL and BITI shifts across timeframes, from -0.26 (1 year) to -0.16 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

EMTL vs. BITI — Risk / Return Rank

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

EMTL
EMTL Risk / Return Rank: 6161
Overall Rank
EMTL Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EMTL Sortino Ratio Rank: 6868
Sortino Ratio Rank
EMTL Omega Ratio Rank: 7070
Omega Ratio Rank
EMTL Calmar Ratio Rank: 4949
Calmar Ratio Rank
EMTL Martin Ratio Rank: 5151
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.

EMTL vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL) 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.


EMTLBITIDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratioReturn relative to maximum drawdown

1.94

2.72

-0.78

Martin ratioReturn relative to average drawdown

6.84

6.78

+0.06

EMTL vs. BITI - Sharpe Ratio Comparison

The current EMTL Sharpe Ratio is 1.71, which is comparable to the BITI Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of EMTL 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

EMTL vs. BITI - Drawdown Comparison

The maximum EMTL drawdown since its inception was -22.91%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for EMTL and BITI.


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Drawdown Indicators


EMTLBITIDifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-92.16%

+69.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.00%

-25.28%

+23.28%

Max Drawdown (3Y)

Largest decline over 3 years

-3.79%

-84.63%

+80.84%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

Max Drawdown (10Y)

Largest decline over 10 years

-22.91%

Current Drawdown

Current decline from peak

-0.32%

-85.94%

+85.62%

Average Drawdown

Average peak-to-trough decline

-3.79%

-68.34%

+64.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

10.11%

-9.54%

Volatility

EMTL vs. BITI - Volatility Comparison

The current volatility for SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL) is 0.65%, while ProShares Short Bitcoin ETF (BITI) has a volatility of 11.38%. This indicates that EMTL 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.


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Volatility by Period


EMTLBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

11.38%

-10.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.74%

34.25%

-32.51%

Volatility (1Y)

Calculated over the trailing 1-year period

2.27%

44.14%

-41.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

52.28%

-47.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

52.28%

-47.63%

EMTL vs. BITI - Expense Ratio Comparison

EMTL has a 0.65% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

EMTL vs. BITI - Dividend Comparison

EMTL's dividend yield for the trailing twelve months is around 4.98%, less than BITI's 15.10% yield.


PositionTTM2025202420232022202120202019201820172016
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%0.00%
EMTL
SPDR DoubleLine Emerging Markets Fixed Income ETF
4.98%5.09%5.34%4.78%4.19%5.43%3.28%3.96%3.35%4.16%8.87%

Frequently Asked Questions


EMTL and BITI have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITI has higher volatility (11.38%) compared to EMTL (0.65%). In terms of maximum drawdown, EMTL dropped -22.91% vs BITI's -92.16%.

On 3-year performance, EMTL leads with 6.55% vs -30.65% for BITI. On fees, EMTL is cheaper at 0.65% per year. On volatility, EMTL has been the lower-risk option at 0.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EMTL has performed better with a 6.55% return vs -30.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMTL is cheaper with a 0.65% expense ratio, compared with 1.03% for BITI.

BITI has the higher dividend yield at 15.10%, compared with 4.98% for EMTL.

EMTL is categorized as Emerging Markets Bonds, while BITI is Cryptocurrency. They also come from different issuers: State Street and ProShares. Their fees differ too: 0.65% for EMTL and 1.03% for BITI.

EMTL currently has the higher Sharpe Ratio (1.71 vs 1.56), 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 EMTL and BITI

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