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EURL vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EURL vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily FTSE Europe Bull 3x Shares (EURL) 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, EURL achieves a 19.99% return, which is significantly lower than BITI's 27.11% return.


EURL

1D
-1.39%
1M
3.10%
6M
5.68%
YTD
19.99%
1Y
59.89%
3Y*
31.34%
5Y*
7.64%
10Y*
11.21%
ALL TIME*
2.97%

BITI

1D
3.01%
1M
-2.58%
6M
22.77%
YTD
27.11%
1Y
58.64%
3Y*
-31.77%
5Y*
10Y*
ALL TIME*
-35.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$24.10M$26.49M$38.71M
$543.36K$647.46K$1.03M

EURL vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
EURL
Direxion Daily FTSE Europe Bull 3x Shares
19.99%105.85%-11.42%44.19%7.27%
BITI
ProShares Short Bitcoin ETF
27.11%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between EURL and BITI is -0.42, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.42

Correlation (3Y)
Balances recent behavior with more history.

-0.31

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

-0.32

The correlation between EURL and BITI shifts across timeframes, from -0.42 (1 year) to -0.31 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

EURL vs. BITI — Risk / Return Rank

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

EURL
EURL Risk / Return Rank: 4949
Overall Rank
EURL Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EURL Sortino Ratio Rank: 5050
Sortino Ratio Rank
EURL Omega Ratio Rank: 4747
Omega Ratio Rank
EURL Calmar Ratio Rank: 4949
Calmar Ratio Rank
EURL Martin Ratio Rank: 4747
Martin Ratio Rank

BITI
BITI Risk / Return Rank: 6161
Overall Rank
BITI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 6060
Sortino Ratio Rank
BITI Omega Ratio Rank: 5555
Omega Ratio Rank
BITI Calmar Ratio Rank: 7373
Calmar Ratio Rank
BITI Martin Ratio Rank: 5353
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.

EURL vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily FTSE Europe Bull 3x Shares (EURL) 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.


EURLBITIDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.22

1.24

-0.02

Calmar ratioReturn relative to maximum drawdown

1.74

2.53

-0.79

Martin ratioReturn relative to average drawdown

5.37

6.17

-0.81

EURL vs. BITI - Sharpe Ratio Comparison

The current EURL Sharpe Ratio is 1.21, which is comparable to the BITI Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of EURL 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

EURL vs. BITI - Drawdown Comparison

The maximum EURL drawdown since its inception was -84.65%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for EURL and BITI.


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Drawdown Indicators


EURLBITIDifference

Max Drawdown

Largest peak-to-trough decline

-84.65%

-92.16%

+7.51%

Max Drawdown (1Y)

Largest decline over 1 year

-33.05%

-25.28%

-7.77%

Max Drawdown (3Y)

Largest decline over 3 years

-38.81%

-84.63%

+45.82%

Max Drawdown (5Y)

Largest decline over 5 years

-75.24%

Max Drawdown (10Y)

Largest decline over 10 years

-84.65%

Current Drawdown

Current decline from peak

-3.74%

-86.12%

+82.38%

Average Drawdown

Average peak-to-trough decline

-36.62%

-68.59%

+31.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.71%

10.35%

+0.36%

Volatility

EURL vs. BITI - Volatility Comparison

Direxion Daily FTSE Europe Bull 3x Shares (EURL) has a higher volatility of 13.53% compared to ProShares Short Bitcoin ETF (BITI) at 9.13%. This indicates that EURL'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


EURLBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.53%

9.13%

+4.40%

Volatility (6M)

Calculated over the trailing 6-month period

41.54%

33.31%

+8.23%

Volatility (1Y)

Calculated over the trailing 1-year period

47.83%

44.23%

+3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.54%

52.03%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.48%

52.03%

+2.45%

EURL vs. BITI - Expense Ratio Comparison

EURL has a 1.07% expense ratio, which is higher than BITI's 1.03% expense ratio.


Dividends

EURL vs. BITI - Dividend Comparison

EURL's dividend yield for the trailing twelve months is around 1.50%, less than BITI's 15.30% yield.


PositionTTM202520242023202220212020201920182017
BITI
ProShares Short Bitcoin ETF
15.17%1.60%3.91%3.33%0.06%0.00%0.00%0.00%0.00%0.00%
EURL
Direxion Daily FTSE Europe Bull 3x Shares
1.50%1.50%3.51%2.50%1.80%0.33%0.41%1.17%3.07%0.38%

Frequently Asked Questions


EURL and BITI have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EURL has higher volatility (13.53%) compared to BITI (9.13%). In terms of maximum drawdown, EURL dropped -84.65% vs BITI's -92.16%.

On 3-year performance, EURL leads with 31.34% vs -31.77% for BITI. On fees, BITI is cheaper at 1.03% per year. On volatility, BITI has been the lower-risk option at 9.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EURL has performed better with a 31.34% return vs -31.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BITI is cheaper with a 1.03% expense ratio, compared with 1.07% for EURL.

BITI has the higher dividend yield at 15.17%, compared with 1.50% for EURL.

EURL is categorized as Leveraged Equities, while BITI is Cryptocurrency. EURL tracks FTSE Developed Europe Index (300%), while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.07% for EURL and 1.03% for BITI.

BITI currently has the higher Sharpe Ratio (1.45 vs 1.21), 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 EURL 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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