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EWH vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWH vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Hong Kong ETF (EWH) 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, EWH achieves a 5.44% return, which is significantly lower than BITI's 24.48% return.


EWH

1D
-0.14%
1M
1.47%
6M
-1.77%
YTD
5.44%
1Y
14.77%
3Y*
9.20%
5Y*
-0.13%
10Y*
4.27%

BITI

1D
1.13%
1M
1.49%
6M
35.86%
YTD
24.48%
1Y
64.61%
3Y*
-31.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWH vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
EWH
iShares MSCI Hong Kong ETF
5.44%34.50%0.00%-13.87%1.58%
BITI
ProShares Short Bitcoin ETF
24.48%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between EWH 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

-0.23

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

-0.23

The correlation between EWH and BITI shifts across timeframes, from -0.35 (1 year) to -0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EWH vs. BITI — Risk / Return Rank

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

EWH
EWH Risk / Return Rank: 2828
Overall Rank
EWH Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EWH Sortino Ratio Rank: 2929
Sortino Ratio Rank
EWH Omega Ratio Rank: 2727
Omega Ratio Rank
EWH Calmar Ratio Rank: 2828
Calmar Ratio Rank
EWH Martin Ratio Rank: 2727
Martin Ratio Rank

BITI
BITI Risk / Return Rank: 5252
Overall Rank
BITI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 5050
Sortino Ratio Rank
BITI Omega Ratio Rank: 4646
Omega Ratio Rank
BITI Calmar Ratio Rank: 6464
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.

EWH vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Hong Kong ETF (EWH) 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.


EWHBITIDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.16

1.25

-0.09

Calmar ratioReturn relative to maximum drawdown

1.11

2.57

-1.46

Martin ratioReturn relative to average drawdown

2.96

6.38

-3.41

EWH vs. BITI - Sharpe Ratio Comparison

The current EWH Sharpe Ratio is 0.89, which is lower than the BITI Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of EWH 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

EWH vs. BITI - Drawdown Comparison

The maximum EWH drawdown since its inception was -66.44%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for EWH and BITI.


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Drawdown Indicators


EWHBITIDifference

Max Drawdown

Largest peak-to-trough decline

-66.44%

-92.16%

+25.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-25.28%

+11.87%

Max Drawdown (3Y)

Largest decline over 3 years

-24.93%

-84.63%

+59.70%

Max Drawdown (5Y)

Largest decline over 5 years

-41.12%

Max Drawdown (10Y)

Largest decline over 10 years

-42.71%

Current Drawdown

Current decline from peak

-8.73%

-86.41%

+77.68%

Average Drawdown

Average peak-to-trough decline

-19.45%

-68.40%

+48.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

10.16%

-5.16%

Volatility

EWH vs. BITI - Volatility Comparison

The current volatility for iShares MSCI Hong Kong ETF (EWH) is 4.38%, while ProShares Short Bitcoin ETF (BITI) has a volatility of 10.76%. This indicates that EWH 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


EWHBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

10.76%

-6.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

34.28%

-22.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.67%

44.15%

-27.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.15%

52.24%

-32.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.52%

52.24%

-32.72%

EWH vs. BITI - Expense Ratio Comparison

EWH has a 0.49% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

EWH vs. BITI - Dividend Comparison

EWH's dividend yield for the trailing twelve months is around 4.70%, less than BITI's 15.62% yield.


PositionTTM20252024202320222021202020192018201720162015
BITI
ProShares Short Bitcoin ETF
15.62%1.60%3.91%3.33%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWH
iShares MSCI Hong Kong ETF
4.70%5.20%4.17%4.28%2.91%2.78%2.56%2.71%2.93%4.35%3.08%2.63%

Frequently Asked Questions


EWH 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.

BITI has higher volatility (10.76%) compared to EWH (4.38%). In terms of maximum drawdown, EWH dropped -66.44% vs BITI's -92.16%.

On 3-year performance, EWH leads with 9.20% vs -31.62% for BITI. On fees, EWH is cheaper at 0.49% per year. On volatility, EWH has been the lower-risk option at 4.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EWH has performed better with a 9.20% return vs -31.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EWH is cheaper with a 0.49% expense ratio, compared with 1.03% for BITI.

BITI has the higher dividend yield at 15.62%, compared with 4.70% for EWH.

EWH is categorized as Asia Pacific Equities, while BITI is Cryptocurrency. EWH tracks MSCI Hong Kong Index, while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.49% for EWH and 1.03% for BITI.

BITI currently has the higher Sharpe Ratio (1.47 vs 0.89), 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 EWH and BITI

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