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EWV vs. BITO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWV vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Japan (EWV) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWV achieves a -27.97% return, which is significantly lower than BITO's -26.37% return.


EWV

1D
-0.28%
1M
-12.11%
YTD
-27.97%
6M
-29.61%
1Y
-43.86%
3Y*
-28.45%
5Y*
-17.58%
10Y*
-20.24%

BITO

1D
-2.94%
1M
-18.61%
YTD
-26.37%
6M
-30.81%
1Y
-41.01%
3Y*
25.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWV vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EWV
ProShares UltraShort MSCI Japan
-27.97%-37.70%-11.06%-28.34%34.35%2.27%
BITO
ProShares Bitcoin Strategy ETF
-26.37%-11.19%104.45%137.33%-63.91%-31.09%

Correlation

The correlation between EWV and BITO is -0.30, 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

-0.30

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

-0.18

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2021

-0.27

The correlation between EWV and BITO shifts across timeframes, from -0.30 (1 year) to -0.18 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

EWV vs. BITO — Risk / Return Rank

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

EWV
EWV Risk / Return Rank: 11
Overall Rank
EWV Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EWV Sortino Ratio Rank: 11
Sortino Ratio Rank
EWV Omega Ratio Rank: 11
Omega Ratio Rank
EWV Calmar Ratio Rank: 11
Calmar Ratio Rank
EWV Martin Ratio Rank: 11
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 22
Overall Rank
BITO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 22
Sortino Ratio Rank
BITO Omega Ratio Rank: 22
Omega Ratio Rank
BITO Calmar Ratio Rank: 22
Calmar Ratio Rank
BITO Martin Ratio Rank: 22
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.

EWV vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Japan (EWV) and ProShares Bitcoin Strategy ETF (BITO). 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.


EWVBITODifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

0.80

0.85

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.94

-0.82

-0.12

Martin ratioReturn relative to average drawdown

-1.51

-1.41

-0.10

EWV vs. BITO - Sharpe Ratio Comparison

The current EWV Sharpe Ratio is -1.11, which is comparable to the BITO Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of EWV and BITO, 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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Sharpe Ratios by Period


EWVBITODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.11

-0.95

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.47

-0.09

-0.37

Drawdowns

EWV vs. BITO - Drawdown Comparison

The maximum EWV drawdown since its inception was -99.13%, which is greater than BITO's maximum drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for EWV and BITO.


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Drawdown Indicators


EWVBITODifference

Max Drawdown

Largest peak-to-trough decline

-99.13%

-77.86%

-21.27%

Max Drawdown (1Y)

Largest decline over 1 year

-46.88%

-50.05%

+3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-68.67%

-50.05%

-18.62%

Max Drawdown (5Y)

Largest decline over 5 years

-77.72%

Max Drawdown (10Y)

Largest decline over 10 years

-90.10%

Current Drawdown

Current decline from peak

-99.13%

-49.22%

-49.91%

Average Drawdown

Average peak-to-trough decline

-84.28%

-36.73%

-47.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.05%

29.09%

-0.04%

Volatility

EWV vs. BITO - Volatility Comparison

ProShares UltraShort MSCI Japan (EWV) and ProShares Bitcoin Strategy ETF (BITO) have volatilities of 9.11% and 9.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWVBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

9.43%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

31.22%

34.26%

-3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

39.88%

43.57%

-3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.62%

55.11%

-18.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.95%

55.11%

-20.16%

EWV vs. BITO - Expense Ratio Comparison

Both EWV and BITO have an expense ratio of 0.95%.


Dividends

EWV vs. BITO - Dividend Comparison

EWV's dividend yield for the trailing twelve months is around 4.98%, less than BITO's 67.63% yield.


PositionTTM20252024202320222021202020192018
BITO
ProShares Bitcoin Strategy ETF
67.63%78.29%61.59%15.14%0.00%0.00%0.00%0.00%0.00%
EWV
ProShares UltraShort MSCI Japan
4.98%3.63%3.39%3.42%0.65%0.00%0.00%0.33%0.00%

Frequently Asked Questions


EWV and BITO have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITO has higher volatility (9.43%) compared to EWV (9.11%). In terms of maximum drawdown, EWV dropped -99.13% vs BITO's -77.86%.

On 3-year performance, BITO leads with 25.27% vs -28.45% for EWV. Both ETFs have the same 0.95% expense ratio. On volatility, EWV has been the lower-risk option at 9.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BITO has performed better with a 25.27% return vs -28.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EWV and BITO have the same expense ratio: 0.95% per year.

BITO has the higher dividend yield at 67.63%, compared with 4.98% for EWV.

EWV is categorized as Leveraged Equities, while BITO is Cryptocurrency.

BITO currently has the higher Sharpe Ratio (-0.94 vs -1.11), 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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