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GXUS vs. SBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXUS vs. SBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) and Proshares Ultrashort Bitcoin ETF (SBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXUS achieves a 14.31% return, which is significantly lower than SBIT's 39.44% return.


GXUS

1D
-0.08%
1M
0.76%
6M
8.12%
YTD
14.31%
1Y
28.51%
3Y*
17.07%
5Y*
10Y*
ALL TIME*
17.69%

SBIT

1D
5.60%
1M
-6.04%
6M
32.41%
YTD
39.44%
1Y
98.77%
3Y*
5Y*
10Y*
ALL TIME*
-42.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$51.03K$314.62K$128.32K
$29.57M$32.71M$46.48M

GXUS vs. SBIT - Yearly Performance Comparison


2026 (YTD)20252024
GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF
14.31%31.47%0.10%
SBIT
Proshares Ultrashort Bitcoin ETF
39.44%-25.11%-73.74%

Correlation

The correlation between GXUS and SBIT is -0.47, 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.

-0.47

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

-0.36

The correlation between GXUS and SBIT shifts across timeframes, from -0.47 (1 year) to -0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GXUS vs. SBIT — Risk / Return Rank

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

GXUS
GXUS Risk / Return Rank: 7272
Overall Rank
GXUS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GXUS Sortino Ratio Rank: 7171
Sortino Ratio Rank
GXUS Omega Ratio Rank: 7373
Omega Ratio Rank
GXUS Calmar Ratio Rank: 7171
Calmar Ratio Rank
GXUS Martin Ratio Rank: 7474
Martin Ratio Rank

SBIT
SBIT Risk / Return Rank: 5555
Overall Rank
SBIT Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 5656
Sortino Ratio Rank
SBIT Omega Ratio Rank: 5252
Omega Ratio Rank
SBIT Calmar Ratio Rank: 6868
Calmar Ratio Rank
SBIT Martin Ratio Rank: 4646
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.

GXUS vs. SBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) and Proshares Ultrashort Bitcoin ETF (SBIT). 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.


GXUSSBITDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.31

1.23

+0.07

Calmar ratioReturn relative to maximum drawdown

2.47

2.35

+0.12

Martin ratioReturn relative to average drawdown

9.23

5.19

+4.05

GXUS vs. SBIT - Sharpe Ratio Comparison

The current GXUS Sharpe Ratio is 1.66, which is higher than the SBIT Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of GXUS and SBIT, 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

GXUS vs. SBIT - Drawdown Comparison

The maximum GXUS drawdown since its inception was -13.90%, smaller than the maximum SBIT drawdown of -91.35%. Use the drawdown chart below to compare losses from any high point for GXUS and SBIT.


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Drawdown Indicators


GXUSSBITDifference

Max Drawdown

Largest peak-to-trough decline

-13.90%

-91.35%

+77.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-47.94%

+36.48%

Max Drawdown (3Y)

Largest decline over 3 years

-13.90%

Current Drawdown

Current decline from peak

-2.11%

-77.87%

+75.76%

Average Drawdown

Average peak-to-trough decline

-2.78%

-69.07%

+66.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

21.67%

-18.62%

Volatility

GXUS vs. SBIT - Volatility Comparison

The current volatility for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) is 5.15%, while Proshares Ultrashort Bitcoin ETF (SBIT) has a volatility of 18.09%. This indicates that GXUS experiences smaller price fluctuations and is considered to be less risky than SBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXUSSBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

18.09%

-12.94%

Volatility (6M)

Calculated over the trailing 6-month period

15.22%

67.10%

-51.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

88.65%

-71.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

96.10%

-80.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

96.10%

-80.52%

GXUS vs. SBIT - Expense Ratio Comparison

GXUS has a 0.18% expense ratio, which is lower than SBIT's 0.95% expense ratio.


Dividends

GXUS vs. SBIT - Dividend Comparison

GXUS's dividend yield for the trailing twelve months is around 2.29%, less than SBIT's 4.10% yield.


PositionTTM202520242023
GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF
2.29%2.66%2.87%1.28%
SBIT
Proshares Ultrashort Bitcoin ETF
4.03%0.52%1.00%0.00%

Frequently Asked Questions


GXUS and SBIT have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBIT has higher volatility (18.09%) compared to GXUS (5.15%). In terms of maximum drawdown, GXUS dropped -13.90% vs SBIT's -91.35%.

On 1-year performance, SBIT leads with 98.77% vs 28.51% for GXUS. On fees, GXUS is cheaper at 0.18% per year. On volatility, GXUS has been the lower-risk option at 5.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SBIT has performed better with a 98.77% return vs 28.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GXUS is cheaper with a 0.18% expense ratio, compared with 0.95% for SBIT.

SBIT has the higher dividend yield at 4.03%, compared with 2.29% for GXUS.

GXUS is categorized as Foreign Large Cap Equities, while SBIT is Cryptocurrency. GXUS tracks Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net, while SBIT tracks Bloomberg Bitcoin Index (-200%). They also come from different issuers: Goldman Sachs and ProShares. Their fees differ too: 0.18% for GXUS and 0.95% for SBIT.

GXUS currently has the higher Sharpe Ratio (1.66 vs 1.27), 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 GXUS and SBIT

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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