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ICLN vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICLN vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Clean Energy ETF (ICLN) 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, ICLN achieves a 13.66% return, which is significantly lower than BITI's 28.75% return.


ICLN

1D
-3.25%
1M
-10.73%
6M
6.35%
YTD
13.66%
1Y
40.77%
3Y*
1.53%
5Y*
-2.55%
10Y*
9.32%

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)

ICLN vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
ICLN
iShares Global Clean Energy ETF
13.66%47.05%-25.72%-20.41%6.79%
BITI
ProShares Short Bitcoin ETF
28.75%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between ICLN and BITI is -0.37, 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

-0.37

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

-0.25

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

-0.28

The correlation between ICLN and BITI shifts across timeframes, from -0.37 (1 year) to -0.25 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ICLN vs. BITI — Risk / Return Rank

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

ICLN
ICLN Risk / Return Rank: 4848
Overall Rank
ICLN Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 4747
Sortino Ratio Rank
ICLN Omega Ratio Rank: 4545
Omega Ratio Rank
ICLN Calmar Ratio Rank: 4848
Calmar Ratio Rank
ICLN Martin Ratio Rank: 5050
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.

ICLN vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) 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.


ICLNBITIDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.23

1.26

-0.02

Calmar ratioReturn relative to maximum drawdown

1.92

2.72

-0.80

Martin ratioReturn relative to average drawdown

6.74

6.78

-0.04

ICLN vs. BITI - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 1.39, which is comparable to the BITI Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of ICLN 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

ICLN vs. BITI - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for ICLN and BITI.


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Drawdown Indicators


ICLNBITIDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-92.16%

+5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-21.37%

-25.28%

+3.91%

Max Drawdown (3Y)

Largest decline over 3 years

-43.18%

-84.63%

+41.45%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

Current Drawdown

Current decline from peak

-49.15%

-85.94%

+36.79%

Average Drawdown

Average peak-to-trough decline

-66.47%

-68.34%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.07%

10.11%

-4.04%

Volatility

ICLN vs. BITI - Volatility Comparison

iShares Global Clean Energy ETF (ICLN) and ProShares Short Bitcoin ETF (BITI) have volatilities of 11.84% and 11.38%, 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


ICLNBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.84%

11.38%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

24.34%

34.25%

-9.91%

Volatility (1Y)

Calculated over the trailing 1-year period

29.50%

44.14%

-14.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.90%

52.28%

-24.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.40%

52.28%

-24.88%

ICLN vs. BITI - Expense Ratio Comparison

ICLN has a 0.39% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

ICLN vs. BITI - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 0.99%, less than BITI's 15.10% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
ICLN
iShares Global Clean Energy ETF
0.99%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%

Frequently Asked Questions


ICLN and BITI have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICLN has higher volatility (11.84%) compared to BITI (11.38%). In terms of maximum drawdown, ICLN dropped -87.15% vs BITI's -92.16%.

On 3-year performance, ICLN leads with 1.53% vs -30.65% for BITI. On fees, ICLN is cheaper at 0.39% per year. On volatility, BITI has been the lower-risk option at 11.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ICLN has performed better with a 1.53% return vs -30.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICLN is cheaper with a 0.39% expense ratio, compared with 1.03% for BITI.

BITI has the higher dividend yield at 15.10%, compared with 0.99% for ICLN.

ICLN is categorized as Alternative Energy Equities, while BITI is Cryptocurrency. ICLN tracks S&P Global Clean Energy Index, while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.39% for ICLN and 1.03% for BITI.

BITI currently has the higher Sharpe Ratio (1.56 vs 1.39), 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 ICLN 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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