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IEMG vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEMG vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Emerging Markets ETF (IEMG) 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, IEMG achieves a 19.55% return, which is significantly lower than BITI's 23.84% return.


IEMG

1D
1.57%
1M
-2.68%
6M
14.04%
YTD
19.55%
1Y
35.88%
3Y*
19.51%
5Y*
6.95%
10Y*
9.21%

BITI

1D
-3.81%
1M
-2.41%
6M
34.02%
YTD
23.84%
1Y
64.31%
3Y*
-31.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEMG vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
IEMG
iShares Core MSCI Emerging Markets ETF
19.55%32.56%6.50%11.52%-2.77%
BITI
ProShares Short Bitcoin ETF
23.84%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between IEMG and BITI is -0.46, 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

-0.46

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

-0.32

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

-0.35

The correlation between IEMG and BITI shifts across timeframes, from -0.46 (1 year) to -0.32 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IEMG vs. BITI — Risk / Return Rank

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

IEMG
IEMG Risk / Return Rank: 6262
Overall Rank
IEMG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 5353
Sortino Ratio Rank
IEMG Omega Ratio Rank: 6363
Omega Ratio Rank
IEMG Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEMG Martin Ratio Rank: 6565
Martin Ratio Rank

BITI
BITI Risk / Return Rank: 5353
Overall Rank
BITI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 5151
Sortino Ratio Rank
BITI Omega Ratio Rank: 4747
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.

IEMG vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets ETF (IEMG) 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.


IEMGBITIDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratioReturn relative to maximum drawdown

2.73

2.56

+0.17

Martin ratioReturn relative to average drawdown

9.28

6.37

+2.91

IEMG vs. BITI - Sharpe Ratio Comparison

The current IEMG Sharpe Ratio is 1.58, which is comparable to the BITI Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of IEMG 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

IEMG vs. BITI - Drawdown Comparison

The maximum IEMG drawdown since its inception was -38.71%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for IEMG and BITI.


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Drawdown Indicators


IEMGBITIDifference

Max Drawdown

Largest peak-to-trough decline

-38.71%

-92.16%

+53.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-25.28%

+12.07%

Max Drawdown (3Y)

Largest decline over 3 years

-17.21%

-84.63%

+67.42%

Max Drawdown (5Y)

Largest decline over 5 years

-33.68%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

Current Drawdown

Current decline from peak

-7.30%

-86.48%

+79.18%

Average Drawdown

Average peak-to-trough decline

-12.91%

-68.36%

+55.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

10.13%

-6.25%

Volatility

IEMG vs. BITI - Volatility Comparison

The current volatility for iShares Core MSCI Emerging Markets ETF (IEMG) is 10.03%, while ProShares Short Bitcoin ETF (BITI) has a volatility of 11.73%. This indicates that IEMG 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


IEMGBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.03%

11.73%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

20.99%

34.49%

-13.50%

Volatility (1Y)

Calculated over the trailing 1-year period

22.87%

44.24%

-21.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

52.29%

-33.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

52.29%

-32.06%

IEMG vs. BITI - Expense Ratio Comparison

IEMG has a 0.09% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

IEMG vs. BITI - Dividend Comparison

IEMG's dividend yield for the trailing twelve months is around 2.25%, less than BITI's 15.70% yield.


PositionTTM20252024202320222021202020192018201720162015
BITI
ProShares Short Bitcoin ETF
15.70%1.60%3.91%3.33%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
2.25%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%

Frequently Asked Questions


IEMG and BITI have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITI has higher volatility (11.73%) compared to IEMG (10.03%). In terms of maximum drawdown, IEMG dropped -38.71% vs BITI's -92.16%.

On 3-year performance, IEMG leads with 19.51% vs -31.54% for BITI. On fees, IEMG is cheaper at 0.09% per year. On volatility, IEMG has been the lower-risk option at 10.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IEMG has performed better with a 19.51% return vs -31.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEMG is cheaper with a 0.09% expense ratio, compared with 1.03% for BITI.

BITI has the higher dividend yield at 15.70%, compared with 2.25% for IEMG.

IEMG is categorized as Emerging Markets Diversified, while BITI is Cryptocurrency. IEMG tracks MSCI Emerging Markets Investable Market Index (USD) (Net), while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.09% for IEMG and 1.03% for BITI.

IEMG currently has the higher Sharpe Ratio (1.58 vs 1.46), 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 IEMG 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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