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IMST vs. USOY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMST vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise Funds Trust (IMST) and Defiance Oil Enhanced Options Income ETF (USOY). The values are adjusted to include any dividend payments, if applicable.

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IMST vs. USOY - Yearly Performance Comparison


2026 (YTD)2025
IMST
Bitwise Funds Trust
-6.63%-44.26%
USOY
Defiance Oil Enhanced Options Income ETF
60.22%-4.40%

Returns By Period

In the year-to-date period, IMST achieves a -6.63% return, which is significantly lower than USOY's 60.22% return.


IMST

1D
2.70%
1M
-2.43%
YTD
-6.63%
6M
-52.50%
1Y
3Y*
5Y*
10Y*

USOY

1D
-0.54%
1M
34.04%
YTD
60.22%
6M
55.39%
1Y
44.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IMST vs. USOY - Expense Ratio Comparison

IMST has a 0.99% expense ratio, which is lower than USOY's 1.22% expense ratio.


Return for Risk

IMST vs. USOY — Risk / Return Rank

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

IMST

USOY
USOY Risk / Return Rank: 8080
Overall Rank
USOY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 8484
Sortino Ratio Rank
USOY Omega Ratio Rank: 8383
Omega Ratio Rank
USOY Calmar Ratio Rank: 8989
Calmar Ratio Rank
USOY Martin Ratio Rank: 5858
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.

IMST vs. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Funds Trust (IMST) and Defiance Oil Enhanced Options Income ETF (USOY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IMST vs. USOY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IMSTUSOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.78

1.24

-2.03

Correlation

The correlation between IMST and USOY is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IMST vs. USOY - Dividend Comparison

IMST's dividend yield for the trailing twelve months is around 256.65%, more than USOY's 64.71% yield.


TTM20252024
IMST
Bitwise Funds Trust
256.65%195.93%0.00%
USOY
Defiance Oil Enhanced Options Income ETF
64.71%104.32%48.60%

Drawdowns

IMST vs. USOY - Drawdown Comparison

The maximum IMST drawdown since its inception was -69.86%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for IMST and USOY.


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Drawdown Indicators


IMSTUSOYDifference

Max Drawdown

Largest peak-to-trough decline

-69.86%

-17.46%

-52.40%

Max Drawdown (1Y)

Largest decline over 1 year

-15.70%

Current Drawdown

Current decline from peak

-63.47%

-0.54%

-62.93%

Average Drawdown

Average peak-to-trough decline

-31.01%

-6.56%

-24.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.34%

Volatility

IMST vs. USOY - Volatility Comparison


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Volatility by Period


IMSTUSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.94%

Volatility (6M)

Calculated over the trailing 6-month period

18.38%

Volatility (1Y)

Calculated over the trailing 1-year period

61.92%

25.35%

+36.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.92%

22.37%

+39.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.92%

22.37%

+39.55%