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ITDJ vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITDJ vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares LifePath Target Date 2070 ETF (ITDJ) 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, ITDJ achieves a 10.66% return, which is significantly lower than BITI's 24.73% return.


ITDJ

1D
-0.83%
1M
-0.43%
6M
7.66%
YTD
10.66%
1Y
21.44%
3Y*
5Y*
10Y*

BITI

1D
0.20%
1M
-0.52%
6M
36.51%
YTD
24.73%
1Y
64.56%
3Y*
-31.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITDJ vs. BITI - Yearly Performance Comparison


2026 (YTD)20252024
ITDJ
iShares LifePath Target Date 2070 ETF
10.66%22.02%-1.70%
BITI
ProShares Short Bitcoin ETF
24.73%-1.76%-5.30%

Correlation

The correlation between ITDJ and BITI is -0.49, 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

-0.49

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2024

-0.46

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Return for Risk

ITDJ vs. BITI — Risk / Return Rank

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

ITDJ
ITDJ Risk / Return Rank: 6363
Overall Rank
ITDJ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ITDJ Sortino Ratio Rank: 6161
Sortino Ratio Rank
ITDJ Omega Ratio Rank: 6262
Omega Ratio Rank
ITDJ Calmar Ratio Rank: 5858
Calmar Ratio Rank
ITDJ Martin Ratio Rank: 7171
Martin Ratio Rank

BITI
BITI Risk / Return Rank: 5353
Overall Rank
BITI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 5151
Sortino Ratio Rank
BITI Omega Ratio Rank: 4747
Omega Ratio Rank
BITI Calmar Ratio Rank: 6565
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.

ITDJ vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares LifePath Target Date 2070 ETF (ITDJ) 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.


ITDJBITIDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

2.23

2.57

-0.34

Martin ratioReturn relative to average drawdown

9.48

6.36

+3.12

ITDJ vs. BITI - Sharpe Ratio Comparison

The current ITDJ Sharpe Ratio is 1.58, which is comparable to the BITI Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of ITDJ 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

ITDJ vs. BITI - Drawdown Comparison

The maximum ITDJ drawdown since its inception was -16.63%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for ITDJ and BITI.


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Drawdown Indicators


ITDJBITIDifference

Max Drawdown

Largest peak-to-trough decline

-16.63%

-92.16%

+75.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-25.28%

+15.63%

Max Drawdown (3Y)

Largest decline over 3 years

-84.63%

Current Drawdown

Current decline from peak

-2.09%

-86.38%

+84.29%

Average Drawdown

Average peak-to-trough decline

-1.89%

-68.42%

+66.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

10.18%

-7.91%

Volatility

ITDJ vs. BITI - Volatility Comparison

The current volatility for iShares LifePath Target Date 2070 ETF (ITDJ) is 3.75%, while ProShares Short Bitcoin ETF (BITI) has a volatility of 10.69%. This indicates that ITDJ 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


ITDJBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

10.69%

-6.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.45%

34.09%

-22.64%

Volatility (1Y)

Calculated over the trailing 1-year period

13.62%

44.07%

-30.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

52.21%

-36.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

52.21%

-36.02%

ITDJ vs. BITI - Expense Ratio Comparison

ITDJ has a 0.12% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

ITDJ vs. BITI - Dividend Comparison

ITDJ's dividend yield for the trailing twelve months is around 1.27%, less than BITI's 15.59% yield.


PositionTTM2025202420232022
BITI
ProShares Short Bitcoin ETF
15.59%1.60%3.91%3.33%0.06%
ITDJ
iShares LifePath Target Date 2070 ETF
1.27%1.40%0.82%0.00%0.00%

Frequently Asked Questions


ITDJ and BITI have a correlation of -0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITI has higher volatility (10.69%) compared to ITDJ (3.75%). In terms of maximum drawdown, ITDJ dropped -16.63% vs BITI's -92.16%.

On 1-year performance, BITI leads with 64.56% vs 21.44% for ITDJ. On fees, ITDJ is cheaper at 0.12% per year. On volatility, ITDJ has been the lower-risk option at 3.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BITI has performed better with a 64.56% return vs 21.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITDJ is cheaper with a 0.12% expense ratio, compared with 1.03% for BITI.

BITI has the higher dividend yield at 15.59%, compared with 1.27% for ITDJ.

ITDJ is categorized as Target Retirement Date, while BITI is Cryptocurrency. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.12% for ITDJ and 1.03% for BITI.

ITDJ currently has the higher Sharpe Ratio (1.58 vs 1.47), 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 ITDJ 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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