RSSX vs. BITC
RSSX (Return Stacked U.S. Stocks & Gold/Bitcoin ETF) and BITC (Bitwise Bitcoin Strategy Optimum Roll ETF) are both exchange-traded funds - RSSX is a Diversified Portfolio fund actively managed by Return Stacked, while BITC is a Cryptocurrency fund actively managed by Bitwise. Both are actively managed. Over the past year, RSSX returned 27.93% vs -15.12% for BITC. At a 0.35 correlation, their price movements are largely independent. RSSX charges 0.68%/yr vs 0.88%/yr for BITC.
Performance
RSSX vs. BITC - Performance Comparison
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Returns By Period
In the year-to-date period, RSSX achieves a 1.14% return, which is significantly lower than BITC's 6.94% return.
RSSX
- 1D
- -0.12%
- 1M
- -5.07%
- YTD
- 1.14%
- 6M
- 0.61%
- 1Y
- 27.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BITC
- 1D
- -0.04%
- 1M
- -6.33%
- YTD
- 6.94%
- 6M
- -0.82%
- 1Y
- -15.12%
- 3Y*
- 39.11%
- 5Y*
- —
- 10Y*
- —
RSSX vs. BITC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RSSX Return Stacked U.S. Stocks & Gold/Bitcoin ETF | 1.14% | 29.82% |
BITC Bitwise Bitcoin Strategy Optimum Roll ETF | 6.94% | -20.77% |
Correlation
The correlation between RSSX and BITC is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2025 | 0.35 |
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Return for Risk
RSSX vs. BITC — Risk / Return Rank
RSSX
BITC
RSSX vs. BITC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked U.S. Stocks & Gold/Bitcoin ETF (RSSX) and Bitwise Bitcoin Strategy Optimum Roll ETF (BITC). 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.
| RSSX | BITC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.89 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | -0.57 | +1.60 |
| Martin ratioReturn relative to average drawdown | 2.94 | -0.82 | +3.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RSSX | BITC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | -0.59 | +1.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.68 | +0.30 |
Drawdowns
RSSX vs. BITC - Drawdown Comparison
The maximum RSSX drawdown since its inception was -27.37%, smaller than the maximum BITC drawdown of -38.51%. Use the drawdown chart below to compare losses from any high point for RSSX and BITC.
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Drawdown Indicators
| RSSX | BITC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.37% | -38.51% | +11.14% |
Max Drawdown (1Y)Largest decline over 1 year | -27.37% | -26.51% | -0.86% |
Max Drawdown (3Y)Largest decline over 3 years | — | -38.51% | — |
Current DrawdownCurrent decline from peak | -15.52% | -26.50% | +10.98% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -16.38% | +9.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.54% | 18.41% | -8.87% |
Volatility
RSSX vs. BITC - Volatility Comparison
Return Stacked U.S. Stocks & Gold/Bitcoin ETF (RSSX) has a higher volatility of 7.61% compared to Bitwise Bitcoin Strategy Optimum Roll ETF (BITC) at 5.92%. This indicates that RSSX's price experiences larger fluctuations and is considered to be riskier than BITC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSSX | BITC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.61% | 5.92% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 26.78% | 19.98% | +6.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.81% | 25.54% | +6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.74% | 46.63% | -14.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.74% | 46.63% | -14.89% |
RSSX vs. BITC - Expense Ratio Comparison
RSSX has a 0.68% expense ratio, which is lower than BITC's 0.88% expense ratio.
Dividends
RSSX vs. BITC - Dividend Comparison
RSSX's dividend yield for the trailing twelve months is around 1.53%, less than BITC's 3.14% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BITC Bitwise Bitcoin Strategy Optimum Roll ETF | 3.14% | 3.36% | 42.68% | 5.82% |
RSSX Return Stacked U.S. Stocks & Gold/Bitcoin ETF | 1.53% | 1.54% | 0.00% | 0.00% |
Frequently Asked Questions
RSSX and BITC have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RSSX has higher volatility (7.61%) compared to BITC (5.92%). In terms of maximum drawdown, RSSX dropped -27.37% vs BITC's -38.51%.
On 1-year performance, RSSX leads with 27.93% vs -15.12% for BITC. On fees, RSSX is cheaper at 0.68% per year. On volatility, BITC has been the lower-risk option at 5.92%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RSSX has performed better with a 27.93% return vs -15.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RSSX is cheaper with a 0.68% expense ratio, compared with 0.88% for BITC.
BITC has the higher dividend yield at 3.14%, compared with 1.53% for RSSX.
RSSX is categorized as Diversified Portfolio, while BITC is Cryptocurrency. They also come from different issuers: Return Stacked and Bitwise. Their fees differ too: 0.68% for RSSX and 0.88% for BITC.
RSSX currently has the higher Sharpe Ratio (0.88 vs -0.59), 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.
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