PortfoliosLab logoPortfoliosLab logo
RZG vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RZG vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap 600® Pure Growth ETF (RZG) and ProShares Short Bitcoin ETF (BITI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RZG achieves a 28.77% return, which is significantly higher than BITI's 25.22% return.


RZG

1D
1.96%
1M
-2.46%
6M
20.37%
YTD
28.77%
1Y
39.31%
3Y*
18.12%
5Y*
6.22%
10Y*
9.98%
ALL TIME*
9.31%

BITI

1D
-1.48%
1M
-4.03%
6M
13.09%
YTD
25.22%
1Y
56.28%
3Y*
-32.35%
5Y*
10Y*
ALL TIME*
-35.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$24.18M$25.87M$38.72M
$1.14M$1.62M$1.03M

RZG vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
RZG
Invesco S&P SmallCap 600® Pure Growth ETF
28.77%10.22%9.84%19.15%5.59%
BITI
ProShares Short Bitcoin ETF
25.22%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between RZG and BITI is -0.43, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.43

Correlation (3Y)
Balances recent behavior with more history.

-0.38

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

-0.39

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RZG vs. BITI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RZG
RZG Risk / Return Rank: 8686
Overall Rank
RZG Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
RZG Sortino Ratio Rank: 8787
Sortino Ratio Rank
RZG Omega Ratio Rank: 7878
Omega Ratio Rank
RZG Calmar Ratio Rank: 9393
Calmar Ratio Rank
RZG Martin Ratio Rank: 8989
Martin Ratio Rank

BITI
BITI Risk / Return Rank: 5151
Overall Rank
BITI Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 5151
Sortino Ratio Rank
BITI Omega Ratio Rank: 4747
Omega Ratio Rank
BITI Calmar Ratio Rank: 6262
Calmar Ratio Rank
BITI Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RZG vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600® Pure Growth ETF (RZG) 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.


RZGBITIDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.34

1.22

+0.12

Calmar ratioReturn relative to maximum drawdown

4.58

2.24

+2.34

Martin ratioReturn relative to average drawdown

14.18

5.45

+8.73

RZG vs. BITI - Sharpe Ratio Comparison

The current RZG Sharpe Ratio is 2.05, which is higher than the BITI Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of RZG 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.


Loading charts...

Drawdowns

RZG vs. BITI - Drawdown Comparison

The maximum RZG drawdown since its inception was -58.52%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for RZG and BITI.


Loading charts...

Drawdown Indicators


RZGBITIDifference

Max Drawdown

Largest peak-to-trough decline

-58.52%

-92.16%

+33.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-25.28%

+16.65%

Max Drawdown (3Y)

Largest decline over 3 years

-25.73%

-84.63%

+58.90%

Max Drawdown (5Y)

Largest decline over 5 years

-38.33%

Max Drawdown (10Y)

Largest decline over 10 years

-54.02%

Current Drawdown

Current decline from peak

-3.99%

-86.33%

+82.34%

Average Drawdown

Average peak-to-trough decline

-12.04%

-68.61%

+56.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

10.37%

-7.59%

Volatility

RZG vs. BITI - Volatility Comparison

The current volatility for Invesco S&P SmallCap 600® Pure Growth ETF (RZG) is 6.10%, while ProShares Short Bitcoin ETF (BITI) has a volatility of 8.93%. This indicates that RZG 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.


Loading charts...

Volatility by Period


RZGBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

8.93%

-2.83%

Volatility (6M)

Calculated over the trailing 6-month period

14.80%

33.35%

-18.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.32%

44.25%

-24.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.05%

52.01%

-28.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.66%

52.01%

-27.35%

RZG vs. BITI - Expense Ratio Comparison

RZG has a 0.35% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

RZG vs. BITI - Dividend Comparison

RZG's dividend yield for the trailing twelve months is around 0.44%, less than BITI's 21.80% yield.


PositionTTM20252024202320222021202020192018201720162015
BITI
ProShares Short Bitcoin ETF
21.80%1.60%3.91%3.33%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RZG
Invesco S&P SmallCap 600® Pure Growth ETF
0.44%0.37%0.95%1.43%1.59%0.22%0.49%0.70%0.46%0.44%0.65%0.70%

Frequently Asked Questions


RZG and BITI have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITI has higher volatility (8.93%) compared to RZG (6.10%). In terms of maximum drawdown, RZG dropped -58.52% vs BITI's -92.16%.

On 3-year performance, RZG leads with 18.12% vs -32.35% for BITI. On fees, RZG is cheaper at 0.35% per year. On volatility, RZG has been the lower-risk option at 6.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, RZG has performed better with a 18.12% return vs -32.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RZG is cheaper with a 0.35% expense ratio, compared with 1.03% for BITI.

BITI has the higher dividend yield at 21.80%, compared with 0.44% for RZG.

RZG is categorized as Small Cap Growth Equities, while BITI is Cryptocurrency. RZG tracks S&P Small Cap 600 Pure Growth, while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.35% for RZG and 1.03% for BITI.

RZG currently has the higher Sharpe Ratio (2.05 vs 1.28), 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 RZG 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.

Open Portfolio Optimizer