PortfoliosLab logoPortfoliosLab logo
SBIT vs. BTG-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SBIT vs. BTG-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Ultrashort Bitcoin ETF (SBIT) and Bitcoin Gold (BTG-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SBIT achieves a 59.48% return, which is significantly higher than BTG-USD's -69.73% return.


SBIT

1D
10.35%
1M
76.95%
YTD
59.48%
6M
64.44%
1Y
80.04%
3Y*
5Y*
10Y*

BTG-USD

1D
-32.45%
1M
-64.54%
YTD
-69.73%
6M
-44.71%
1Y
-69.06%
3Y*
-73.49%
5Y*
-67.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBIT vs. BTG-USD - Yearly Performance Comparison


2026 (YTD)20252024
SBIT
Proshares Ultrashort Bitcoin ETF
59.48%-25.11%-73.13%
BTG-USD
Bitcoin Gold
-69.73%-92.37%-79.71%

Correlation

The correlation between SBIT and BTG-USD is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2024

-0.15

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

SBIT vs. BTG-USD — Risk / Return Rank

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

SBIT
SBIT Risk / Return Rank: 3131
Overall Rank
SBIT Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 3333
Sortino Ratio Rank
SBIT Omega Ratio Rank: 3131
Omega Ratio Rank
SBIT Calmar Ratio Rank: 3636
Calmar Ratio Rank
SBIT Martin Ratio Rank: 2626
Martin Ratio Rank

BTG-USD
BTG-USD Risk / Return Rank: 8080
Overall Rank
BTG-USD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BTG-USD Sortino Ratio Rank: 9999
Sortino Ratio Rank
BTG-USD Omega Ratio Rank: 9999
Omega Ratio Rank
BTG-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTG-USD Martin Ratio Rank: 6767
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.

SBIT vs. BTG-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultrashort Bitcoin ETF (SBIT) and Bitcoin Gold (BTG-USD). 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.


SBITBTG-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

-6.29

Omega ratioGain probability vs. loss probability

1.20

1.85

-0.65

Calmar ratioReturn relative to maximum drawdown

1.68

-0.74

+2.41

Martin ratioReturn relative to average drawdown

3.39

-0.95

+4.34

SBIT vs. BTG-USD - Sharpe Ratio Comparison

The current SBIT Sharpe Ratio is 0.92, which is higher than the BTG-USD Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of SBIT and BTG-USD, 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...

Sharpe Ratios by Period


SBITBTG-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

-0.07

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

-0.15

-0.27

Drawdowns

SBIT vs. BTG-USD - Drawdown Comparison

The maximum SBIT drawdown since its inception was -91.35%, smaller than the maximum BTG-USD drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for SBIT and BTG-USD.


Loading charts...

Drawdown Indicators


SBITBTG-USDDifference

Max Drawdown

Largest peak-to-trough decline

-91.35%

-99.96%

+8.61%

Max Drawdown (1Y)

Largest decline over 1 year

-47.94%

-93.80%

+45.86%

Max Drawdown (3Y)

Largest decline over 3 years

-99.67%

Max Drawdown (5Y)

Largest decline over 5 years

-99.77%

Current Drawdown

Current decline from peak

-74.69%

-99.95%

+25.26%

Average Drawdown

Average peak-to-trough decline

-68.58%

-93.34%

+24.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.71%

64.69%

-39.98%

Volatility

SBIT vs. BTG-USD - Volatility Comparison

The current volatility for Proshares Ultrashort Bitcoin ETF (SBIT) is 18.87%, while Bitcoin Gold (BTG-USD) has a volatility of 117.63%. This indicates that SBIT experiences smaller price fluctuations and is considered to be less risky than BTG-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SBITBTG-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.87%

117.63%

-98.76%

Volatility (6M)

Calculated over the trailing 6-month period

67.66%

594.15%

-526.49%

Volatility (1Y)

Calculated over the trailing 1-year period

87.79%

792.69%

-704.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.62%

376.47%

-278.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.62%

300.06%

-202.44%

Frequently Asked Questions


SBIT and BTG-USD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTG-USD has higher volatility (117.63%) compared to SBIT (18.87%). In terms of maximum drawdown, SBIT dropped -91.35% vs BTG-USD's -99.96%.

SBIT currently has the higher Sharpe Ratio (0.92 vs -0.07), 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 SBIT and BTG-USD

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