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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.

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Returns By Period

In the year-to-date period, SBIT achieves a 34.85% return, which is significantly higher than BTG-USD's -65.06% return.


SBIT

1D
0.23%
1M
-2.47%
6M
63.43%
YTD
34.85%
1Y
113.57%
3Y*
5Y*
10Y*

BTG-USD

1D
-30.55%
1M
-16.98%
6M
-84.94%
YTD
-65.06%
1Y
-64.05%
3Y*
-73.56%
5Y*
-63.51%
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
34.85%-25.11%-73.74%
BTG-USD
Bitcoin Gold
-65.06%-92.37%-81.18%

Correlation

The correlation between SBIT and BTG-USD is -0.01, 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

-0.01

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

-0.12

The correlation between SBIT and BTG-USD shifts across timeframes, from -0.12 (all time) to -0.01 (1 year), reflecting how their relationship changes across market environments.

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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: 4848
Overall Rank
SBIT Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 4949
Sortino Ratio Rank
SBIT Omega Ratio Rank: 4545
Omega Ratio Rank
SBIT Calmar Ratio Rank: 6060
Calmar Ratio Rank
SBIT Martin Ratio Rank: 4242
Martin Ratio Rank

BTG-USD
BTG-USD Risk / Return Rank: 8787
Overall Rank
BTG-USD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BTG-USD Sortino Ratio Rank: 100100
Sortino Ratio Rank
BTG-USD Omega Ratio Rank: 100100
Omega Ratio Rank
BTG-USD Calmar Ratio Rank: 7575
Calmar Ratio Rank
BTG-USD Martin Ratio Rank: 7575
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.

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.


SBITBTG-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

-4.68

Omega ratioGain probability vs. loss probability

1.24

1.70

-0.46

Calmar ratioReturn relative to maximum drawdown

2.38

-0.69

+3.07

Martin ratioReturn relative to average drawdown

5.38

-1.01

+6.39

SBIT vs. BTG-USD - Sharpe Ratio Comparison

The current SBIT Sharpe Ratio is 1.29, which is higher than the BTG-USD Sharpe Ratio of -0.08. 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.


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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.


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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%

-93.25%

+45.31%

Max Drawdown (3Y)

Largest decline over 3 years

-99.71%

Max Drawdown (5Y)

Largest decline over 5 years

-99.79%

Current Drawdown

Current decline from peak

-78.60%

-99.94%

+21.34%

Average Drawdown

Average peak-to-trough decline

-68.90%

-93.39%

+24.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.21%

67.80%

-46.59%

Volatility

SBIT vs. BTG-USD - Volatility Comparison

The current volatility for Proshares Ultrashort Bitcoin ETF (SBIT) is 21.38%, while Bitcoin Gold (BTG-USD) has a volatility of 124.70%. 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.


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Volatility by Period


SBITBTG-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.38%

124.70%

-103.32%

Volatility (6M)

Calculated over the trailing 6-month period

68.54%

575.50%

-506.96%

Volatility (1Y)

Calculated over the trailing 1-year period

88.33%

681.37%

-593.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.69%

380.15%

-283.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.69%

301.18%

-204.49%

Frequently Asked Questions


SBIT and BTG-USD have a correlation of -0.01, 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 (124.70%) compared to SBIT (21.38%). In terms of maximum drawdown, SBIT dropped -91.35% vs BTG-USD's -99.96%.

SBIT currently has the higher Sharpe Ratio (1.29 vs -0.08), 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

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