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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 61.33% return, which is significantly higher than BTG-USD's -66.35% return.


SBIT

1D
2.31%
1M
56.16%
YTD
61.33%
6M
60.82%
1Y
106.87%
3Y*
5Y*
10Y*

BTG-USD

1D
-15.79%
1M
-17.25%
YTD
-66.35%
6M
-53.17%
1Y
-89.72%
3Y*
-75.60%
5Y*
-63.70%
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
61.33%-25.11%-73.74%
BTG-USD
Bitcoin Gold
-66.35%-92.37%-81.18%

Correlation

The correlation between SBIT and BTG-USD is -0.03, 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

-0.03

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

-0.13

The correlation between SBIT and BTG-USD shifts across timeframes, from -0.13 (all time) to -0.03 (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: 4141
Overall Rank
SBIT Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 4141
Sortino Ratio Rank
SBIT Omega Ratio Rank: 3939
Omega Ratio Rank
SBIT Calmar Ratio Rank: 5252
Calmar Ratio Rank
SBIT Martin Ratio Rank: 3434
Martin Ratio Rank

BTG-USD
BTG-USD Risk / Return Rank: 6767
Overall Rank
BTG-USD Sharpe Ratio Rank: 8888
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: 99
Calmar Ratio Rank
BTG-USD Martin Ratio Rank: 4242
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

+1.31

Sortino ratioReturn per unit of downside risk

-5.18

Omega ratioGain probability vs. loss probability

1.23

1.75

-0.52

Calmar ratioReturn relative to maximum drawdown

2.24

-0.95

+3.19

Martin ratioReturn relative to average drawdown

4.68

-1.21

+5.89

SBIT vs. BTG-USD - Sharpe Ratio Comparison

The current SBIT Sharpe Ratio is 1.21, which is higher than the BTG-USD Sharpe Ratio of -0.10. 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%

-94.51%

+46.57%

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

-74.40%

-99.95%

+25.55%

Average Drawdown

Average peak-to-trough decline

-68.68%

-93.35%

+24.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.94%

64.83%

-41.89%

Volatility

SBIT vs. BTG-USD - Volatility Comparison

The current volatility for Proshares Ultrashort Bitcoin ETF (SBIT) is 26.52%, while Bitcoin Gold (BTG-USD) has a volatility of 163.94%. 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

26.52%

163.94%

-137.42%

Volatility (6M)

Calculated over the trailing 6-month period

68.63%

593.78%

-525.15%

Volatility (1Y)

Calculated over the trailing 1-year period

88.57%

779.18%

-690.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.38%

379.36%

-281.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.38%

301.58%

-204.20%

Frequently Asked Questions


SBIT and BTG-USD have a correlation of -0.03, 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 (163.94%) compared to SBIT (26.52%). In terms of maximum drawdown, SBIT dropped -91.35% vs BTG-USD's -99.96%.

SBIT currently has the higher Sharpe Ratio (1.21 vs -0.10), 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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