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SBIT vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBIT vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Ultrashort Bitcoin ETF (SBIT) and iShares Bitcoin Trust ETF (IBIT). 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 36.95% return, which is significantly higher than IBIT's -26.49% return.


SBIT

1D
-4.88%
1M
32.33%
YTD
36.95%
6M
39.87%
1Y
60.90%
3Y*
5Y*
10Y*

IBIT

1D
2.47%
1M
-15.04%
YTD
-26.49%
6M
-27.13%
1Y
-37.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBIT vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
SBIT
Proshares Ultrashort Bitcoin ETF
36.95%-25.11%-73.74%
IBIT
iShares Bitcoin Trust ETF
-26.49%-6.41%33.46%

Correlation

The correlation between SBIT and IBIT is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-1.00

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

-1.00

The correlation between SBIT and IBIT has been stable across timeframes, ranging from -1.00 to -0.99 - a consistent structural relationship.

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Return for Risk

SBIT vs. IBIT — Risk / Return Rank

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

SBIT
SBIT Risk / Return Rank: 2424
Overall Rank
SBIT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 2727
Sortino Ratio Rank
SBIT Omega Ratio Rank: 2626
Omega Ratio Rank
SBIT Calmar Ratio Rank: 2727
Calmar Ratio Rank
SBIT Martin Ratio Rank: 2222
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 33
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. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultrashort Bitcoin ETF (SBIT) and iShares Bitcoin Trust ETF (IBIT). 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.


SBITIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.62

Omega ratioGain probability vs. loss probability

1.17

0.87

+0.30

Calmar ratioReturn relative to maximum drawdown

1.28

-0.73

+2.00

Martin ratioReturn relative to average drawdown

2.55

-1.24

+3.80

SBIT vs. IBIT - Sharpe Ratio Comparison

The current SBIT Sharpe Ratio is 0.69, which is higher than the IBIT Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of SBIT and IBIT, 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. IBIT - Drawdown Comparison

The maximum SBIT drawdown since its inception was -91.35%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for SBIT and IBIT.


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Drawdown Indicators


SBITIBITDifference

Max Drawdown

Largest peak-to-trough decline

-91.35%

-52.11%

-39.24%

Max Drawdown (1Y)

Largest decline over 1 year

-47.94%

-52.11%

+4.17%

Current Drawdown

Current decline from peak

-78.27%

-48.80%

-29.47%

Average Drawdown

Average peak-to-trough decline

-68.64%

-16.79%

-51.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.92%

30.41%

-6.49%

Volatility

SBIT vs. IBIT - Volatility Comparison

Proshares Ultrashort Bitcoin ETF (SBIT) has a higher volatility of 25.73% compared to iShares Bitcoin Trust ETF (IBIT) at 13.00%. This indicates that SBIT's price experiences larger fluctuations and is considered to be riskier than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBITIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.73%

13.00%

+12.73%

Volatility (6M)

Calculated over the trailing 6-month period

68.55%

34.53%

+34.02%

Volatility (1Y)

Calculated over the trailing 1-year period

88.33%

44.29%

+44.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.37%

50.21%

+47.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.37%

50.21%

+47.16%

SBIT vs. IBIT - Expense Ratio Comparison

SBIT has a 0.95% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

SBIT vs. IBIT - Dividend Comparison

SBIT's dividend yield for the trailing twelve months is around 3.43%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%
SBIT
Proshares Ultrashort Bitcoin ETF
3.43%0.52%1.00%

Frequently Asked Questions


SBIT and IBIT have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBIT has higher volatility (25.73%) compared to IBIT (13.00%). In terms of maximum drawdown, SBIT dropped -91.35% vs IBIT's -52.11%.

On 1-year performance, SBIT leads with 60.90% vs -37.79% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IBIT has been the lower-risk option at 13.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SBIT has performed better with a 60.90% return vs -37.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.95% for SBIT.

SBIT has the higher dividend yield at 3.43%, compared with 0.00% for IBIT.

SBIT tracks Bloomberg Bitcoin Index (-200%), while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for SBIT and 0.25% for IBIT.

SBIT currently has the higher Sharpe Ratio (0.69 vs -0.86), 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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