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SBIT vs. ICVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBIT vs. ICVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Ultrashort Bitcoin ETF (SBIT) and iShares Convertible Bond ETF (ICVT). 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 45.97% return, which is significantly higher than ICVT's 24.42% return.


SBIT

1D
6.59%
1M
41.04%
YTD
45.97%
6M
46.69%
1Y
71.04%
3Y*
5Y*
10Y*

ICVT

1D
-1.95%
1M
3.04%
YTD
24.42%
6M
22.70%
1Y
40.17%
3Y*
20.04%
5Y*
6.76%
10Y*
14.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBIT vs. ICVT - Yearly Performance Comparison


2026 (YTD)20252024
SBIT
Proshares Ultrashort Bitcoin ETF
45.97%-25.11%-73.74%
ICVT
iShares Convertible Bond ETF
24.42%18.10%8.69%

Correlation

The correlation between SBIT and ICVT is -0.56, 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

-0.56

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

-0.53

The correlation between SBIT and ICVT has been stable across timeframes, ranging from -0.56 to -0.53 - a consistent structural relationship.

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Return for Risk

SBIT vs. ICVT — Risk / Return Rank

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

SBIT
SBIT Risk / Return Rank: 2828
Overall Rank
SBIT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 3131
Sortino Ratio Rank
SBIT Omega Ratio Rank: 2929
Omega Ratio Rank
SBIT Calmar Ratio Rank: 3131
Calmar Ratio Rank
SBIT Martin Ratio Rank: 2525
Martin Ratio Rank

ICVT
ICVT Risk / Return Rank: 8484
Overall Rank
ICVT Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ICVT Sortino Ratio Rank: 7878
Sortino Ratio Rank
ICVT Omega Ratio Rank: 8181
Omega Ratio Rank
ICVT Calmar Ratio Rank: 9090
Calmar Ratio Rank
ICVT Martin Ratio Rank: 8888
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. ICVT - Risk-Adjusted Trends Comparison

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


SBITICVTDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

1.19

1.46

-0.27

Calmar ratioReturn relative to maximum drawdown

1.49

5.35

-3.86

Martin ratioReturn relative to average drawdown

3.11

18.22

-15.11

SBIT vs. ICVT - Sharpe Ratio Comparison

The current SBIT Sharpe Ratio is 0.81, which is lower than the ICVT Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of SBIT and ICVT, 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. ICVT - Drawdown Comparison

The maximum SBIT drawdown since its inception was -91.35%, which is greater than ICVT's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for SBIT and ICVT.


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Drawdown Indicators


SBITICVTDifference

Max Drawdown

Largest peak-to-trough decline

-91.35%

-33.25%

-58.10%

Max Drawdown (1Y)

Largest decline over 1 year

-47.94%

-7.55%

-40.39%

Max Drawdown (3Y)

Largest decline over 3 years

-11.22%

Max Drawdown (5Y)

Largest decline over 5 years

-29.95%

Max Drawdown (10Y)

Largest decline over 10 years

-33.25%

Current Drawdown

Current decline from peak

-76.84%

-1.95%

-74.89%

Average Drawdown

Average peak-to-trough decline

-68.66%

-9.46%

-59.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.93%

2.21%

+21.72%

Volatility

SBIT vs. ICVT - Volatility Comparison

Proshares Ultrashort Bitcoin ETF (SBIT) has a higher volatility of 26.11% compared to iShares Convertible Bond ETF (ICVT) at 7.08%. This indicates that SBIT's price experiences larger fluctuations and is considered to be riskier than ICVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBITICVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.11%

7.08%

+19.03%

Volatility (6M)

Calculated over the trailing 6-month period

68.77%

13.10%

+55.67%

Volatility (1Y)

Calculated over the trailing 1-year period

88.37%

15.68%

+72.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.39%

13.51%

+83.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.39%

15.61%

+81.78%

SBIT vs. ICVT - Expense Ratio Comparison

SBIT has a 0.95% expense ratio, which is higher than ICVT's 0.20% expense ratio.


Dividends

SBIT vs. ICVT - Dividend Comparison

SBIT's dividend yield for the trailing twelve months is around 3.21%, more than ICVT's 1.30% yield.


PositionTTM20252024202320222021202020192018201720162015
ICVT
iShares Convertible Bond ETF
1.30%1.73%2.19%1.85%1.93%7.70%3.98%1.86%4.82%2.56%3.06%1.57%
SBIT
Proshares Ultrashort Bitcoin ETF
3.21%0.52%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SBIT and ICVT have a correlation of -0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBIT has higher volatility (26.11%) compared to ICVT (7.08%). In terms of maximum drawdown, SBIT dropped -91.35% vs ICVT's -33.25%.

On 1-year performance, SBIT leads with 71.04% vs 40.17% for ICVT. On fees, ICVT is cheaper at 0.20% per year. On volatility, ICVT has been the lower-risk option at 7.08%. 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 71.04% return vs 40.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICVT is cheaper with a 0.20% expense ratio, compared with 0.95% for SBIT.

SBIT has the higher dividend yield at 3.21%, compared with 1.30% for ICVT.

SBIT is categorized as Cryptocurrency, while ICVT is Preferred Stock/Convertible Bonds. SBIT tracks Bloomberg Bitcoin Index (-200%), while ICVT tracks Bloomberg U.S. Convertible Cash Pay Bond > $250MM Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for SBIT and 0.20% for ICVT.

ICVT currently has the higher Sharpe Ratio (2.57 vs 0.81), 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 ICVT

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