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SMHB vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMHB vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB) and ProShares Short Bitcoin ETF (BITI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SMHB having a 24.52% return and BITI slightly lower at 24.48%.


SMHB

1D
2.15%
1M
13.18%
6M
7.32%
YTD
24.52%
1Y
15.34%
3Y*
7.36%
5Y*
-2.05%
10Y*

BITI

1D
1.13%
1M
1.49%
6M
35.86%
YTD
24.48%
1Y
64.61%
3Y*
-31.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMHB vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
SMHB
ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B
24.52%-7.75%-15.85%35.96%-2.69%
BITI
ProShares Short Bitcoin ETF
24.48%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between SMHB and BITI is -0.20, 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

-0.20

Correlation (3Y)
Calculated over the trailing 3-year period

-0.22

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2022

-0.26

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Return for Risk

SMHB vs. BITI — Risk / Return Rank

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

SMHB
SMHB Risk / Return Rank: 1818
Overall Rank
SMHB Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SMHB Sortino Ratio Rank: 1919
Sortino Ratio Rank
SMHB Omega Ratio Rank: 1717
Omega Ratio Rank
SMHB Calmar Ratio Rank: 1818
Calmar Ratio Rank
SMHB Martin Ratio Rank: 1818
Martin Ratio Rank

BITI
BITI Risk / Return Rank: 5252
Overall Rank
BITI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 5050
Sortino Ratio Rank
BITI Omega Ratio Rank: 4646
Omega Ratio Rank
BITI Calmar Ratio Rank: 6464
Calmar Ratio Rank
BITI Martin Ratio Rank: 4848
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.

SMHB vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB) and ProShares Short Bitcoin ETF (BITI). 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.


SMHBBITIDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.10

1.25

-0.15

Calmar ratioReturn relative to maximum drawdown

0.61

2.57

-1.96

Martin ratioReturn relative to average drawdown

1.49

6.38

-4.89

SMHB vs. BITI - Sharpe Ratio Comparison

The current SMHB Sharpe Ratio is 0.41, which is lower than the BITI Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SMHB and BITI, 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

SMHB vs. BITI - Drawdown Comparison

The maximum SMHB drawdown since its inception was -90.30%, roughly equal to the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for SMHB and BITI.


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Drawdown Indicators


SMHBBITIDifference

Max Drawdown

Largest peak-to-trough decline

-90.30%

-92.16%

+1.86%

Max Drawdown (1Y)

Largest decline over 1 year

-25.16%

-25.28%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-45.05%

-84.63%

+39.58%

Max Drawdown (5Y)

Largest decline over 5 years

-58.11%

Current Drawdown

Current decline from peak

-31.46%

-86.41%

+54.95%

Average Drawdown

Average peak-to-trough decline

-37.19%

-68.40%

+31.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.32%

10.16%

+0.16%

Volatility

SMHB vs. BITI - Volatility Comparison

The current volatility for ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B (SMHB) is 9.96%, while ProShares Short Bitcoin ETF (BITI) has a volatility of 10.76%. This indicates that SMHB experiences smaller price fluctuations and is considered to be less risky than BITI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMHBBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.96%

10.76%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

24.37%

34.28%

-9.91%

Volatility (1Y)

Calculated over the trailing 1-year period

37.25%

44.15%

-6.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.95%

52.24%

-3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.93%

52.24%

+13.69%

SMHB vs. BITI - Expense Ratio Comparison

SMHB has a 0.85% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

SMHB vs. BITI - Dividend Comparison

SMHB's dividend yield for the trailing twelve months is around 18.21%, more than BITI's 15.62% yield.


PositionTTM20252024202320222021202020192018
BITI
ProShares Short Bitcoin ETF
15.62%1.60%3.91%3.33%0.06%0.00%0.00%0.00%0.00%
SMHB
ETRACS 2xMonthly Pay Leveraged US Small Cap High Dividend ETN Series B
18.21%22.22%21.95%15.27%24.18%12.22%16.86%19.97%0.91%

Frequently Asked Questions


SMHB and BITI have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITI has higher volatility (10.76%) compared to SMHB (9.96%). In terms of maximum drawdown, SMHB dropped -90.30% vs BITI's -92.16%.

On 3-year performance, SMHB leads with 7.36% vs -31.62% for BITI. On fees, SMHB is cheaper at 0.85% per year. On volatility, SMHB has been the lower-risk option at 9.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SMHB has performed better with a 7.36% return vs -31.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMHB is cheaper with a 0.85% expense ratio, compared with 1.03% for BITI.

SMHB has the higher dividend yield at 18.21%, compared with 15.62% for BITI.

SMHB is categorized as Leveraged Equities, while BITI is Cryptocurrency. SMHB tracks Solactive US Small Cap High Dividend Index (200%), while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: UBS and ProShares. Their fees differ too: 0.85% for SMHB and 1.03% for BITI.

BITI currently has the higher Sharpe Ratio (1.47 vs 0.41), 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 SMHB and BITI

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