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TETH vs. SBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TETH vs. SBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 21Shares Ethereum ETF (TETH) and Proshares Ultrashort Bitcoin ETF (SBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TETH achieves a -45.15% return, which is significantly lower than SBIT's 55.04% return.


TETH

1D
3.43%
1M
-19.29%
YTD
-45.15%
6M
-44.28%
1Y
-32.60%
3Y*
5Y*
10Y*

SBIT

1D
-2.15%
1M
40.83%
YTD
55.04%
6M
53.57%
1Y
95.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TETH vs. SBIT - Yearly Performance Comparison


2026 (YTD)20252024
TETH
21Shares Ethereum ETF
-45.15%-11.20%-5.86%
SBIT
Proshares Ultrashort Bitcoin ETF
55.04%-25.11%-64.46%

Correlation

The correlation between TETH and SBIT is -0.88, 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

-0.88

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2024

-0.82

The correlation between TETH and SBIT has been stable across timeframes, ranging from -0.88 to -0.82 - a consistent structural relationship.

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Return for Risk

TETH vs. SBIT — Risk / Return Rank

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

TETH
TETH Risk / Return Rank: 66
Overall Rank
TETH Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TETH Sortino Ratio Rank: 66
Sortino Ratio Rank
TETH Omega Ratio Rank: 66
Omega Ratio Rank
TETH Calmar Ratio Rank: 55
Calmar Ratio Rank
TETH Martin Ratio Rank: 66
Martin Ratio Rank

SBIT
SBIT Risk / Return Rank: 3636
Overall Rank
SBIT Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 3737
Sortino Ratio Rank
SBIT Omega Ratio Rank: 3434
Omega Ratio Rank
SBIT Calmar Ratio Rank: 4545
Calmar Ratio Rank
SBIT Martin Ratio Rank: 3131
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.

TETH vs. SBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 21Shares Ethereum ETF (TETH) and Proshares Ultrashort Bitcoin ETF (SBIT). 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.


TETHSBITDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-2.12

Omega ratioGain probability vs. loss probability

0.96

1.22

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.48

1.99

-2.48

Martin ratioReturn relative to average drawdown

-0.79

4.16

-4.95

TETH vs. SBIT - Sharpe Ratio Comparison

The current TETH Sharpe Ratio is -0.47, which is lower than the SBIT Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of TETH and SBIT, 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

TETH vs. SBIT - Drawdown Comparison

The maximum TETH drawdown since its inception was -67.74%, smaller than the maximum SBIT drawdown of -91.35%. Use the drawdown chart below to compare losses from any high point for TETH and SBIT.


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Drawdown Indicators


TETHSBITDifference

Max Drawdown

Largest peak-to-trough decline

-67.74%

-91.35%

+23.61%

Max Drawdown (1Y)

Largest decline over 1 year

-67.74%

-47.94%

-19.80%

Current Drawdown

Current decline from peak

-66.33%

-75.40%

+9.07%

Average Drawdown

Average peak-to-trough decline

-34.03%

-68.70%

+34.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.19%

22.95%

+18.24%

Volatility

TETH vs. SBIT - Volatility Comparison

The current volatility for 21Shares Ethereum ETF (TETH) is 20.46%, while Proshares Ultrashort Bitcoin ETF (SBIT) has a volatility of 27.01%. This indicates that TETH experiences smaller price fluctuations and is considered to be less risky than SBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TETHSBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.46%

27.01%

-6.55%

Volatility (6M)

Calculated over the trailing 6-month period

46.69%

68.70%

-22.01%

Volatility (1Y)

Calculated over the trailing 1-year period

69.15%

88.70%

-19.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.18%

97.22%

-25.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.18%

97.22%

-25.04%

Dividends

TETH vs. SBIT - Dividend Comparison

TETH's dividend yield for the trailing twelve months is around 0.39%, less than SBIT's 3.03% yield.


PositionTTM20252024
SBIT
Proshares Ultrashort Bitcoin ETF
3.03%0.52%1.00%
TETH
21Shares Ethereum ETF
0.39%0.00%0.00%

Frequently Asked Questions


TETH and SBIT have a correlation of -0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBIT has higher volatility (27.01%) compared to TETH (20.46%). In terms of maximum drawdown, TETH dropped -67.74% vs SBIT's -91.35%.

On 1-year performance, SBIT leads with 95.06% vs -32.60% for TETH. On volatility, TETH has been the lower-risk option at 20.46%. 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 95.06% return vs -32.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SBIT has the higher dividend yield at 3.03%, compared with 0.39% for TETH.

They also come from different issuers: 21Shares and ProShares.

SBIT currently has the higher Sharpe Ratio (1.08 vs -0.47), 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 TETH and SBIT

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