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TILT vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TILT vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) and ProShares Short Bitcoin ETF (BITI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TILT achieves a 11.64% return, which is significantly lower than BITI's 28.75% return.


TILT

1D
-0.58%
1M
1.27%
6M
8.81%
YTD
11.64%
1Y
22.97%
3Y*
18.79%
5Y*
11.68%
10Y*
13.71%

BITI

1D
2.65%
1M
1.46%
6M
34.68%
YTD
28.75%
1Y
68.34%
3Y*
-30.65%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TILT vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
TILT
FlexShares Morningstar US Market Factor Tilt Index Fund
11.64%16.59%19.88%24.70%6.03%
BITI
ProShares Short Bitcoin ETF
28.75%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between TILT and BITI is -0.47, 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

-0.47

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

-0.38

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

-0.40

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Return for Risk

TILT vs. BITI — Risk / Return Rank

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

TILT
TILT Risk / Return Rank: 7272
Overall Rank
TILT Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TILT Sortino Ratio Rank: 7171
Sortino Ratio Rank
TILT Omega Ratio Rank: 7070
Omega Ratio Rank
TILT Calmar Ratio Rank: 6868
Calmar Ratio Rank
TILT Martin Ratio Rank: 7878
Martin Ratio Rank

BITI
BITI Risk / Return Rank: 5757
Overall Rank
BITI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 5555
Sortino Ratio Rank
BITI Omega Ratio Rank: 5050
Omega Ratio Rank
BITI Calmar Ratio Rank: 6868
Calmar Ratio Rank
BITI Martin Ratio Rank: 5151
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.

TILT vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) 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.


TILTBITIDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratioReturn relative to maximum drawdown

2.71

2.72

-0.01

Martin ratioReturn relative to average drawdown

11.64

6.78

+4.86

TILT vs. BITI - Sharpe Ratio Comparison

The current TILT Sharpe Ratio is 1.83, which is comparable to the BITI Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of TILT 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

TILT vs. BITI - Drawdown Comparison

The maximum TILT drawdown since its inception was -38.46%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for TILT and BITI.


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Drawdown Indicators


TILTBITIDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-92.16%

+53.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-25.28%

+16.77%

Max Drawdown (3Y)

Largest decline over 3 years

-19.85%

-84.63%

+64.78%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

Max Drawdown (10Y)

Largest decline over 10 years

-38.46%

Current Drawdown

Current decline from peak

-0.58%

-85.94%

+85.36%

Average Drawdown

Average peak-to-trough decline

-4.21%

-68.34%

+64.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

10.11%

-8.13%

Volatility

TILT vs. BITI - Volatility Comparison

The current volatility for FlexShares Morningstar US Market Factor Tilt Index Fund (TILT) is 3.51%, while ProShares Short Bitcoin ETF (BITI) has a volatility of 11.38%. This indicates that TILT 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


TILTBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

11.38%

-7.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

34.25%

-24.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.63%

44.14%

-31.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

52.28%

-34.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

52.28%

-33.59%

TILT vs. BITI - Expense Ratio Comparison

TILT has a 0.25% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

TILT vs. BITI - Dividend Comparison

TILT's dividend yield for the trailing twelve months is around 1.08%, less than BITI's 15.10% yield.


PositionTTM20252024202320222021202020192018201720162015
BITI
ProShares Short Bitcoin ETF
15.10%1.60%3.91%3.33%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TILT
FlexShares Morningstar US Market Factor Tilt Index Fund
1.08%1.15%1.23%1.44%1.60%1.16%1.49%1.54%1.97%1.55%1.60%1.98%

Frequently Asked Questions


TILT and BITI have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITI has higher volatility (11.38%) compared to TILT (3.51%). In terms of maximum drawdown, TILT dropped -38.46% vs BITI's -92.16%.

On 3-year performance, TILT leads with 18.79% vs -30.65% for BITI. On fees, TILT is cheaper at 0.25% per year. On volatility, TILT has been the lower-risk option at 3.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TILT has performed better with a 18.79% return vs -30.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TILT is cheaper with a 0.25% expense ratio, compared with 1.03% for BITI.

BITI has the higher dividend yield at 15.10%, compared with 1.08% for TILT.

TILT is categorized as Large Cap Blend Equities, while BITI is Cryptocurrency. TILT tracks Morningstar US Market Factor Tilt Index, while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: FlexShares and ProShares. Their fees differ too: 0.25% for TILT and 1.03% for BITI.

TILT currently has the higher Sharpe Ratio (1.83 vs 1.56), 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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