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VBK vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBK vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Growth ETF (VBK) 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, VBK achieves a 14.83% return, which is significantly lower than BITI's 24.48% return.


VBK

1D
-1.22%
1M
-1.63%
6M
6.90%
YTD
14.83%
1Y
24.26%
3Y*
14.08%
5Y*
5.24%
10Y*
11.11%

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)

VBK vs. BITI - Yearly Performance Comparison


2026 (YTD)2025202420232022
VBK
Vanguard Small-Cap Growth ETF
14.83%8.50%16.50%21.45%5.29%
BITI
ProShares Short Bitcoin ETF
24.48%-1.76%-62.60%-66.17%3.39%

Correlation

The correlation between VBK and BITI is -0.51, 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

-0.51

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

-0.42

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

-0.44

The correlation between VBK and BITI has been stable across timeframes, ranging from -0.51 to -0.42 - a consistent structural relationship.

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Return for Risk

VBK vs. BITI — Risk / Return Rank

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

VBK
VBK Risk / Return Rank: 4545
Overall Rank
VBK Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VBK Sortino Ratio Rank: 4040
Sortino Ratio Rank
VBK Omega Ratio Rank: 3737
Omega Ratio Rank
VBK Calmar Ratio Rank: 5252
Calmar Ratio Rank
VBK Martin Ratio Rank: 5656
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.

VBK vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth ETF (VBK) 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.


VBKBITIDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratioReturn relative to maximum drawdown

2.13

2.57

-0.44

Martin ratioReturn relative to average drawdown

7.78

6.38

+1.40

VBK vs. BITI - Sharpe Ratio Comparison

The current VBK Sharpe Ratio is 1.21, which is comparable to the BITI Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of VBK 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

VBK vs. BITI - Drawdown Comparison

The maximum VBK drawdown since its inception was -58.68%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for VBK and BITI.


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Drawdown Indicators


VBKBITIDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-92.16%

+33.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-25.28%

+13.84%

Max Drawdown (3Y)

Largest decline over 3 years

-27.54%

-84.63%

+57.09%

Max Drawdown (5Y)

Largest decline over 5 years

-38.39%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

Current Drawdown

Current decline from peak

-5.34%

-86.41%

+81.07%

Average Drawdown

Average peak-to-trough decline

-10.11%

-68.40%

+58.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

10.16%

-7.03%

Volatility

VBK vs. BITI - Volatility Comparison

The current volatility for Vanguard Small-Cap Growth ETF (VBK) is 5.14%, while ProShares Short Bitcoin ETF (BITI) has a volatility of 10.76%. This indicates that VBK 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


VBKBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

10.76%

-5.62%

Volatility (6M)

Calculated over the trailing 6-month period

15.69%

34.28%

-18.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.19%

44.15%

-23.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.66%

52.24%

-28.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.88%

52.24%

-29.36%

VBK vs. BITI - Expense Ratio Comparison

VBK has a 0.05% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

VBK vs. BITI - Dividend Comparison

VBK's dividend yield for the trailing twelve months is around 0.44%, less than BITI's 15.62% yield.


PositionTTM20252024202320222021202020192018201720162015
BITI
ProShares Short Bitcoin ETF
15.62%1.60%3.91%3.33%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBK
Vanguard Small-Cap Growth ETF
0.44%0.54%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%

Frequently Asked Questions


VBK and BITI have a correlation of -0.51, 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 VBK (5.14%). In terms of maximum drawdown, VBK dropped -58.68% vs BITI's -92.16%.

On 3-year performance, VBK leads with 14.08% vs -31.62% for BITI. On fees, VBK is cheaper at 0.05% per year. On volatility, VBK has been the lower-risk option at 5.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VBK has performed better with a 14.08% return vs -31.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VBK is cheaper with a 0.05% expense ratio, compared with 1.03% for BITI.

BITI has the higher dividend yield at 15.62%, compared with 0.44% for VBK.

VBK is categorized as Small Cap Growth Equities, while BITI is Cryptocurrency. VBK tracks CRSP US Small Cap Growth Index, while BITI tracks Bloomberg Bitcoin Index. They also come from different issuers: Vanguard and ProShares. Their fees differ too: 0.05% for VBK and 1.03% for BITI.

BITI currently has the higher Sharpe Ratio (1.47 vs 1.21), 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 VBK and BITI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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