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VIXM vs. BITO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIXM vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares VIX Mid-Term Futures ETF (VIXM) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIXM achieves a 1.31% return, which is significantly higher than BITO's -26.37% return.


VIXM

1D
0.39%
1M
-2.34%
YTD
1.31%
6M
-2.83%
1Y
-8.35%
3Y*
-13.22%
5Y*
-13.49%
10Y*
-11.17%

BITO

1D
-2.94%
1M
-18.61%
YTD
-26.37%
6M
-30.81%
1Y
-41.01%
3Y*
25.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIXM vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VIXM
ProShares VIX Mid-Term Futures ETF
1.31%5.60%-13.67%-44.83%-0.69%-0.13%
BITO
ProShares Bitcoin Strategy ETF
-26.37%-11.19%104.45%137.33%-63.91%-31.09%

Correlation

The correlation between VIXM and BITO is -0.36, 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

-0.36

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

-0.27

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2021

-0.34

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Return for Risk

VIXM vs. BITO — Risk / Return Rank

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

VIXM
VIXM Risk / Return Rank: 44
Overall Rank
VIXM Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 55
Sortino Ratio Rank
VIXM Omega Ratio Rank: 44
Omega Ratio Rank
VIXM Calmar Ratio Rank: 44
Calmar Ratio Rank
VIXM Martin Ratio Rank: 44
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 22
Overall Rank
BITO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 22
Sortino Ratio Rank
BITO Omega Ratio Rank: 22
Omega Ratio Rank
BITO Calmar Ratio Rank: 22
Calmar Ratio Rank
BITO Martin Ratio Rank: 22
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.

VIXM vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Mid-Term Futures ETF (VIXM) and ProShares Bitcoin Strategy ETF (BITO). 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.


VIXMBITODifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

0.94

0.85

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.55

-0.82

+0.27

Martin ratioReturn relative to average drawdown

-0.96

-1.41

+0.45

VIXM vs. BITO - Sharpe Ratio Comparison

The current VIXM Sharpe Ratio is -0.44, which is higher than the BITO Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of VIXM and BITO, 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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Sharpe Ratios by Period


VIXMBITODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

-0.95

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.55

-0.09

-0.46

Drawdowns

VIXM vs. BITO - Drawdown Comparison

The maximum VIXM drawdown since its inception was -96.23%, which is greater than BITO's maximum drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for VIXM and BITO.


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Drawdown Indicators


VIXMBITODifference

Max Drawdown

Largest peak-to-trough decline

-96.23%

-77.86%

-18.37%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-50.05%

+34.83%

Max Drawdown (3Y)

Largest decline over 3 years

-41.41%

-50.05%

+8.64%

Max Drawdown (5Y)

Largest decline over 5 years

-63.40%

Max Drawdown (10Y)

Largest decline over 10 years

-75.72%

Current Drawdown

Current decline from peak

-95.75%

-49.22%

-46.53%

Average Drawdown

Average peak-to-trough decline

-81.52%

-36.73%

-44.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.74%

29.09%

-20.35%

Volatility

VIXM vs. BITO - Volatility Comparison

The current volatility for ProShares VIX Mid-Term Futures ETF (VIXM) is 3.19%, while ProShares Bitcoin Strategy ETF (BITO) has a volatility of 9.43%. This indicates that VIXM experiences smaller price fluctuations and is considered to be less risky than BITO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIXMBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

9.43%

-6.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.91%

34.26%

-20.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

43.57%

-24.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.68%

55.11%

-24.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.90%

55.11%

-22.21%

VIXM vs. BITO - Expense Ratio Comparison

VIXM has a 0.85% expense ratio, which is lower than BITO's 0.95% expense ratio.


Dividends

VIXM vs. BITO - Dividend Comparison

VIXM has not paid dividends to shareholders, while BITO's dividend yield for the trailing twelve months is around 67.63%.


PositionTTM202520242023
BITO
ProShares Bitcoin Strategy ETF
67.63%78.29%61.59%15.14%
VIXM
ProShares VIX Mid-Term Futures ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


VIXM and BITO have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITO has higher volatility (9.43%) compared to VIXM (3.19%). In terms of maximum drawdown, VIXM dropped -96.23% vs BITO's -77.86%.

On 3-year performance, BITO leads with 25.27% vs -13.22% for VIXM. On fees, VIXM is cheaper at 0.85% per year. On volatility, VIXM has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BITO has performed better with a 25.27% return vs -13.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIXM is cheaper with a 0.85% expense ratio, compared with 0.95% for BITO.

BITO has the higher dividend yield at 67.63%, compared with 0.00% for VIXM.

VIXM is categorized as Volatility, while BITO is Cryptocurrency. Their fees differ too: 0.85% for VIXM and 0.95% for BITO.

VIXM currently has the higher Sharpe Ratio (-0.44 vs -0.94), 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.

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