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VPL vs. SBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPL vs. SBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Pacific ETF (VPL) 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, VPL achieves a 16.05% return, which is significantly lower than SBIT's 37.29% return.


VPL

1D
-1.52%
1M
-8.71%
6M
5.65%
YTD
16.05%
1Y
31.48%
3Y*
16.85%
5Y*
8.49%
10Y*
8.98%
ALL TIME*
6.29%

SBIT

1D
0.94%
1M
-11.45%
6M
45.78%
YTD
37.29%
1Y
111.44%
3Y*
5Y*
10Y*
ALL TIME*
-43.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.26M$34.79M$46.63M
$41.30M$49.16M$63.13M

VPL vs. SBIT - Yearly Performance Comparison


2026 (YTD)20252024
VPL
Vanguard FTSE Pacific ETF
16.05%32.66%-3.09%
SBIT
Proshares Ultrashort Bitcoin ETF
37.29%-25.11%-73.74%

Correlation

The correlation between VPL and SBIT is -0.40, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.40

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

-0.32

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Return for Risk

VPL vs. SBIT — Risk / Return Rank

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

VPL
VPL Risk / Return Rank: 6060
Overall Rank
VPL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 5353
Sortino Ratio Rank
VPL Omega Ratio Rank: 6060
Omega Ratio Rank
VPL Calmar Ratio Rank: 6868
Calmar Ratio Rank
VPL Martin Ratio Rank: 6262
Martin Ratio Rank

SBIT
SBIT Risk / Return Rank: 5555
Overall Rank
SBIT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 5757
Sortino Ratio Rank
SBIT Omega Ratio Rank: 5353
Omega Ratio Rank
SBIT Calmar Ratio Rank: 6767
Calmar Ratio Rank
SBIT Martin Ratio Rank: 4646
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.

VPL vs. SBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) 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.


VPLSBITDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratioReturn relative to maximum drawdown

2.37

2.34

+0.03

Martin ratioReturn relative to average drawdown

7.36

5.18

+2.18

VPL vs. SBIT - Sharpe Ratio Comparison

The current VPL Sharpe Ratio is 1.36, which is comparable to the SBIT Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of VPL 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

VPL vs. SBIT - Drawdown Comparison

The maximum VPL drawdown since its inception was -55.49%, smaller than the maximum SBIT drawdown of -91.35%. Use the drawdown chart below to compare losses from any high point for VPL and SBIT.


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Drawdown Indicators


VPLSBITDifference

Max Drawdown

Largest peak-to-trough decline

-55.49%

-91.35%

+35.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-47.94%

+34.61%

Max Drawdown (3Y)

Largest decline over 3 years

-16.35%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-13.10%

-78.21%

+65.11%

Average Drawdown

Average peak-to-trough decline

-11.59%

-69.04%

+57.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

21.59%

-17.30%

Volatility

VPL vs. SBIT - Volatility Comparison

The current volatility for Vanguard FTSE Pacific ETF (VPL) is 7.84%, while Proshares Ultrashort Bitcoin ETF (SBIT) has a volatility of 18.21%. This indicates that VPL 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


VPLSBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

18.21%

-10.37%

Volatility (6M)

Calculated over the trailing 6-month period

21.18%

67.55%

-46.37%

Volatility (1Y)

Calculated over the trailing 1-year period

23.24%

88.40%

-65.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

96.16%

-77.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

96.16%

-78.50%

VPL vs. SBIT - Expense Ratio Comparison

VPL has a 0.08% expense ratio, which is lower than SBIT's 0.95% expense ratio.


Dividends

VPL vs. SBIT - Dividend Comparison

VPL's dividend yield for the trailing twelve months is around 2.88%, less than SBIT's 4.17% yield.


PositionTTM20252024202320222021202020192018201720162015
SBIT
Proshares Ultrashort Bitcoin ETF
4.17%0.52%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VPL
Vanguard FTSE Pacific ETF
2.88%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Frequently Asked Questions


VPL and SBIT have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBIT has higher volatility (18.21%) compared to VPL (7.84%). In terms of maximum drawdown, VPL dropped -55.49% vs SBIT's -91.35%.

On 1-year performance, SBIT leads with 111.44% vs 31.48% for VPL. On fees, VPL is cheaper at 0.08% per year. On volatility, VPL has been the lower-risk option at 7.84%. 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 111.44% return vs 31.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VPL is cheaper with a 0.08% expense ratio, compared with 0.95% for SBIT.

SBIT has the higher dividend yield at 4.17%, compared with 2.88% for VPL.

VPL is categorized as Asia Pacific Equities, while SBIT is Cryptocurrency. VPL tracks FTSE Developed Asia Pacific Index, while SBIT tracks Bloomberg Bitcoin Index (-200%). They also come from different issuers: Vanguard and ProShares. Their fees differ too: 0.08% for VPL and 0.95% for SBIT.

VPL currently has the higher Sharpe Ratio (1.36 vs 1.27), 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 VPL and SBIT

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