BITO: One-Year Update

June 01, 2023
Celebrating a Year of Leadership in Cryptocurrency ETFs

BITO, the first bitcoin-linked ETF in the United States, has demonstrated its ability to closely track spot bitcoin, despite an extremely volatile period for stocks, bonds, and digital assets during its first year since inception.

After one of the most successful launches in ETF history in October 2021, BITO has continued to perform as designed—and has become the world’s largest and most actively traded cryptocurrency ETF. Meanwhile, hacks of crypto exchanges and lingering questions over whether cryptocurrency brokerage accounts are segregated in the event of bankruptcy, among other issues, have cast a shadow over the spot market's accessibility. That has thrust bitcoin-linked ETFs, like BITO, into the fore as a potential investment vehicle of choice.

Returns Have Been Very Similar to Spot Bitcoin

Returns Have Been Very Similar to Spot Bitcoin

BITO invests in bitcoin futures and does not invest directly in bitcoin.

Source: ProShares and Bloomberg. Bitcoin returns are measured using Bloomberg Galaxy Bitcoin Index (BTC Index). Standardized performance as of 9/30/22 for BITO: since inception (10/18/21): -70.04% (NAV)/-70.03% (Market Price). The performance quoted, including the tracking of spot bitcoin, represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than the original cost. Current performance may be lower or higher than the performance quoted. For standardized returns and performance data current to the most recent month end, call 866-776-5125 or visit ProShares.com. Index performance does not reflect any management fees, transaction costs, or expenses. Indexes are unmanaged and one cannot invest directly in any index.

Falling Roll Costs Signal A Maturing Market

Many did not predict it would play out this way. A year ago, at the time of BITO’s launch, many skeptics believed that the new ETF would substantially underperform spot bitcoin. Their reason: roll costs, or the cost of continually reinvesting in subsequent futures contracts as they expire, would eat into the returns of a bitcoin-linked ETF.

Instead, it was the behavior of the bitcoin futures market that drove BITO’s close tracking to spot bitcoin. In contrast to a spot bitcoin market that many investors have found more challenging to access, the bitcoin futures market has become more inviting– with strong liquidity and contracts that trade on a regulated exchange. In addition, those roll costs have fallen more than 80% since BITO’s launch in October 2021. Keep in mind, roll costs don’t need to be zero for BITO to closely track spot bitcoin. BITO earns interest on its cash balances that helped to offset the roll costs. While this may be a surprise to the skeptics, roll costs that are roughly offset by interest on cash balances is in fact what foundational principles of finance suggest.1

Average Bitcoin Futures Roll Costs, Annualized

Source: Bloomberg, ProShares as of 9/30/23.
World's Largest Cryptocurrency ETF

Investors are taking note of BITO’s ability to deliver a return that is nearly spot-on spot bitcoin. Investor demand and flows into the fund have been solid, even during recent declines in the spot price of bitcoin. Today, BITO is the world’s largest cryptocurrency ETF and the most traded digital asset investment vehicle.

 

Source: Bloomberg. List of Cryptocurrency funds within Exchange Traded Fund universe, which includes exchange traded funds (ETFs), exchange traded notes (ETNs), and exchange traded commodities funds (ETCs). Top four funds by assets as of 9/30/22, in USD $mm. BITO invests in bitcoin futures and does not invest directly in bitcoin.
 
Source: Morningstar U.S. Digital Assets Category. Top four funds by average daily dollar volume change to since inception, 10/18/21-9/30/22 (Bloomberg). List includes open-end investment companies and grantor trusts. “Digital Assets” funds may invest in digital asset futures, spot cryptocurrencies, equities, or other securities and may be actively or passively managed.
An Efficient Crypto Trading Solution

What’s more, BITO is among the top 5% of all US ETFs by average daily dollar volume.2 BITO trades with the tightest spreads of all digital asset investment vehicles3, while other funds that hold spot bitcoin continue to trade at persistent and shifting discounts to their Net Asset Value.

BITO Trading Has Been Robust......And Continues to Maintain Tight Trading Spreads

Source: Bloomberg. Data from 10/18/2021‒9/30/22. Past performance does not guarantee future results.
 
Source: Morningstar U.S. Digital Assets Category. Top four funds by average daily dollar volume since inception, 10/18/21-9/30/22 (Bloomberg). List includes open-end investment companies and grantor trusts. “Digital Assets” funds may invest in digital asset futures, spot cryptocurrencies, equities, or other securities and may be actively or passively managed.
 
1 No arbitrage condition for contract with underlying that provides no income. Hull, J. (2015). Options, Futures, and Other Derivatives (9th ed., ch. 5, pp. 107). Pearson.
2 Source: Bloomberg. Data since inception, 10/18/21-9/30/22. Past performance does not guarantee future results.
3 Source: Morningstar U.S. Digital Asset Category. Average daily dollar volume since inception, 10/18/21-9/30/22 (Bloomberg). List includes open-end investment companies and grantor trusts. “Digital Assets” funds may invest in digital asset futures, spot cryptocurrencies, equities, or other securities and may be actively or passively managed.
 
 
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Important information

Investing involves risk, including the possible loss of principal. Bitcoin and bitcoin futures are a relatively new asset class and the market for bitcoin is subject to rapid changes and uncertainty. Bitcoin and bitcoin futures are subject to unique and substantial risks, including significant price volatility and lack of liquidity. The value of an investment in the ETF could decline significantly and without warning, including to zero. You should be prepared to lose your entire investment.

This ETF is actively managed and invests in bitcoin futures contracts. The ETF does not invest directly in or hold bitcoin. The price and performance of bitcoin futures should be expected to differ from the current “spot” price of bitcoin. These differences could be significant. Bitcoin futures are subject to margin requirements, collateral requirements and other limits that may prevent the ETF from achieving its objective. Margin requirements for futures and costs associated with rolling (buying and selling) futures may have a negative impact on the fund’s performance and its ability to achieve its investment objective.

Bitcoin is largely unregulated and bitcoin investments may be more susceptible to fraud and manipulation than more regulated investments. Bitcoin and bitcoin futures are subject to rapid price swings, including as a result of actions and statements by influencers and the media, changes in the supply of and demand for bitcoin and bitcoin futures contracts, and other factors.

This ETF is non-diversified and concentrates its investments. Non-diversified and narrowly focused investments typically exhibit higher volatility.

Carefully consider the investment objectives, risks, charges and expenses of ProShares before investing. This and other information can be found in the ETF’s summary and full prospectuses on ProShares.com. Read them carefully before investing.

“Spot” price refers to the price of bitcoin that can be purchased immediately.

Shares of any ETF are generally bought and sold at market price (not NAV) and are not individually redeemed from the fund. Brokerage commissions will reduce returns.

ProShares ETFs (ProShares Trust and ProShares Trust II) are distributed by SEI Investments Distribution Co., which is not affiliated with the funds' advisor or sponsor.

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