IBIT
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IBIT iShares Bitcoin Trust | Blockchain | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IBIT, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| IBIT | 5.81% | 0.30% | 73.56% | 132.04% | N/A | N/A |
| Portfolio components: | ||||||
IBIT iShares Bitcoin Trust | 5.81% | 0.30% | 73.56% | 132.04% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of IBIT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 8.78% | 5.81% | |||||||||||
| 2024 | -8.75% | 45.76% | 14.26% | -17.05% | 14.83% | -11.44% | 8.90% | -10.25% | 8.27% | 10.10% | 38.79% | -3.91% | 99.21% |
Expense Ratio
IBIT has an expense ratio of 0.25%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 78, IBIT is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IBIT iShares Bitcoin Trust | 2.28 | 2.84 | 1.33 | 4.68 | 10.75 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the IBIT. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the IBIT was 27.51%, occurring on Sep 6, 2024. Recovery took 43 trading sessions.
The current IBIT drawdown is 7.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.51% | Mar 14, 2024 | 122 | Sep 6, 2024 | 43 | Nov 6, 2024 | 165 |
| -16.18% | Jan 12, 2024 | 7 | Jan 23, 2024 | 13 | Feb 9, 2024 | 20 |
| -12.94% | Dec 18, 2024 | 4 | Dec 23, 2024 | — | — | — |
| -8.62% | Mar 5, 2024 | 1 | Mar 5, 2024 | 3 | Mar 8, 2024 | 4 |
| -8.48% | Nov 25, 2024 | 2 | Nov 26, 2024 | 7 | Dec 6, 2024 | 9 |
Volatility
Volatility Chart
The current IBIT volatility is 12.47%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.