IBIT
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IBIT iShares Bitcoin Trust | Blockchain | 100% |
Performance
Performance Chart
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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 | 0.68% | 7.17% | -1.66% | 11.63% | 14.34% | 10.88% |
| IBIT | 17.81% | 15.16% | 20.89% | 58.39% | N/A | N/A |
| Portfolio components: | ||||||
IBIT iShares Bitcoin Trust | 17.81% | 15.16% | 20.89% | 58.39% | 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% | -17.00% | -2.28% | 14.31% | 16.80% | 17.81% | |||||||
| 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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 81, IBIT is among the top 19% 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 | 1.11 | 1.72 | 1.20 | 2.03 | 4.45 |
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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.
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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 28.22%, occurring on Apr 8, 2025. Recovery took 29 trading sessions.
The current IBIT drawdown is 1.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.22% | Dec 18, 2024 | 75 | Apr 8, 2025 | 29 | May 20, 2025 | 104 |
| -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 |
| -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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | IBIT | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.36 | 0.36 |
| IBIT | 0.36 | 1.00 | 1.00 |
| Portfolio | 0.36 | 1.00 | 1.00 |