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BTCI vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCI vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Bitcoin High Income ETF (BTCI) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCI achieves a -24.80% return, which is significantly higher than IBIT's -27.45% return.


BTCI

1D
-2.67%
1M
-19.78%
YTD
-24.80%
6M
-28.14%
1Y
-34.52%
3Y*
5Y*
10Y*

IBIT

1D
-2.65%
1M
-22.17%
YTD
-27.45%
6M
-31.40%
1Y
-39.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCI vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
BTCI
NEOS Bitcoin High Income ETF
-24.80%-1.09%28.24%
IBIT
iShares Bitcoin Trust ETF
-27.45%-6.41%39.42%

Correlation

The correlation between BTCI and IBIT is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2024

0.99

The correlation between BTCI and IBIT has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

BTCI vs. IBIT — Risk / Return Rank

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

BTCI
BTCI Risk / Return Rank: 22
Overall Rank
BTCI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCI Sortino Ratio Rank: 33
Sortino Ratio Rank
BTCI Omega Ratio Rank: 22
Omega Ratio Rank
BTCI Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCI Martin Ratio Rank: 22
Martin Ratio Rank

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

BTCI vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Bitcoin High Income ETF (BTCI) and iShares Bitcoin Trust ETF (IBIT). 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.


BTCIIBITDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

0.86

0.86

0.00

Calmar ratioReturn relative to maximum drawdown

-0.77

-0.80

+0.03

Martin ratioReturn relative to average drawdown

-1.37

-1.39

+0.01

BTCI vs. IBIT - Sharpe Ratio Comparison

The current BTCI Sharpe Ratio is -0.89, which is comparable to the IBIT Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of BTCI and IBIT, 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


BTCIIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

-0.91

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.27

-0.34

Drawdowns

BTCI vs. IBIT - Drawdown Comparison

The maximum BTCI drawdown since its inception was -44.98%, smaller than the maximum IBIT drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for BTCI and IBIT.


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Drawdown Indicators


BTCIIBITDifference

Max Drawdown

Largest peak-to-trough decline

-44.98%

-49.47%

+4.49%

Max Drawdown (1Y)

Largest decline over 1 year

-44.98%

-49.47%

+4.49%

Current Drawdown

Current decline from peak

-44.39%

-49.47%

+5.08%

Average Drawdown

Average peak-to-trough decline

-15.25%

-16.07%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.20%

28.61%

-3.41%

Volatility

BTCI vs. IBIT - Volatility Comparison

The current volatility for NEOS Bitcoin High Income ETF (BTCI) is 8.15%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.14%. This indicates that BTCI experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCIIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

9.14%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

30.49%

33.89%

-3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

38.98%

43.76%

-4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.12%

50.18%

-10.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.12%

50.18%

-10.06%

BTCI vs. IBIT - Expense Ratio Comparison

BTCI has a 0.99% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

BTCI vs. IBIT - Dividend Comparison

BTCI's dividend yield for the trailing twelve months is around 44.34%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024
BTCI
NEOS Bitcoin High Income ETF
44.34%36.46%6.76%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, BTCI and IBIT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IBIT has higher volatility (9.14%) compared to BTCI (8.15%). In terms of maximum drawdown, BTCI dropped -44.98% vs IBIT's -49.47%.

On 1-year performance, BTCI leads with -34.52% vs -39.60% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, BTCI has been the lower-risk option at 8.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BTCI has performed better with a -34.52% return vs -39.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.99% for BTCI.

BTCI has the higher dividend yield at 44.34%, compared with 0.00% for IBIT.

They also come from different issuers: Neos and iShares. Their fees differ too: 0.99% for BTCI and 0.25% for IBIT.

BTCI currently has the higher Sharpe Ratio (-0.89 vs -0.91), 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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