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AAXJ vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAXJ vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI All Country Asia ex-Japan ETF (AAXJ) 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, AAXJ achieves a 31.17% return, which is significantly higher than IBIT's -25.48% return.


AAXJ

1D
-1.06%
1M
10.65%
YTD
31.17%
6M
33.71%
1Y
59.00%
3Y*
24.49%
5Y*
7.04%
10Y*
10.50%

IBIT

1D
-2.76%
1M
-18.50%
YTD
-25.48%
6M
-29.84%
1Y
-38.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAXJ vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
31.17%31.53%14.31%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between AAXJ and IBIT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.35

The correlation between AAXJ and IBIT shifts across timeframes, from 0.35 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AAXJ vs. IBIT — Risk / Return Rank

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

AAXJ
AAXJ Risk / Return Rank: 8484
Overall Rank
AAXJ Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AAXJ Sortino Ratio Rank: 8383
Sortino Ratio Rank
AAXJ Omega Ratio Rank: 8585
Omega Ratio Rank
AAXJ Calmar Ratio Rank: 8282
Calmar Ratio Rank
AAXJ Martin Ratio Rank: 8282
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.

AAXJ vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI All Country Asia ex-Japan ETF (AAXJ) 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.


AAXJIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.82

Sortino ratioReturn per unit of downside risk

+5.00

Omega ratioGain probability vs. loss probability

1.53

0.86

+0.67

Calmar ratioReturn relative to maximum drawdown

4.34

-0.79

+5.13

Martin ratioReturn relative to average drawdown

16.76

-1.36

+18.12

AAXJ vs. IBIT - Sharpe Ratio Comparison

The current AAXJ Sharpe Ratio is 2.93, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of AAXJ 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


AAXJIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.93

-0.89

+3.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.30

-0.01

Drawdowns

AAXJ vs. IBIT - Drawdown Comparison

The maximum AAXJ drawdown since its inception was -49.37%, roughly equal to the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for AAXJ and IBIT.


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Drawdown Indicators


AAXJIBITDifference

Max Drawdown

Largest peak-to-trough decline

-49.37%

-49.36%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.66%

-49.36%

+35.70%

Max Drawdown (3Y)

Largest decline over 3 years

-19.74%

Max Drawdown (5Y)

Largest decline over 5 years

-40.74%

Max Drawdown (10Y)

Largest decline over 10 years

-44.52%

Current Drawdown

Current decline from peak

-1.06%

-48.10%

+47.04%

Average Drawdown

Average peak-to-trough decline

-14.03%

-16.02%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

28.44%

-24.91%

Volatility

AAXJ vs. IBIT - Volatility Comparison

The current volatility for iShares MSCI All Country Asia ex-Japan ETF (AAXJ) is 8.93%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that AAXJ 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


AAXJIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.93%

9.50%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

17.46%

34.44%

-16.98%

Volatility (1Y)

Calculated over the trailing 1-year period

20.25%

43.73%

-23.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

50.19%

-30.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%

50.19%

-29.94%

AAXJ vs. IBIT - Expense Ratio Comparison

AAXJ has a 0.68% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

AAXJ vs. IBIT - Dividend Comparison

AAXJ's dividend yield for the trailing twelve months is around 1.38%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
1.38%1.81%1.86%1.95%1.74%2.21%1.06%1.83%2.10%1.99%1.77%2.44%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AAXJ and IBIT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.50%) compared to AAXJ (8.93%). In terms of maximum drawdown, AAXJ dropped -49.37% vs IBIT's -49.36%.

On 1-year performance, AAXJ leads with 59.00% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, AAXJ has been the lower-risk option at 8.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AAXJ has performed better with a 59.00% return vs -38.74%. 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 0.68% for AAXJ.

AAXJ has the higher dividend yield at 1.38%, compared with 0.00% for IBIT.

AAXJ is categorized as Asia Pacific Equities, while IBIT is Cryptocurrency. AAXJ tracks MSCI All Country Asia ex Japan Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.68% for AAXJ and 0.25% for IBIT.

AAXJ currently has the higher Sharpe Ratio (2.93 vs -0.89), 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

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