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AIA vs. IBIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIA vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia 50 ETF (AIA) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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AIA vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
AIA
iShares Asia 50 ETF
8.86%47.79%26.64%
IBIT
iShares Bitcoin Trust ETF
-22.62%-6.41%99.21%

Returns By Period

In the year-to-date period, AIA achieves a 8.86% return, which is significantly higher than IBIT's -22.62% return.


AIA

1D
3.98%
1M
-10.06%
YTD
8.86%
6M
14.17%
1Y
50.84%
3Y*
22.77%
5Y*
4.92%
10Y*
11.82%

IBIT

1D
1.96%
1M
3.31%
YTD
-22.62%
6M
-40.89%
1Y
-17.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIA vs. IBIT - Expense Ratio Comparison

AIA has a 0.50% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Return for Risk

AIA vs. IBIT — Risk / Return Rank

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

AIA
AIA Risk / Return Rank: 9090
Overall Rank
AIA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AIA Sortino Ratio Rank: 9090
Sortino Ratio Rank
AIA Omega Ratio Rank: 8989
Omega Ratio Rank
AIA Calmar Ratio Rank: 9191
Calmar Ratio Rank
AIA Martin Ratio Rank: 9191
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 66
Overall Rank
IBIT Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 66
Sortino Ratio Rank
IBIT Omega Ratio Rank: 77
Omega Ratio Rank
IBIT Calmar Ratio Rank: 66
Calmar Ratio Rank
IBIT Martin Ratio Rank: 66
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.

AIA vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) 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.


AIAIBITDifference

Sharpe ratio

Return per unit of total volatility

1.94

-0.40

+2.33

Sortino ratio

Return per unit of downside risk

2.53

-0.29

+2.82

Omega ratio

Gain probability vs. loss probability

1.36

0.97

+0.40

Calmar ratio

Return relative to maximum drawdown

3.03

-0.39

+3.42

Martin ratio

Return relative to average drawdown

11.92

-0.83

+12.75

AIA vs. IBIT - Sharpe Ratio Comparison

The current AIA Sharpe Ratio is 1.94, which is higher than the IBIT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of AIA and IBIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AIAIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

-0.40

+2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.35

-0.10

Correlation

The correlation between AIA and IBIT is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AIA vs. IBIT - Dividend Comparison

AIA's dividend yield for the trailing twelve months is around 2.30%, while IBIT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
AIA
iShares Asia 50 ETF
2.30%2.50%2.78%2.07%2.59%1.54%1.11%2.24%2.49%1.45%2.29%2.88%
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%

Drawdowns

AIA vs. IBIT - Drawdown Comparison

The maximum AIA drawdown since its inception was -60.89%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for AIA and IBIT.


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Drawdown Indicators


AIAIBITDifference

Max Drawdown

Largest peak-to-trough decline

-60.89%

-49.36%

-11.53%

Max Drawdown (1Y)

Largest decline over 1 year

-16.68%

-49.36%

+32.68%

Max Drawdown (5Y)

Largest decline over 5 years

-51.12%

Max Drawdown (10Y)

Largest decline over 10 years

-54.64%

Current Drawdown

Current decline from peak

-10.73%

-46.11%

+35.38%

Average Drawdown

Average peak-to-trough decline

-16.82%

-14.13%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

23.09%

-18.85%

Volatility

AIA vs. IBIT - Volatility Comparison

iShares Asia 50 ETF (AIA) and iShares Bitcoin Trust ETF (IBIT) have volatilities of 12.54% and 12.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIAIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.54%

12.99%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

19.46%

36.75%

-17.29%

Volatility (1Y)

Calculated over the trailing 1-year period

26.39%

45.42%

-19.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.87%

51.26%

-26.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.19%

51.26%

-28.07%