PortfoliosLab logoPortfoliosLab logo
AOA vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOA vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 80/20 Aggressive Allocation ETF (AOA) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AOA achieves a 10.13% return, which is significantly higher than IBIT's -27.45% return.


AOA

1D
0.18%
1M
3.39%
YTD
10.13%
6M
10.89%
1Y
24.17%
3Y*
17.70%
5Y*
9.19%
10Y*
10.53%

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)

AOA vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
AOA
iShares Core 80/20 Aggressive Allocation ETF
10.13%19.59%14.12%
IBIT
iShares Bitcoin Trust ETF
-27.45%-6.41%99.21%

Correlation

The correlation between AOA and IBIT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.41

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AOA vs. IBIT — Risk / Return Rank

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

AOA
AOA Risk / Return Rank: 7070
Overall Rank
AOA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AOA Sortino Ratio Rank: 7272
Sortino Ratio Rank
AOA Omega Ratio Rank: 7272
Omega Ratio Rank
AOA Calmar Ratio Rank: 6161
Calmar Ratio Rank
AOA Martin Ratio Rank: 7272
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.

AOA vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 80/20 Aggressive Allocation ETF (AOA) 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.


AOAIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.19

Sortino ratioReturn per unit of downside risk

+4.48

Omega ratioGain probability vs. loss probability

1.42

0.86

+0.57

Calmar ratioReturn relative to maximum drawdown

2.96

-0.80

+3.76

Martin ratioReturn relative to average drawdown

13.13

-1.39

+14.52

AOA vs. IBIT - Sharpe Ratio Comparison

The current AOA Sharpe Ratio is 2.28, which is higher than the IBIT Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of AOA 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.


Loading charts...

Sharpe Ratios by Period


AOAIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

-0.91

+3.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.27

+0.42

Drawdowns

AOA vs. IBIT - Drawdown Comparison

The maximum AOA drawdown since its inception was -28.38%, smaller than the maximum IBIT drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for AOA and IBIT.


Loading charts...

Drawdown Indicators


AOAIBITDifference

Max Drawdown

Largest peak-to-trough decline

-28.38%

-49.47%

+21.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-49.47%

+41.27%

Max Drawdown (3Y)

Largest decline over 3 years

-12.94%

Max Drawdown (5Y)

Largest decline over 5 years

-23.62%

Max Drawdown (10Y)

Largest decline over 10 years

-28.38%

Current Drawdown

Current decline from peak

-0.31%

-49.47%

+49.16%

Average Drawdown

Average peak-to-trough decline

-4.05%

-16.07%

+12.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

28.61%

-26.76%

Volatility

AOA vs. IBIT - Volatility Comparison

The current volatility for iShares Core 80/20 Aggressive Allocation ETF (AOA) is 3.16%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.14%. This indicates that AOA 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.


Loading charts...

Volatility by Period


AOAIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

9.14%

-5.98%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

33.89%

-25.38%

Volatility (1Y)

Calculated over the trailing 1-year period

10.63%

43.76%

-33.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.97%

50.18%

-37.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.54%

50.18%

-36.64%

AOA vs. IBIT - Expense Ratio Comparison

AOA has a 0.15% expense ratio, which is lower than IBIT's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AOA vs. IBIT - Dividend Comparison

AOA's dividend yield for the trailing twelve months is around 2.04%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AOA
iShares Core 80/20 Aggressive Allocation ETF
2.04%2.18%2.30%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.26%2.15%
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


AOA and IBIT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.14%) compared to AOA (3.16%). In terms of maximum drawdown, AOA dropped -28.38% vs IBIT's -49.47%.

On 1-year performance, AOA leads with 24.17% vs -39.60% for IBIT. On fees, AOA is cheaper at 0.15% per year. On volatility, AOA has been the lower-risk option at 3.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AOA has performed better with a 24.17% return vs -39.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AOA is cheaper with a 0.15% expense ratio, compared with 0.25% for IBIT.

AOA has the higher dividend yield at 2.04%, compared with 0.00% for IBIT.

AOA is categorized as Diversified Portfolio, while IBIT is Cryptocurrency. AOA tracks S&P Target Risk Aggressive Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.15% for AOA and 0.25% for IBIT.

AOA currently has the higher Sharpe Ratio (2.28 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.

Portfolio Optimizer

Find the right allocation for AOA and IBIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer