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BITSX vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITSX vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Total U.S. Stock Market Index Fund (BITSX) and Grayscale Bitcoin Trust ETF (GBTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BITSX achieves a 10.88% return, which is significantly higher than GBTC's -27.82% return. Over the past 10 years, BITSX has underperformed GBTC with an annualized return of 15.00%, while GBTC has yielded a comparatively higher 49.21% annualized return.


BITSX

1D
-0.75%
1M
4.00%
YTD
10.88%
6M
10.60%
1Y
27.66%
3Y*
21.94%
5Y*
12.72%
10Y*
15.00%

GBTC

1D
-2.74%
1M
-22.25%
YTD
-27.82%
6M
-31.83%
1Y
-40.35%
3Y*
53.36%
5Y*
9.81%
10Y*
49.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITSX vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BITSX
iShares Total U.S. Stock Market Index Fund
10.88%17.10%23.79%25.97%-19.10%25.50%20.76%31.06%-5.42%20.99%
GBTC
Grayscale Bitcoin Trust ETF
-27.82%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%

Correlation

The correlation between BITSX and GBTC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.28

Over the past year, BITSX and GBTC have become more correlated (0.49) than their long-term average of 0.28, meaning their price movements have been converging.

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Return for Risk

BITSX vs. GBTC — Risk / Return Rank

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

BITSX
BITSX Risk / Return Rank: 6363
Overall Rank
BITSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BITSX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BITSX Omega Ratio Rank: 5656
Omega Ratio Rank
BITSX Calmar Ratio Rank: 6767
Calmar Ratio Rank
BITSX Martin Ratio Rank: 7878
Martin Ratio Rank

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

BITSX vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund (BITSX) and Grayscale Bitcoin Trust ETF (GBTC). 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.


BITSXGBTCDifference
Sharpe ratioReturn per unit of total volatility

+3.21

Sortino ratioReturn per unit of downside risk

+4.44

Omega ratioGain probability vs. loss probability

1.41

0.85

+0.56

Calmar ratioReturn relative to maximum drawdown

3.13

-0.81

+3.94

Martin ratioReturn relative to average drawdown

14.38

-1.40

+15.79

BITSX vs. GBTC - Sharpe Ratio Comparison

The current BITSX Sharpe Ratio is 2.28, which is higher than the GBTC Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of BITSX and GBTC, 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


BITSXGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

-0.93

+3.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.16

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.60

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.65

+0.17

Drawdowns

BITSX vs. GBTC - Drawdown Comparison

The maximum BITSX drawdown since its inception was -34.97%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for BITSX and GBTC.


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Drawdown Indicators


BITSXGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-89.91%

+54.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-49.87%

+41.00%

Max Drawdown (3Y)

Largest decline over 3 years

-19.29%

-49.87%

+30.58%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-85.42%

+60.42%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-89.91%

+54.94%

Current Drawdown

Current decline from peak

-0.75%

-49.87%

+49.12%

Average Drawdown

Average peak-to-trough decline

-4.54%

-43.43%

+38.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

28.81%

-26.88%

Volatility

BITSX vs. GBTC - Volatility Comparison

The current volatility for iShares Total U.S. Stock Market Index Fund (BITSX) is 3.05%, while Grayscale Bitcoin Trust ETF (GBTC) has a volatility of 9.07%. This indicates that BITSX experiences smaller price fluctuations and is considered to be less risky than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITSXGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

9.07%

-6.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

33.86%

-24.70%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

43.69%

-31.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

62.44%

-45.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

82.20%

-63.78%

BITSX vs. GBTC - Expense Ratio Comparison

BITSX has a 0.08% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

BITSX vs. GBTC - Dividend Comparison

BITSX's dividend yield for the trailing twelve months is around 1.02%, while GBTC has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
BITSX
iShares Total U.S. Stock Market Index Fund
1.02%1.10%1.24%1.42%1.59%1.53%1.47%2.11%2.44%2.14%1.51%
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%0.00%

Frequently Asked Questions


BITSX and GBTC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBTC has higher volatility (9.07%) compared to BITSX (3.05%). In terms of maximum drawdown, BITSX dropped -34.97% vs GBTC's -89.91%.

BITSX currently has the higher Sharpe Ratio (2.28 vs -0.93), 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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