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BLOK vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLOK vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Blockchain Technology ETF (BLOK) 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, BLOK achieves a 12.57% return, which is significantly higher than IBIT's -27.41% return.


BLOK

1D
1.33%
1M
-2.27%
YTD
12.57%
6M
5.60%
1Y
26.82%
3Y*
50.68%
5Y*
11.50%
10Y*

IBIT

1D
-0.03%
1M
-21.94%
YTD
-27.41%
6M
-29.61%
1Y
-39.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLOK vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
BLOK
Amplify Blockchain Technology ETF
12.57%32.64%56.26%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between BLOK and IBIT is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.74

The correlation between BLOK and IBIT has been stable across timeframes, ranging from 0.74 to 0.75 - a consistent structural relationship.

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Return for Risk

BLOK vs. IBIT — Risk / Return Rank

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

BLOK
BLOK Risk / Return Rank: 2020
Overall Rank
BLOK Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BLOK Sortino Ratio Rank: 2222
Sortino Ratio Rank
BLOK Omega Ratio Rank: 2222
Omega Ratio Rank
BLOK Calmar Ratio Rank: 1919
Calmar Ratio Rank
BLOK Martin Ratio Rank: 1717
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
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.

BLOK vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Blockchain Technology ETF (BLOK) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BLOKIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.38

Omega ratioGain probability vs. loss probability

1.13

0.85

+0.28

Calmar ratioReturn relative to maximum drawdown

0.69

-0.78

+1.47

Martin ratioReturn relative to average drawdown

1.49

-1.37

+2.86

BLOK vs. IBIT - Sharpe Ratio Comparison

The current BLOK Sharpe Ratio is 0.63, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of BLOK 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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Drawdowns

BLOK vs. IBIT - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for BLOK and IBIT.


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Drawdown Indicators


BLOKIBITDifference

Max Drawdown

Largest peak-to-trough decline

-73.33%

-52.11%

-21.22%

Max Drawdown (1Y)

Largest decline over 1 year

-35.64%

-52.11%

+16.47%

Max Drawdown (3Y)

Largest decline over 3 years

-35.64%

Max Drawdown (5Y)

Largest decline over 5 years

-73.33%

Current Drawdown

Current decline from peak

-12.97%

-49.45%

+36.48%

Average Drawdown

Average peak-to-trough decline

-26.03%

-16.53%

-9.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.41%

29.64%

-13.23%

Volatility

BLOK vs. IBIT - Volatility Comparison

Amplify Blockchain Technology ETF (BLOK) has a higher volatility of 13.34% compared to iShares Bitcoin Trust ETF (IBIT) at 12.07%. This indicates that BLOK's price experiences larger fluctuations and is considered to be riskier 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


BLOKIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.34%

12.07%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

30.02%

34.45%

-4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

39.18%

44.10%

-4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.53%

50.26%

-7.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.05%

50.26%

-11.21%

BLOK vs. IBIT - Expense Ratio Comparison

BLOK has a 0.70% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

BLOK vs. IBIT - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.64%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BLOK
Amplify Blockchain Technology ETF
0.64%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BLOK and IBIT have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLOK has higher volatility (13.34%) compared to IBIT (12.07%). In terms of maximum drawdown, BLOK dropped -73.33% vs IBIT's -52.11%.

On 1-year performance, BLOK leads with 26.82% vs -39.67% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IBIT has been the lower-risk option at 12.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BLOK has performed better with a 26.82% return vs -39.67%. 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 0.70% for BLOK.

BLOK has the higher dividend yield at 0.64%, compared with 0.00% for IBIT.

BLOK is categorized as Blockchain, while IBIT is Cryptocurrency. They also come from different issuers: Amplify and iShares. Their fees differ too: 0.70% for BLOK and 0.25% for IBIT.

BLOK currently has the higher Sharpe Ratio (0.63 vs -0.92), 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 BLOK and IBIT

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