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BNDX vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDX vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond ETF (BNDX) 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, BNDX achieves a 1.02% return, which is significantly higher than IBIT's -27.41% return.


BNDX

1D
0.17%
1M
0.85%
YTD
1.02%
6M
1.22%
1Y
2.27%
3Y*
4.32%
5Y*
0.32%
10Y*
1.72%

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)

BNDX vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
BNDX
Vanguard Total International Bond ETF
1.02%2.86%4.57%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between BNDX and IBIT is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.05

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Return for Risk

BNDX vs. IBIT — Risk / Return Rank

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

BNDX
BNDX Risk / Return Rank: 1818
Overall Rank
BNDX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BNDX Omega Ratio Rank: 1818
Omega Ratio Rank
BNDX Calmar Ratio Rank: 1818
Calmar Ratio Rank
BNDX Martin Ratio Rank: 1919
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.

BNDX vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond ETF (BNDX) 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.


BNDXIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+2.12

Omega ratioGain probability vs. loss probability

1.10

0.85

+0.25

Calmar ratioReturn relative to maximum drawdown

0.66

-0.78

+1.44

Martin ratioReturn relative to average drawdown

1.84

-1.37

+3.22

BNDX vs. IBIT - Sharpe Ratio Comparison

The current BNDX Sharpe Ratio is 0.56, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of BNDX 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

BNDX vs. IBIT - Drawdown Comparison

The maximum BNDX drawdown since its inception was -16.23%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for BNDX and IBIT.


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Drawdown Indicators


BNDXIBITDifference

Max Drawdown

Largest peak-to-trough decline

-16.23%

-52.11%

+35.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-52.11%

+49.18%

Max Drawdown (3Y)

Largest decline over 3 years

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-15.86%

Max Drawdown (10Y)

Largest decline over 10 years

-16.23%

Current Drawdown

Current decline from peak

-1.02%

-49.45%

+48.43%

Average Drawdown

Average peak-to-trough decline

-3.10%

-16.53%

+13.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

29.64%

-28.59%

Volatility

BNDX vs. IBIT - Volatility Comparison

The current volatility for Vanguard Total International Bond ETF (BNDX) is 1.49%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that BNDX 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


BNDXIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

12.07%

-10.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

34.45%

-31.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

44.10%

-40.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.89%

50.26%

-45.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.10%

50.26%

-46.16%

BNDX vs. IBIT - Expense Ratio Comparison

BNDX has a 0.07% 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

BNDX vs. IBIT - Dividend Comparison

BNDX's dividend yield for the trailing twelve months is around 4.47%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BNDX
Vanguard Total International Bond ETF
4.47%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
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


BNDX and IBIT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (12.07%) compared to BNDX (1.49%). In terms of maximum drawdown, BNDX dropped -16.23% vs IBIT's -52.11%.

On 1-year performance, BNDX leads with 2.27% vs -39.67% for IBIT. On fees, BNDX is cheaper at 0.07% per year. On volatility, BNDX has been the lower-risk option at 1.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BNDX has performed better with a 2.27% return vs -39.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BNDX is cheaper with a 0.07% expense ratio, compared with 0.25% for IBIT.

BNDX has the higher dividend yield at 4.47%, compared with 0.00% for IBIT.

BNDX is categorized as Global Bonds, while IBIT is Cryptocurrency. BNDX tracks Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged), while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for BNDX and 0.25% for IBIT.

BNDX currently has the higher Sharpe Ratio (0.56 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

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