BTC-USD vs. IB01.L
BTC-USD (Bitcoin) is a cryptocurrency, while IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) is Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. Over the past 5 years, BTC-USD returned 9.74%/yr vs 3.22%/yr for IB01.L. At a correlation of -0.02, they often move in opposite directions.
Performance
BTC-USD vs. IB01.L - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -26.27% return, which is significantly lower than IB01.L's 1.53% return.
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
IB01.L
- 1D
- 0.00%
- 1M
- 0.25%
- YTD
- 1.53%
- 6M
- 1.75%
- 1Y
- 3.93%
- 3Y*
- 4.72%
- 5Y*
- 3.22%
- 10Y*
- —
BTC-USD vs. IB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 84.30% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 1.53% | 4.34% | 5.25% | 4.92% | 1.08% | -0.85% | 0.88% | 2.06% |
Correlation
The correlation between BTC-USD and IB01.L is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2019 | -0.02 |
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Return for Risk
BTC-USD vs. IB01.L — Risk / Return Rank
BTC-USD
IB01.L
BTC-USD vs. IB01.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). 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.
| BTC-USD | IB01.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.81 | ||
| Sortino ratioReturn per unit of downside risk | -37.99 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 7.97 | -7.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 114.57 | -115.34 |
| Martin ratioReturn relative to average drawdown | -1.33 | 566.04 | -567.37 |
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Drawdowns
BTC-USD vs. IB01.L - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than IB01.L's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for BTC-USD and IB01.L.
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Drawdown Indicators
| BTC-USD | IB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -1.28% | -84.02% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -0.03% | -51.18% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -0.09% | -51.12% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -1.15% | -75.52% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -48.27% | 0.00% | -48.27% |
Average DrawdownAverage peak-to-trough decline | -42.36% | -0.24% | -42.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.16% | 0.01% | +35.15% |
Volatility
BTC-USD vs. IB01.L - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.97% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.10%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | IB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.97% | 0.10% | +11.87% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 0.23% | +34.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.59% | 0.33% | +35.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.57% | 0.54% | +44.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 0.79% | +55.82% |
Frequently Asked Questions
BTC-USD and IB01.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for BTC-USD and IB01.L
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