BTC-USD vs. IBDU
BTC-USD (Bitcoin) is a cryptocurrency, while IBDU (iShares iBonds Dec 2029 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2029 Maturity Corporate Index. Over the past 5 years, BTC-USD returned 10.82%/yr vs 1.16%/yr for IBDU. At a 0.05 correlation, their price movements are largely independent.
Performance
BTC-USD vs. IBDU - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -28.54% return, which is significantly lower than IBDU's 0.41% return.
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
IBDU
- 1D
- 0.04%
- 1M
- -0.23%
- YTD
- 0.41%
- 6M
- 1.01%
- 1Y
- 4.99%
- 3Y*
- 5.81%
- 5Y*
- 1.16%
- 10Y*
- —
BTC-USD vs. IBDU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | -29.44% |
IBDU iShares iBonds Dec 2029 Term Corporate ETF | 0.41% | 7.59% | 3.62% | 8.67% | -13.04% | -2.05% | 10.38% | 2.35% |
Correlation
The correlation between BTC-USD and IBDU is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2019 | 0.05 |
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Return for Risk
BTC-USD vs. IBDU — Risk / Return Rank
BTC-USD
IBDU
BTC-USD vs. IBDU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and iShares iBonds Dec 2029 Term Corporate ETF (IBDU). 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.
| BTC-USD | IBDU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.22 | ||
| Sortino ratioReturn per unit of downside risk | -4.92 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.44 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 3.16 | -3.96 |
| Martin ratioReturn relative to average drawdown | -1.42 | 11.84 | -13.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTC-USD | IBDU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 2.27 | -3.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.20 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.32 | +0.81 |
Drawdowns
BTC-USD vs. IBDU - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than IBDU's maximum drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for BTC-USD and IBDU.
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Drawdown Indicators
| BTC-USD | IBDU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -19.44% | -65.86% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -1.59% | -49.62% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -4.14% | -47.07% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -19.44% | -57.23% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -49.86% | -0.67% | -49.19% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -5.40% | -36.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 0.42% | +34.04% |
Volatility
BTC-USD vs. IBDU - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to iShares iBonds Dec 2029 Term Corporate ETF (IBDU) at 0.58%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than IBDU 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 | IBDU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 0.58% | +11.01% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 1.52% | +33.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 2.21% | +33.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 5.72% | +39.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 7.31% | +49.40% |
Frequently Asked Questions
BTC-USD and IBDU have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.59%) compared to IBDU (0.58%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs IBDU's -19.44%.
IBDU currently has the higher Sharpe Ratio (2.27 vs -0.95), 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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