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BTCFX vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCFX vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin ProFund Investor (BTCFX) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with BTCFX having a -24.39% return and IBIT slightly lower at -25.48%.


BTCFX

1D
-6.10%
1M
-16.39%
YTD
-24.39%
6M
-29.06%
1Y
-39.91%
3Y*
25.47%
5Y*
10Y*

IBIT

1D
-2.76%
1M
-18.50%
YTD
-25.48%
6M
-29.84%
1Y
-38.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCFX vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
BTCFX
Bitcoin ProFund Investor
-24.39%-11.83%86.21%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between BTCFX and IBIT is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

1.00

The correlation between BTCFX and IBIT has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

BTCFX vs. IBIT — Risk / Return Rank

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

BTCFX
BTCFX Risk / Return Rank: 11
Overall Rank
BTCFX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCFX Sortino Ratio Rank: 11
Sortino Ratio Rank
BTCFX Omega Ratio Rank: 11
Omega Ratio Rank
BTCFX Calmar Ratio Rank: 00
Calmar Ratio Rank
BTCFX Martin Ratio Rank: 11
Martin Ratio Rank

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

BTCFX vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin ProFund Investor (BTCFX) 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.


BTCFXIBITDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

0.86

0.86

0.00

Calmar ratioReturn relative to maximum drawdown

-0.77

-0.79

+0.01

Martin ratioReturn relative to average drawdown

-1.33

-1.36

+0.03

BTCFX vs. IBIT - Sharpe Ratio Comparison

The current BTCFX Sharpe Ratio is -0.89, which is comparable to the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of BTCFX 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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Sharpe Ratios by Period


BTCFXIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

-0.89

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.30

-0.26

Drawdowns

BTCFX vs. IBIT - Drawdown Comparison

The maximum BTCFX drawdown since its inception was -77.89%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for BTCFX and IBIT.


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Drawdown Indicators


BTCFXIBITDifference

Max Drawdown

Largest peak-to-trough decline

-77.89%

-49.36%

-28.53%

Max Drawdown (1Y)

Largest decline over 1 year

-50.35%

-49.36%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-50.35%

Current Drawdown

Current decline from peak

-48.15%

-48.10%

-0.05%

Average Drawdown

Average peak-to-trough decline

-35.94%

-16.02%

-19.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.17%

28.44%

+0.73%

Volatility

BTCFX vs. IBIT - Volatility Comparison

Bitcoin ProFund Investor (BTCFX) and iShares Bitcoin Trust ETF (IBIT) have volatilities of 9.82% and 9.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCFXIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.82%

9.50%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

35.00%

34.44%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

43.90%

43.73%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.42%

50.19%

+5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.42%

50.19%

+5.23%

BTCFX vs. IBIT - Expense Ratio Comparison

BTCFX has a 1.41% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

BTCFX vs. IBIT - Dividend Comparison

BTCFX's dividend yield for the trailing twelve months is around 37.01%, while IBIT has not paid dividends to shareholders.


PositionTTM202520242023
BTCFX
Bitcoin ProFund Investor
37.01%44.62%24.28%10.95%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, BTCFX and IBIT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BTCFX has higher volatility (9.82%) compared to IBIT (9.50%). In terms of maximum drawdown, BTCFX dropped -77.89% vs IBIT's -49.36%.

BTCFX currently has the higher Sharpe Ratio (-0.89 vs -0.89), 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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