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BTCT vs. IWD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BTCT vs. IWD

Last updated Jun 4, 2026

BTCT (BTC Digital Ltd.) is a stock, while IWD (iShares Russell 1000 Value ETF) is Large Cap Value Equities fund tracking the Russell 1000 Value Index. Over the past 5 years, BTCT returned -71.49%/yr vs 10.17%/yr for IWD. At a 0.21 correlation, their price movements are largely independent.

Performance

BTCT vs. IWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BTC Digital Ltd. (BTCT) and iShares Russell 1000 Value ETF (IWD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BTCT achieves a -15.38% return, which is significantly lower than IWD's 14.20% return.

BTCT

1D
-4.35%
1M
-15.38%
YTD
-15.38%
6M
-44.44%
1Y
-67.16%
3Y*
-34.75%
5Y*
-71.49%
10Y*
—

IWD

1D
-0.01%
1M
4.22%
YTD
14.20%
6M
14.76%
1Y
28.16%
3Y*
18.40%
5Y*
10.17%
10Y*
11.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCT vs. IWD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
BTCT
BTC Digital Ltd.		-15.38%-72.80%-0.83%37.40%-97.67%-87.48%-91.45%
IWD
iShares Russell 1000 Value ETF		14.20%15.68%14.17%11.34%-7.75%24.95%40.18%

Correlation

The correlation between BTCT and IWD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2020

0.21

The correlation between BTCT and IWD shifts across timeframes, from 0.21 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

BTC Digital Ltd.

iShares Russell 1000 Value ETF

Often compared with BTCT:
BTCT vs. VOOBTCT vs. QQQBTCT vs. VGTBTCT vs. BTC-USDBTCT vs. BITXBTCT vs. VTIBTCT vs. ^GSPC
Often compared with IWD:
IWD vs. IWFIWD vs. VTVIWD vs. IWBIWD vs. QQQIWD vs. VONVIWD vs. IWVIWD vs. IWR

Return for Risk

BTCT vs. IWD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BTCT
BTCT Risk / Return Rank: 88
Overall Rank
BTCT Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTCT Sortino Ratio Rank: 55
Sortino Ratio Rank
BTCT Omega Ratio Rank: 88
Omega Ratio Rank
BTCT Calmar Ratio Rank: 66
Calmar Ratio Rank
BTCT Martin Ratio Rank: 1313
Martin Ratio Rank
IWD
IWD Risk / Return Rank: 8080
Overall Rank
IWD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IWD Sortino Ratio Rank: 8282
Sortino Ratio Rank
IWD Omega Ratio Rank: 7878
Omega Ratio Rank
IWD Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWD Martin Ratio Rank: 8484
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.

BTCT vs. IWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BTC Digital Ltd. (BTCT) and iShares Russell 1000 Value ETF (IWD). 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.

BTCTIWDDifference
Sharpe ratioReturn per unit of total volatility
-0.88
2.63

-3.50

Sortino ratioReturn per unit of downside risk
-1.55
3.71

-5.26

Omega ratioGain probability vs. loss probability

0.84

1.47

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.90

4.17

-5.07

Martin ratioReturn relative to average drawdown

-1.23

17.46

-18.69

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BTCT vs. IWD - Sharpe Ratio Comparison

The current BTCT Sharpe Ratio is -0.88, which is lower than the IWD Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of BTCT and IWD, 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

BTCTIWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.88

2.63

-3.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

0.69

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.65

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

0.43

-0.88

Drawdowns

BTCT vs. IWD - Drawdown Comparison

The maximum BTCT drawdown since its inception was -99.99%, which is greater than IWD's maximum drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for BTCT and IWD.

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Drawdown Indicators

BTCTIWDDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-60.10%

-39.89%

Max Drawdown (1Y)

Largest decline over 1 year

-74.59%

-6.79%

-67.80%

Max Drawdown (3Y)

Largest decline over 3 years

-94.53%

-15.71%

-78.82%

Max Drawdown (5Y)

Largest decline over 5 years

-99.82%

-19.04%

-80.78%

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.51%

—

Current Drawdown

Current decline from peak

-99.99%

-0.01%

-99.98%

Average Drawdown

Average peak-to-trough decline

-94.86%

-8.65%

-86.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.59%

1.62%

+52.97%

Volatility

BTCT vs. IWD - Volatility Comparison

BTC Digital Ltd. (BTCT) has a higher volatility of 12.24% compared to iShares Russell 1000 Value ETF (IWD) at 2.90%. This indicates that BTCT's price experiences larger fluctuations and is considered to be riskier than IWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BTCTIWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.24%

2.90%

+9.34%

Volatility (6M)

Calculated over the trailing 6-month period

51.97%

8.06%

+43.91%

Volatility (1Y)

Calculated over the trailing 1-year period

76.92%

10.77%

+66.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

186.36%

14.81%

+171.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

174.16%

17.29%

+156.87%

Dividends

BTCT vs. IWD - Dividend Comparison

BTCT has not paid dividends to shareholders, while IWD's dividend yield for the trailing twelve months is around 1.50%.

PositionTTM20252024202320222021202020192018201720162015
BTCT
BTC Digital Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWD
iShares Russell 1000 Value ETF		1.50%1.69%1.87%2.02%2.15%1.62%2.05%2.45%2.71%2.09%2.25%2.47%

Frequently Asked Questions

BTCT and IWD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCT has higher volatility (12.24%) compared to IWD (2.90%). In terms of maximum drawdown, BTCT dropped -99.99% vs IWD's -60.10%.

IWD currently has the higher Sharpe Ratio (2.63 vs -0.88), 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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