PortfoliosLab logoPortfoliosLab logo
BWEB vs. IDGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BWEB vs. IDGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise Web3 ETF (BWEB) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BWEB vs. IDGT - Yearly Performance Comparison


2026 (YTD)2025202420232022
BWEB
Bitwise Web3 ETF
-9.74%27.61%27.37%98.17%-18.17%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
17.03%6.79%26.71%-6.09%0.02%

Returns By Period

In the year-to-date period, BWEB achieves a -9.74% return, which is significantly lower than IDGT's 17.03% return.


BWEB

1D
0.59%
1M
-5.00%
YTD
-9.74%
6M
-21.44%
1Y
29.34%
3Y*
29.25%
5Y*
10Y*

IDGT

1D
1.53%
1M
1.01%
YTD
17.03%
6M
14.68%
1Y
34.93%
3Y*
12.85%
5Y*
8.66%
10Y*
11.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BWEB vs. IDGT - Expense Ratio Comparison

BWEB has a 0.85% expense ratio, which is higher than IDGT's 0.41% expense ratio.


Return for Risk

BWEB vs. IDGT — Risk / Return Rank

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

BWEB
BWEB Risk / Return Rank: 3737
Overall Rank
BWEB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BWEB Sortino Ratio Rank: 4545
Sortino Ratio Rank
BWEB Omega Ratio Rank: 3838
Omega Ratio Rank
BWEB Calmar Ratio Rank: 3636
Calmar Ratio Rank
BWEB Martin Ratio Rank: 2727
Martin Ratio Rank

IDGT
IDGT Risk / Return Rank: 8383
Overall Rank
IDGT Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IDGT Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDGT Omega Ratio Rank: 7777
Omega Ratio Rank
IDGT Calmar Ratio Rank: 8888
Calmar Ratio Rank
IDGT Martin Ratio Rank: 8888
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.

BWEB vs. IDGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Web3 ETF (BWEB) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.


BWEBIDGTDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.63

-0.84

Sortino ratio

Return per unit of downside risk

1.30

2.20

-0.90

Omega ratio

Gain probability vs. loss probability

1.16

1.30

-0.14

Calmar ratio

Return relative to maximum drawdown

1.02

2.94

-1.92

Martin ratio

Return relative to average drawdown

2.41

11.26

-8.85

BWEB vs. IDGT - Sharpe Ratio Comparison

The current BWEB Sharpe Ratio is 0.78, which is lower than the IDGT Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of BWEB and IDGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BWEBIDGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.63

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.15

+0.63

Correlation

The correlation between BWEB and IDGT is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BWEB vs. IDGT - Dividend Comparison

BWEB has not paid dividends to shareholders, while IDGT's dividend yield for the trailing twelve months is around 0.95%.


TTM20252024202320222021202020192018201720162015
BWEB
Bitwise Web3 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%
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
0.95%1.17%1.64%0.37%0.30%0.28%0.60%0.42%0.65%0.57%0.75%0.72%

Drawdowns

BWEB vs. IDGT - Drawdown Comparison

The maximum BWEB drawdown since its inception was -33.74%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for BWEB and IDGT.


Loading graphics...

Drawdown Indicators


BWEBIDGTDifference

Max Drawdown

Largest peak-to-trough decline

-33.74%

-77.95%

+44.21%

Max Drawdown (1Y)

Largest decline over 1 year

-31.61%

-12.23%

-19.38%

Max Drawdown (5Y)

Largest decline over 5 years

-35.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-27.47%

-1.06%

-26.41%

Average Drawdown

Average peak-to-trough decline

-9.44%

-20.04%

+10.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.37%

3.20%

+10.17%

Volatility

BWEB vs. IDGT - Volatility Comparison

Bitwise Web3 ETF (BWEB) has a higher volatility of 12.13% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 8.17%. This indicates that BWEB's price experiences larger fluctuations and is considered to be riskier than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BWEBIDGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.13%

8.17%

+3.96%

Volatility (6M)

Calculated over the trailing 6-month period

27.57%

15.15%

+12.42%

Volatility (1Y)

Calculated over the trailing 1-year period

37.69%

21.60%

+16.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.42%

23.03%

+13.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.42%

23.14%

+13.28%