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DMXF vs. IBIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DMXF vs. IBIT - Performance Comparison

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

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DMXF vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
DMXF
iShares ESG Advanced MSCI EAFE ETF
0.39%22.07%4.70%
IBIT
iShares Bitcoin Trust ETF
-22.62%-6.41%99.21%

Returns By Period

In the year-to-date period, DMXF achieves a 0.39% return, which is significantly higher than IBIT's -22.62% return.


DMXF

1D
3.51%
1M
-8.10%
YTD
0.39%
6M
2.94%
1Y
17.59%
3Y*
11.83%
5Y*
5.70%
10Y*

IBIT

1D
1.96%
1M
3.31%
YTD
-22.62%
6M
-40.89%
1Y
-17.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DMXF vs. IBIT - Expense Ratio Comparison

DMXF has a 0.12% expense ratio, which is lower than IBIT's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DMXF vs. IBIT — Risk / Return Rank

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

DMXF
DMXF Risk / Return Rank: 5656
Overall Rank
DMXF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DMXF Sortino Ratio Rank: 5757
Sortino Ratio Rank
DMXF Omega Ratio Rank: 5353
Omega Ratio Rank
DMXF Calmar Ratio Rank: 5858
Calmar Ratio Rank
DMXF Martin Ratio Rank: 5757
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 66
Overall Rank
IBIT Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 66
Sortino Ratio Rank
IBIT Omega Ratio Rank: 77
Omega Ratio Rank
IBIT Calmar Ratio Rank: 66
Calmar Ratio Rank
IBIT Martin Ratio Rank: 66
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.

DMXF vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE ETF (DMXF) 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.


DMXFIBITDifference

Sharpe ratio

Return per unit of total volatility

0.94

-0.40

+1.33

Sortino ratio

Return per unit of downside risk

1.44

-0.29

+1.73

Omega ratio

Gain probability vs. loss probability

1.20

0.97

+0.23

Calmar ratio

Return relative to maximum drawdown

1.44

-0.39

+1.83

Martin ratio

Return relative to average drawdown

5.43

-0.83

+6.26

DMXF vs. IBIT - Sharpe Ratio Comparison

The current DMXF Sharpe Ratio is 0.94, which is higher than the IBIT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of DMXF and IBIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DMXFIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

-0.40

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.35

+0.20

Correlation

The correlation between DMXF and IBIT is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DMXF vs. IBIT - Dividend Comparison

DMXF's dividend yield for the trailing twelve months is around 4.83%, while IBIT has not paid dividends to shareholders.


TTM202520242023202220212020
DMXF
iShares ESG Advanced MSCI EAFE ETF
4.83%4.85%2.92%2.29%2.37%1.91%0.31%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DMXF vs. IBIT - Drawdown Comparison

The maximum DMXF drawdown since its inception was -34.52%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for DMXF and IBIT.


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Drawdown Indicators


DMXFIBITDifference

Max Drawdown

Largest peak-to-trough decline

-34.52%

-49.36%

+14.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-49.36%

+37.52%

Max Drawdown (5Y)

Largest decline over 5 years

-34.52%

Current Drawdown

Current decline from peak

-8.42%

-46.11%

+37.69%

Average Drawdown

Average peak-to-trough decline

-7.83%

-14.13%

+6.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

23.09%

-19.94%

Volatility

DMXF vs. IBIT - Volatility Comparison

The current volatility for iShares ESG Advanced MSCI EAFE ETF (DMXF) is 8.07%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.99%. This indicates that DMXF experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DMXFIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

12.99%

-4.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.97%

36.75%

-24.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

45.42%

-26.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

51.26%

-33.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

51.26%

-34.09%