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DSI vs. IBIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSI vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI KLD 400 Social ETF (DSI) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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DSI vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
DSI
iShares MSCI KLD 400 Social ETF
-5.70%18.03%21.95%
IBIT
iShares Bitcoin Trust ETF
-22.62%-6.41%99.21%

Returns By Period

In the year-to-date period, DSI achieves a -5.70% return, which is significantly higher than IBIT's -22.62% return.


DSI

1D
3.11%
1M
-5.33%
YTD
-5.70%
6M
-3.27%
1Y
19.52%
3Y*
17.10%
5Y*
10.67%
10Y*
13.59%

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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DSI vs. IBIT - Expense Ratio Comparison

Both DSI and IBIT have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

DSI vs. IBIT — Risk / Return Rank

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

DSI
DSI Risk / Return Rank: 6666
Overall Rank
DSI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DSI Sortino Ratio Rank: 6666
Sortino Ratio Rank
DSI Omega Ratio Rank: 6565
Omega Ratio Rank
DSI Calmar Ratio Rank: 7070
Calmar Ratio Rank
DSI Martin Ratio Rank: 7070
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.

DSI vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI KLD 400 Social ETF (DSI) 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.


DSIIBITDifference

Sharpe ratio

Return per unit of total volatility

1.04

-0.40

+1.44

Sortino ratio

Return per unit of downside risk

1.61

-0.29

+1.90

Omega ratio

Gain probability vs. loss probability

1.23

0.97

+0.26

Calmar ratio

Return relative to maximum drawdown

1.73

-0.39

+2.12

Martin ratio

Return relative to average drawdown

6.82

-0.83

+7.65

DSI vs. IBIT - Sharpe Ratio Comparison

The current DSI Sharpe Ratio is 1.04, which is higher than the IBIT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of DSI 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


DSIIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

-0.40

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.35

+0.16

Correlation

The correlation between DSI and IBIT is 0.40, 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

DSI vs. IBIT - Dividend Comparison

DSI's dividend yield for the trailing twelve months is around 1.00%, while IBIT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
DSI
iShares MSCI KLD 400 Social ETF
1.00%0.92%1.03%1.19%1.39%0.99%1.22%1.40%1.63%1.28%1.51%1.46%
IBIT
iShares Bitcoin Trust 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%

Drawdowns

DSI vs. IBIT - Drawdown Comparison

The maximum DSI drawdown since its inception was -54.23%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for DSI and IBIT.


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Drawdown Indicators


DSIIBITDifference

Max Drawdown

Largest peak-to-trough decline

-54.23%

-49.36%

-4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-49.36%

+37.82%

Max Drawdown (5Y)

Largest decline over 5 years

-28.36%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

Current Drawdown

Current decline from peak

-8.28%

-46.11%

+37.83%

Average Drawdown

Average peak-to-trough decline

-7.58%

-14.13%

+6.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

23.09%

-20.16%

Volatility

DSI vs. IBIT - Volatility Comparison

The current volatility for iShares MSCI KLD 400 Social ETF (DSI) is 5.65%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.99%. This indicates that DSI 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


DSIIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

12.99%

-7.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

36.75%

-26.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

45.42%

-26.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

51.26%

-33.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

51.26%

-32.58%