DVYA vs. IBIT
DVYA (iShares Asia/Pacific Dividend ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - DVYA is a Asia Pacific Equities fund tracking the Dow Jones Asia/Pacific Select Dividend 30 Index, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, DVYA returned 39.49% vs -38.74% for IBIT. At a 0.29 correlation, their price movements are largely independent. DVYA charges 0.49%/yr vs 0.25%/yr for IBIT.
Performance
DVYA vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, DVYA achieves a 13.35% return, which is significantly higher than IBIT's -25.48% return.
DVYA
- 1D
- -0.86%
- 1M
- 0.51%
- YTD
- 13.35%
- 6M
- 13.63%
- 1Y
- 39.49%
- 3Y*
- 21.73%
- 5Y*
- 9.88%
- 10Y*
- 7.30%
IBIT
- 1D
- -2.76%
- 1M
- -18.50%
- YTD
- -25.48%
- 6M
- -29.84%
- 1Y
- -38.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DVYA vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DVYA iShares Asia/Pacific Dividend ETF | 13.35% | 30.22% | 6.56% |
IBIT iShares Bitcoin Trust ETF | -25.48% | -6.41% | 99.21% |
Correlation
The correlation between DVYA and IBIT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2024 | 0.29 |
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Return for Risk
DVYA vs. IBIT — Risk / Return Rank
DVYA
IBIT
DVYA vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia/Pacific Dividend ETF (DVYA) 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.
| DVYA | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.94 | ||
| Sortino ratioReturn per unit of downside risk | +5.29 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 0.86 | +0.67 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | -0.79 | +5.38 |
| Martin ratioReturn relative to average drawdown | 16.66 | -1.36 | +18.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DVYA | IBIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.05 | -0.89 | +3.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.30 | +0.01 |
Drawdowns
DVYA vs. IBIT - Drawdown Comparison
The maximum DVYA drawdown since its inception was -45.61%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for DVYA and IBIT.
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Drawdown Indicators
| DVYA | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.61% | -49.36% | +3.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -49.36% | +40.72% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.61% | — | — |
Current DrawdownCurrent decline from peak | -3.11% | -48.10% | +44.99% |
Average DrawdownAverage peak-to-trough decline | -10.06% | -16.02% | +5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 28.44% | -26.06% |
Volatility
DVYA vs. IBIT - Volatility Comparison
The current volatility for iShares Asia/Pacific Dividend ETF (DVYA) is 3.94%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that DVYA 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
| DVYA | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 9.50% | -5.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.44% | 34.44% | -24.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 43.73% | -30.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 50.19% | -35.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 50.19% | -32.64% |
DVYA vs. IBIT - Expense Ratio Comparison
DVYA has a 0.49% expense ratio, which is higher than IBIT's 0.25% expense ratio.
Dividends
DVYA vs. IBIT - Dividend Comparison
DVYA's dividend yield for the trailing twelve months is around 4.33%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVYA iShares Asia/Pacific Dividend ETF | 4.33% | 4.71% | 5.97% | 6.48% | 7.29% | 5.81% | 3.66% | 5.52% | 6.24% | 4.74% | 4.79% | 5.33% |
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% |
Frequently Asked Questions
DVYA and IBIT have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (9.50%) compared to DVYA (3.94%). In terms of maximum drawdown, DVYA dropped -45.61% vs IBIT's -49.36%.
On 1-year performance, DVYA leads with 39.49% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, DVYA has been the lower-risk option at 3.94%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DVYA has performed better with a 39.49% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIT is cheaper with a 0.25% expense ratio, compared with 0.49% for DVYA.
DVYA has the higher dividend yield at 4.33%, compared with 0.00% for IBIT.
DVYA is categorized as Asia Pacific Equities, while IBIT is Cryptocurrency. DVYA tracks Dow Jones Asia/Pacific Select Dividend 30 Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.49% for DVYA and 0.25% for IBIT.
DVYA currently has the higher Sharpe Ratio (3.05 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.
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