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 30.18% vs -46.35% for IBIT. At a 0.30 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 14.12% return, which is significantly higher than IBIT's -26.32% return.
DVYA
- 1D
- 1.32%
- 1M
- 1.08%
- 6M
- 9.64%
- YTD
- 14.12%
- 1Y
- 30.18%
- 3Y*
- 20.03%
- 5Y*
- 10.48%
- 10Y*
- 6.69%
IBIT
- 1D
- 3.86%
- 1M
- 1.50%
- 6M
- -31.72%
- YTD
- -26.32%
- 1Y
- -46.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DVYA vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DVYA iShares Asia/Pacific Dividend ETF | 14.12% | 30.22% | 6.76% |
IBIT iShares Bitcoin Trust ETF | -26.32% | -6.41% | 89.87% |
Correlation
The correlation between DVYA and IBIT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.30 |
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DVYA | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.33 | ||
| Sortino ratioReturn per unit of downside risk | +4.67 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.83 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | -0.87 | +4.38 |
| Martin ratioReturn relative to average drawdown | 10.40 | -1.41 | +11.81 |
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Drawdowns
DVYA vs. IBIT - Drawdown Comparison
The maximum DVYA drawdown since its inception was -45.61%, smaller than the maximum IBIT drawdown of -53.30%. 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% | -53.30% | +7.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -53.30% | +44.66% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.18% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.61% | — | — |
Current DrawdownCurrent decline from peak | -2.46% | -48.69% | +46.23% |
Average DrawdownAverage peak-to-trough decline | -10.02% | -17.61% | +7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 32.86% | -29.95% |
Volatility
DVYA vs. IBIT - Volatility Comparison
The current volatility for iShares Asia/Pacific Dividend ETF (DVYA) is 3.02%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.82%. 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 | 3.02% | 11.82% | -8.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 35.03% | -24.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 44.48% | -31.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.14% | 49.99% | -34.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 49.99% | -32.59% |
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 4.54%, 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 | 4.54% | 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 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (11.82%) compared to DVYA (3.02%). In terms of maximum drawdown, DVYA dropped -45.61% vs IBIT's -53.30%.
On 1-year performance, DVYA leads with 30.18% vs -46.35% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, DVYA has been the lower-risk option at 3.02%. 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 30.18% return vs -46.35%. 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 4.54%, 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 (2.29 vs -1.05), 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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