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ECH vs. IBIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECH vs. IBIT - Performance Comparison

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

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ECH vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
ECH
iShares MSCI Chile ETF
0.47%65.41%-1.66%
IBIT
iShares Bitcoin Trust ETF
-22.18%-6.41%99.21%

Returns By Period

In the year-to-date period, ECH achieves a 0.47% return, which is significantly higher than IBIT's -22.18% return.


ECH

1D
2.09%
1M
-2.33%
YTD
0.47%
6M
24.53%
1Y
37.79%
3Y*
15.92%
5Y*
7.90%
10Y*
4.15%

IBIT

1D
0.57%
1M
-1.42%
YTD
-22.18%
6M
-42.10%
1Y
-20.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECH vs. IBIT - Expense Ratio Comparison

ECH has a 0.59% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Return for Risk

ECH vs. IBIT — Risk / Return Rank

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

ECH
ECH Risk / Return Rank: 7272
Overall Rank
ECH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ECH Sortino Ratio Rank: 7676
Sortino Ratio Rank
ECH Omega Ratio Rank: 7070
Omega Ratio Rank
ECH Calmar Ratio Rank: 7474
Calmar Ratio Rank
ECH Martin Ratio Rank: 6161
Martin Ratio Rank

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

ECH vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) 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.


ECHIBITDifference

Sharpe ratio

Return per unit of total volatility

1.50

-0.44

+1.94

Sortino ratio

Return per unit of downside risk

2.00

-0.37

+2.37

Omega ratio

Gain probability vs. loss probability

1.27

0.96

+0.31

Calmar ratio

Return relative to maximum drawdown

2.01

-0.35

+2.37

Martin ratio

Return relative to average drawdown

6.32

-0.75

+7.07

ECH vs. IBIT - Sharpe Ratio Comparison

The current ECH Sharpe Ratio is 1.50, which is higher than the IBIT Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of ECH 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


ECHIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

-0.44

+1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.36

-0.30

Correlation

The correlation between ECH and IBIT is 0.25, 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

ECH vs. IBIT - Dividend Comparison

ECH's dividend yield for the trailing twelve months is around 2.00%, while IBIT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ECH
iShares MSCI Chile ETF
2.00%2.01%3.12%4.77%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%
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

ECH vs. IBIT - Drawdown Comparison

The maximum ECH drawdown since its inception was -74.08%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for ECH and IBIT.


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Drawdown Indicators


ECHIBITDifference

Max Drawdown

Largest peak-to-trough decline

-74.08%

-49.36%

-24.72%

Max Drawdown (1Y)

Largest decline over 1 year

-19.65%

-49.36%

+29.71%

Max Drawdown (5Y)

Largest decline over 5 years

-37.17%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

Current Drawdown

Current decline from peak

-25.34%

-45.80%

+20.46%

Average Drawdown

Average peak-to-trough decline

-37.65%

-14.18%

-23.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

23.27%

-17.01%

Volatility

ECH vs. IBIT - Volatility Comparison

The current volatility for iShares MSCI Chile ETF (ECH) is 10.02%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.95%. This indicates that ECH 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


ECHIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.02%

12.95%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

19.08%

36.76%

-17.68%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

45.40%

-19.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.85%

51.21%

-23.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.05%

51.21%

-24.16%