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ECNS vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECNS vs. IBIT - Performance Comparison

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

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Returns By Period

In the year-to-date period, ECNS achieves a -4.50% return, which is significantly higher than IBIT's -25.48% return.


ECNS

1D
-2.25%
1M
-6.37%
YTD
-4.50%
6M
-7.48%
1Y
13.77%
3Y*
7.43%
5Y*
-6.97%
10Y*
1.88%

IBIT

1D
-2.76%
1M
-18.50%
YTD
-25.48%
6M
-29.84%
1Y
-38.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECNS vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
ECNS
iShares MSCI China Small-Cap ETF
-4.50%36.49%12.35%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between ECNS 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

0.28

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Return for Risk

ECNS vs. IBIT — Risk / Return Rank

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

ECNS
ECNS Risk / Return Rank: 1919
Overall Rank
ECNS Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ECNS Sortino Ratio Rank: 1919
Sortino Ratio Rank
ECNS Omega Ratio Rank: 2020
Omega Ratio Rank
ECNS Calmar Ratio Rank: 1919
Calmar Ratio Rank
ECNS Martin Ratio Rank: 1616
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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.

ECNS vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China Small-Cap ETF (ECNS) 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.


ECNSIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.23

Omega ratioGain probability vs. loss probability

1.13

0.86

+0.27

Calmar ratioReturn relative to maximum drawdown

0.76

-0.79

+1.55

Martin ratioReturn relative to average drawdown

1.51

-1.36

+2.87

ECNS vs. IBIT - Sharpe Ratio Comparison

The current ECNS Sharpe Ratio is 0.66, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of ECNS and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ECNSIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

-0.89

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.30

-0.27

Drawdowns

ECNS vs. IBIT - Drawdown Comparison

The maximum ECNS drawdown since its inception was -63.43%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for ECNS and IBIT.


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Drawdown Indicators


ECNSIBITDifference

Max Drawdown

Largest peak-to-trough decline

-63.43%

-49.36%

-14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-18.08%

-49.36%

+31.28%

Max Drawdown (3Y)

Largest decline over 3 years

-31.72%

Max Drawdown (5Y)

Largest decline over 5 years

-59.61%

Max Drawdown (10Y)

Largest decline over 10 years

-63.43%

Current Drawdown

Current decline from peak

-38.52%

-48.10%

+9.58%

Average Drawdown

Average peak-to-trough decline

-29.39%

-16.02%

-13.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.14%

28.44%

-19.30%

Volatility

ECNS vs. IBIT - Volatility Comparison

The current volatility for iShares MSCI China Small-Cap ETF (ECNS) is 5.64%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that ECNS 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


ECNSIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

9.50%

-3.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

34.44%

-21.57%

Volatility (1Y)

Calculated over the trailing 1-year period

20.92%

43.73%

-22.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.44%

50.19%

-20.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.90%

50.19%

-24.29%

ECNS vs. IBIT - Expense Ratio Comparison

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


Dividends

ECNS vs. IBIT - Dividend Comparison

ECNS's dividend yield for the trailing twelve months is around 6.49%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ECNS
iShares MSCI China Small-Cap ETF
6.49%6.20%5.98%4.89%3.54%4.87%3.59%3.23%6.16%3.18%4.29%3.58%
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


ECNS 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 ECNS (5.64%). In terms of maximum drawdown, ECNS dropped -63.43% vs IBIT's -49.36%.

On 1-year performance, ECNS leads with 13.77% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, ECNS has been the lower-risk option at 5.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ECNS has performed better with a 13.77% 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 0.59% for ECNS.

ECNS has the higher dividend yield at 6.49%, compared with 0.00% for IBIT.

ECNS is categorized as Asia Pacific Equities, while IBIT is Cryptocurrency. ECNS tracks MSCI China Small Cap Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.59% for ECNS and 0.25% for IBIT.

ECNS currently has the higher Sharpe Ratio (0.66 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.

Portfolio Optimizer

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