EFG vs. IBIT
EFG (iShares MSCI EAFE Growth ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - EFG is a Foreign Large Cap Equities fund tracking the MSCI EAFE Growth 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, EFG returned 14.70% vs -39.60% for IBIT. At a 0.35 correlation, their price movements are largely independent. EFG charges 0.40%/yr vs 0.25%/yr for IBIT.
Performance
EFG vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, EFG achieves a 8.93% return, which is significantly higher than IBIT's -27.45% return.
EFG
- 1D
- 0.94%
- 1M
- 3.79%
- YTD
- 8.93%
- 6M
- 9.83%
- 1Y
- 14.70%
- 3Y*
- 11.46%
- 5Y*
- 4.43%
- 10Y*
- 8.02%
IBIT
- 1D
- -2.65%
- 1M
- -22.17%
- YTD
- -27.45%
- 6M
- -31.40%
- 1Y
- -39.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFG vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 8.93% | 20.70% | 2.68% |
IBIT iShares Bitcoin Trust ETF | -27.45% | -6.41% | 99.21% |
Correlation
The correlation between EFG and IBIT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2024 | 0.35 |
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Return for Risk
EFG vs. IBIT — Risk / Return Rank
EFG
IBIT
EFG vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) 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.
| EFG | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.86 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | -0.80 | +1.96 |
| Martin ratioReturn relative to average drawdown | 4.26 | -1.39 | +5.64 |
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
| EFG | IBIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | -0.91 | +1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.27 | +0.02 |
Drawdowns
EFG vs. IBIT - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.40%, which is greater than IBIT's maximum drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for EFG and IBIT.
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Drawdown Indicators
| EFG | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.40% | -49.47% | -8.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -49.47% | +36.69% |
Max Drawdown (3Y)Largest decline over 3 years | -16.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.78% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -49.47% | +49.47% |
Average DrawdownAverage peak-to-trough decline | -12.15% | -16.07% | +3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 28.61% | -25.15% |
Volatility
EFG vs. IBIT - Volatility Comparison
The current volatility for iShares MSCI EAFE Growth ETF (EFG) is 5.72%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.14%. This indicates that EFG 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
| EFG | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 9.14% | -3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 14.38% | 33.89% | -19.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.08% | 43.76% | -26.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.11% | 50.18% | -32.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 50.18% | -32.49% |
EFG vs. IBIT - Expense Ratio Comparison
EFG has a 0.40% expense ratio, which is higher than IBIT's 0.25% expense ratio.
Dividends
EFG vs. IBIT - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 2.32%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 2.32% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
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
EFG and IBIT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (9.14%) compared to EFG (5.72%). In terms of maximum drawdown, EFG dropped -58.40% vs IBIT's -49.47%.
On 1-year performance, EFG leads with 14.70% vs -39.60% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, EFG has been the lower-risk option at 5.72%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EFG has performed better with a 14.70% return vs -39.60%. 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 0.40% for EFG.
EFG has the higher dividend yield at 2.32%, compared with 0.00% for IBIT.
EFG is categorized as Foreign Large Cap Equities, while IBIT is Cryptocurrency. EFG tracks MSCI EAFE Growth Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.40% for EFG and 0.25% for IBIT.
EFG currently has the higher Sharpe Ratio (0.86 vs -0.91), 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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