EFV vs. IBIT

Last updated Aug 4, 2026

EFV (iShares MSCI EAFE Value ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - EFV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index (Net), while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, EFV returned 34.58% vs -43.69% for IBIT. Their 0.28 correlation means their historical movements had little consistent relationship. EFV charges 0.31%/yr vs 0.25%/yr for IBIT.

Performance

EFV vs. IBIT - Performance Comparison

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

Returns By Period

In the year-to-date period, EFV achieves a 16.57% return, which is significantly higher than IBIT's -27.17% return.

EFV

• 1D: 0.26%
• 1M: 4.16%
• 6M: 9.61%
• YTD: 16.57%
• 1Y: 34.58%
• 3Y*: 23.11%
• 5Y*: 14.34%
• 10Y*: 10.51%
• ALL TIME*: 6.15%

IBIT

• 1D: 1.46%
• 1M: 3.70%
• 6M: -18.23%
• YTD: -27.17%
• 1Y: -43.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 10.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EFV iShares MSCI EAFE Value ETF	$246.44M	$344.02M	$395.70M
IBIT iShares Bitcoin Trust ETF	$1.33B	$1.34B	$1.65B

EFV vs. IBIT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EFV iShares MSCI EAFE Value ETF	16.57%	42.22%	5.67%
IBIT iShares Bitcoin Trust ETF	-27.17%	-6.41%	89.87%

Correlation

The correlation between EFV and IBIT is 0.36, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.36
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024	0.28

Return for Risk

EFV vs. IBIT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EFV

EFV Risk / Return Rank: 88
EFV Sharpe Ratio Rank: 92
EFV Sortino Ratio Rank: 91
EFV Omega Ratio Rank: 91
EFV Calmar Ratio Rank: 84
EFV Martin Ratio Rank: 84

IBIT

IBIT Risk / Return Rank: 2
IBIT Sharpe Ratio Rank: 2
IBIT Sortino Ratio Rank: 2
IBIT Omega Ratio Rank: 2
IBIT Calmar Ratio Rank: 2
IBIT Martin Ratio Rank: 3

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EFV vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) 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.

	EFV	IBIT	Difference
Sharpe ratio: Return per unit of total volatility	2.42	-0.99	+3.41
Sortino ratio: Return per unit of downside risk	3.32	-1.44	+4.77
Omega ratio: Gain probability vs. loss probability	1.43	0.84	+0.59
Calmar ratio: Return relative to maximum drawdown	3.19	-0.82	+4.01
Martin ratio: Return relative to average drawdown	11.90	-1.26	+13.16

EFV vs. IBIT - Sharpe Ratio Comparison

The current EFV Sharpe Ratio is 2.42, which is higher than the IBIT Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of EFV 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.

Drawdowns

EFV vs. IBIT - Drawdown Comparison

The maximum EFV drawdown since its inception was -63.94%, which is greater than IBIT's maximum drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for EFV and IBIT.

Drawdown Indicators

	EFV	IBIT	Difference
Max Drawdown Largest peak-to-trough decline	-63.94%	-53.30%	-10.64%
Max Drawdown (1Y) Largest decline over 1 year	-10.90%	-53.30%	+42.40%
Max Drawdown (3Y) Largest decline over 3 years	-13.72%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.84%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-43.16%	—	—
Current Drawdown Current decline from peak	-0.27%	-49.28%	+49.01%
Average Drawdown Average peak-to-trough decline	-14.72%	-18.29%	+3.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	34.80%	-31.89%

Volatility

EFV vs. IBIT - Volatility Comparison

The current volatility for iShares MSCI EAFE Value ETF (EFV) is 3.85%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 8.98%. This indicates that EFV 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.

Volatility by Period

	EFV	IBIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.85%	8.98%	-5.13%
Volatility (6M) Calculated over the trailing 6-month period	12.21%	33.79%	-21.58%
Volatility (1Y) Calculated over the trailing 1-year period	14.39%	44.48%	-30.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.95%	49.57%	-33.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.46%	49.57%	-32.11%

EFV vs. IBIT - Expense Ratio Comparison

EFV has a 0.31% expense ratio, which is higher than IBIT's 0.25% expense ratio.

Dividends

EFV vs. IBIT - Dividend Comparison

EFV's dividend yield for the trailing twelve months is around 4.51%, while IBIT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFV iShares MSCI EAFE Value ETF	4.51%	4.16%	4.66%	4.36%	4.17%	4.07%	2.42%	4.62%	4.56%	3.56%	3.28%	3.59%
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

Can I hold both EFV and IBIT in my portfolio?

EFV 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.

Which is riskier, EFV or IBIT?

IBIT has higher volatility (8.98%) compared to EFV (3.85%). In terms of maximum drawdown, EFV dropped -63.94% vs IBIT's -53.30%.

Which ETF is better, EFV or IBIT?

On 1-year performance, EFV leads with 34.58% vs -43.69% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, EFV has been the lower-risk option at 3.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EFV or IBIT?

Over the 1-year period, EFV has performed better with a 34.58% return vs -43.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EFV or IBIT?

IBIT is cheaper with a 0.25% expense ratio, compared with 0.31% for EFV.

Which ETF pays a higher dividend yield, EFV or IBIT?

EFV has the higher dividend yield at 4.51%, compared with 0.00% for IBIT.

What is the main difference between EFV and IBIT?

EFV is categorized as Foreign Large Cap Equities, while IBIT is Cryptocurrency. EFV tracks MSCI EAFE Value Index (Net), while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.31% for EFV and 0.25% for IBIT.

Which has better risk-adjusted returns?

EFV currently has the higher Sharpe Ratio (2.42 vs -0.99), 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.