EGUS vs. IBIT

Last updated Jun 4, 2026

EGUS (Ishares ESG Aware MSCI USA Growth ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - EGUS is a Large Cap Growth Equities fund tracking the MSCI USA Growth Extended ESG Focus 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, EGUS returned 32.26% vs -38.74% for IBIT. At a 0.38 correlation, their price movements are largely independent. EGUS charges 0.18%/yr vs 0.25%/yr for IBIT.

Performance

EGUS vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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, EGUS achieves a 12.08% return, which is significantly higher than IBIT's -25.48% return.

EGUS

• 1D: -1.06%
• 1M: 8.21%
• YTD: 12.08%
• 6M: 11.25%
• 1Y: 32.26%
• 3Y*: 26.92%
• 5Y*: —
• 10Y*: —

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)

EGUS vs. IBIT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGUS Ishares ESG Aware MSCI USA Growth ETF	12.08%	19.02%	32.44%
IBIT iShares Bitcoin Trust ETF	-25.48%	-6.41%	99.21%

Correlation

The correlation between EGUS and IBIT is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (All Time) Calculated using the full available price history since Jan 12, 2024	0.38

Return for Risk

EGUS vs. IBIT — Risk / Return Rank

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

EGUS

EGUS Risk / Return Rank: 51
EGUS Sharpe Ratio Rank: 59
EGUS Sortino Ratio Rank: 55
EGUS Omega Ratio Rank: 55
EGUS Calmar Ratio Rank: 42
EGUS Martin Ratio Rank: 43

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: 2

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.

EGUS vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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.

	EGUS	IBIT	Difference
Sharpe ratio: Return per unit of total volatility	1.99	-0.89	+2.87
Sortino ratio: Return per unit of downside risk	2.64	-1.23	+3.87
Omega ratio: Gain probability vs. loss probability	1.34	0.86	+0.48
Calmar ratio: Return relative to maximum drawdown	2.07	-0.79	+2.86
Martin ratio: Return relative to average drawdown	7.03	-1.36	+8.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGUS vs. IBIT - Sharpe Ratio Comparison

The current EGUS Sharpe Ratio is 1.99, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of EGUS 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.

Sharpe Ratios by Period

	EGUS	IBIT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.99	-0.89	+2.87
Sharpe Ratio (All Time) Calculated using the full available price history	1.45	0.30	+1.15

Drawdowns

EGUS vs. IBIT - Drawdown Comparison

The maximum EGUS drawdown since its inception was -24.87%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for EGUS and IBIT.

Drawdown Indicators

	EGUS	IBIT	Difference
Max Drawdown Largest peak-to-trough decline	-24.87%	-49.36%	+24.49%
Max Drawdown (1Y) Largest decline over 1 year	-15.66%	-49.36%	+33.70%
Max Drawdown (3Y) Largest decline over 3 years	-24.87%	—	—
Current Drawdown Current decline from peak	-1.06%	-48.10%	+47.04%
Average Drawdown Average peak-to-trough decline	-3.37%	-16.02%	+12.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.60%	28.44%	-23.84%

Volatility

EGUS vs. IBIT - Volatility Comparison

The current volatility for Ishares ESG Aware MSCI USA Growth ETF (EGUS) is 3.98%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that EGUS 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

	EGUS	IBIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	9.50%	-5.52%
Volatility (6M) Calculated over the trailing 6-month period	12.67%	34.44%	-21.77%
Volatility (1Y) Calculated over the trailing 1-year period	16.34%	43.73%	-27.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.15%	50.19%	-31.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.15%	50.19%	-31.04%

EGUS vs. IBIT - Expense Ratio Comparison

EGUS has a 0.18% expense ratio, which is lower than IBIT's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

EGUS vs. IBIT - Dividend Comparison

EGUS's dividend yield for the trailing twelve months is around 0.19%, while IBIT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
EGUS Ishares ESG Aware MSCI USA Growth ETF	0.19%	0.22%	0.25%	0.36%
IBIT iShares Bitcoin Trust ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EGUS and IBIT in my portfolio?

EGUS and IBIT have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGUS or IBIT?

IBIT has higher volatility (9.50%) compared to EGUS (3.98%). In terms of maximum drawdown, EGUS dropped -24.87% vs IBIT's -49.36%.

Which ETF is better, EGUS or IBIT?

On 1-year performance, EGUS leads with 32.26% vs -38.74% for IBIT. On fees, EGUS is cheaper at 0.18% per year. On volatility, EGUS has been the lower-risk option at 3.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGUS or IBIT?

Over the 1-year period, EGUS has performed better with a 32.26% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGUS or IBIT?

EGUS is cheaper with a 0.18% expense ratio, compared with 0.25% for IBIT.

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

EGUS has the higher dividend yield at 0.19%, compared with 0.00% for IBIT.

What is the main difference between EGUS and IBIT?

EGUS is categorized as Large Cap Growth Equities, while IBIT is Cryptocurrency. EGUS tracks MSCI USA Growth Extended ESG Focus Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.18% for EGUS and 0.25% for IBIT.

Which has better risk-adjusted returns?

EGUS currently has the higher Sharpe Ratio (1.99 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.