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EIS vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIS vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Israel ETF (EIS) 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, EIS achieves a 18.19% return, which is significantly higher than IBIT's -25.48% return.


EIS

1D
-1.92%
1M
-2.12%
YTD
18.19%
6M
22.47%
1Y
54.91%
3Y*
37.61%
5Y*
15.32%
10Y*
11.97%

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)

EIS vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
EIS
iShares MSCI Israel ETF
18.19%45.11%35.64%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between EIS and IBIT is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.34

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Return for Risk

EIS vs. IBIT — Risk / Return Rank

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

EIS
EIS Risk / Return Rank: 7676
Overall Rank
EIS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EIS Sortino Ratio Rank: 7373
Sortino Ratio Rank
EIS Omega Ratio Rank: 6868
Omega Ratio Rank
EIS Calmar Ratio Rank: 8383
Calmar Ratio Rank
EIS Martin Ratio Rank: 8282
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.

EIS vs. IBIT - Risk-Adjusted Trends Comparison

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


EISIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.34

Sortino ratioReturn per unit of downside risk

+4.58

Omega ratioGain probability vs. loss probability

1.42

0.86

+0.56

Calmar ratioReturn relative to maximum drawdown

4.45

-0.79

+5.24

Martin ratioReturn relative to average drawdown

16.54

-1.36

+17.91

EIS vs. IBIT - Sharpe Ratio Comparison

The current EIS Sharpe Ratio is 2.45, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of EIS 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


EISIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

-0.89

+3.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.30

+0.03

Drawdowns

EIS vs. IBIT - Drawdown Comparison

The maximum EIS drawdown since its inception was -51.94%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for EIS and IBIT.


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Drawdown Indicators


EISIBITDifference

Max Drawdown

Largest peak-to-trough decline

-51.94%

-49.36%

-2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-49.36%

+36.96%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

Max Drawdown (5Y)

Largest decline over 5 years

-41.88%

Max Drawdown (10Y)

Largest decline over 10 years

-41.88%

Current Drawdown

Current decline from peak

-5.56%

-48.10%

+42.54%

Average Drawdown

Average peak-to-trough decline

-13.90%

-16.02%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

28.44%

-25.11%

Volatility

EIS vs. IBIT - Volatility Comparison

The current volatility for iShares MSCI Israel ETF (EIS) is 6.64%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that EIS 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


EISIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

9.50%

-2.86%

Volatility (6M)

Calculated over the trailing 6-month period

16.05%

34.44%

-18.39%

Volatility (1Y)

Calculated over the trailing 1-year period

22.56%

43.73%

-21.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.81%

50.19%

-28.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.08%

50.19%

-29.11%

EIS vs. IBIT - Expense Ratio Comparison

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


Dividends

EIS vs. IBIT - Dividend Comparison

EIS's dividend yield for the trailing twelve months is around 1.22%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EIS
iShares MSCI Israel ETF
1.22%1.44%1.38%1.39%1.66%1.04%0.16%2.06%0.87%2.02%1.78%2.55%
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


EIS and IBIT have a correlation of 0.41, 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 EIS (6.64%). In terms of maximum drawdown, EIS dropped -51.94% vs IBIT's -49.36%.

On 1-year performance, EIS leads with 54.91% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, EIS has been the lower-risk option at 6.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EIS has performed better with a 54.91% 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 EIS.

EIS has the higher dividend yield at 1.22%, compared with 0.00% for IBIT.

EIS is categorized as Foreign Large Cap Equities, while IBIT is Cryptocurrency. EIS tracks MSCI Israel Capped Investable Market Index (Net), while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.59% for EIS and 0.25% for IBIT.

EIS currently has the higher Sharpe Ratio (2.45 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.

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