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EUSA vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUSA vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Equal Weighted ETF (EUSA) 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, EUSA achieves a 10.04% return, which is significantly higher than IBIT's -27.45% return.


EUSA

1D
0.81%
1M
3.88%
YTD
10.04%
6M
10.00%
1Y
19.17%
3Y*
16.37%
5Y*
7.90%
10Y*
11.57%

IBIT

1D
-2.65%
1M
-22.17%
YTD
-27.45%
6M
-31.40%
1Y
-39.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUSA vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
EUSA
iShares MSCI USA Equal Weighted ETF
10.04%10.24%16.05%
IBIT
iShares Bitcoin Trust ETF
-27.45%-6.41%99.21%

Correlation

The correlation between EUSA 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

0.39

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Return for Risk

EUSA vs. IBIT — Risk / Return Rank

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

EUSA
EUSA Risk / Return Rank: 5050
Overall Rank
EUSA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EUSA Sortino Ratio Rank: 4949
Sortino Ratio Rank
EUSA Omega Ratio Rank: 4646
Omega Ratio Rank
EUSA Calmar Ratio Rank: 5151
Calmar Ratio Rank
EUSA Martin Ratio Rank: 5757
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.

EUSA vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Equal Weighted ETF (EUSA) 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.


EUSAIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.54

Sortino ratioReturn per unit of downside risk

+3.63

Omega ratioGain probability vs. loss probability

1.28

0.86

+0.43

Calmar ratioReturn relative to maximum drawdown

2.46

-0.80

+3.26

Martin ratioReturn relative to average drawdown

9.76

-1.39

+11.14

EUSA vs. IBIT - Sharpe Ratio Comparison

The current EUSA Sharpe Ratio is 1.63, which is higher than the IBIT Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of EUSA 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


EUSAIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

-0.91

+2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.27

+0.44

Drawdowns

EUSA vs. IBIT - Drawdown Comparison

The maximum EUSA drawdown since its inception was -39.16%, smaller than the maximum IBIT drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for EUSA and IBIT.


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Drawdown Indicators


EUSAIBITDifference

Max Drawdown

Largest peak-to-trough decline

-39.16%

-49.47%

+10.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.82%

-49.47%

+41.65%

Max Drawdown (3Y)

Largest decline over 3 years

-18.20%

Max Drawdown (5Y)

Largest decline over 5 years

-25.24%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

Current Drawdown

Current decline from peak

0.00%

-49.47%

+49.47%

Average Drawdown

Average peak-to-trough decline

-4.59%

-16.07%

+11.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

28.61%

-26.64%

Volatility

EUSA vs. IBIT - Volatility Comparison

The current volatility for iShares MSCI USA Equal Weighted ETF (EUSA) is 2.93%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.14%. This indicates that EUSA 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


EUSAIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

9.14%

-6.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.75%

33.89%

-25.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

43.76%

-31.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

50.18%

-33.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

50.18%

-31.84%

EUSA vs. IBIT - Expense Ratio Comparison

EUSA has a 0.09% 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

EUSA vs. IBIT - Dividend Comparison

EUSA's dividend yield for the trailing twelve months is around 1.51%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUSA
iShares MSCI USA Equal Weighted ETF
1.51%1.63%1.47%1.53%1.73%1.23%1.45%1.49%2.01%1.50%1.59%2.21%
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


EUSA 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 (9.14%) compared to EUSA (2.93%). In terms of maximum drawdown, EUSA dropped -39.16% vs IBIT's -49.47%.

On 1-year performance, EUSA leads with 19.17% vs -39.60% for IBIT. On fees, EUSA is cheaper at 0.09% per year. On volatility, EUSA has been the lower-risk option at 2.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EUSA has performed better with a 19.17% return vs -39.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EUSA is cheaper with a 0.09% expense ratio, compared with 0.25% for IBIT.

EUSA has the higher dividend yield at 1.51%, compared with 0.00% for IBIT.

EUSA is categorized as Mid Cap Blend Equities, while IBIT is Cryptocurrency. EUSA tracks MSCI USA Equal Weighted Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.09% for EUSA and 0.25% for IBIT.

EUSA currently has the higher Sharpe Ratio (1.63 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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