EVUS vs. IBIT
EVUS (Ishares ESG Aware MSCI USA Value ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - EVUS is a Large Cap Value Equities fund tracking the MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, EVUS returned 23.99% vs -43.69% for IBIT. Their 0.32 correlation means their historical movements had little consistent relationship. EVUS charges 0.18%/yr vs 0.25%/yr for IBIT.
Performance
EVUS vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, EVUS achieves a 14.58% return, which is significantly higher than IBIT's -27.17% return.
EVUS
- 1D
- 1.17%
- 1M
- 2.42%
- 6M
- 9.10%
- YTD
- 14.58%
- 1Y
- 23.99%
- 3Y*
- 15.74%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.09%
IBIT
- 1D
- 1.46%
- 1M
- 3.70%
- 6M
- -18.23%
- YTD
- -27.17%
- 1Y
- -43.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $799.35K | $2.07M | $1.36M | |
| $1.33B | $1.34B | $1.65B |
EVUS vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 14.58% | 13.31% | 14.39% |
IBIT iShares Bitcoin Trust ETF | -27.17% | -6.41% | 89.87% |
Correlation
The correlation between EVUS and IBIT is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.32 |
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Return for Risk
EVUS vs. IBIT — Risk / Return Rank
EVUS
IBIT
EVUS vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Value ETF (EVUS) 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.
| EVUS | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.25 | ||
| Sortino ratioReturn per unit of downside risk | +4.61 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.84 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | -0.82 | +3.94 |
| Martin ratioReturn relative to average drawdown | 13.23 | -1.26 | +14.49 |
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Drawdowns
EVUS vs. IBIT - Drawdown Comparison
The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum IBIT drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for EVUS and IBIT.
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Drawdown Indicators
| EVUS | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.65% | -53.30% | +37.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -53.30% | +45.58% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -49.28% | +49.28% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -18.29% | +15.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 34.80% | -32.98% |
Volatility
EVUS vs. IBIT - Volatility Comparison
The current volatility for Ishares ESG Aware MSCI USA Value ETF (EVUS) is 2.99%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 8.98%. This indicates that EVUS 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
| EVUS | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 8.98% | -5.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 33.79% | -25.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.68% | 44.48% | -33.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.63% | 49.57% | -36.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.63% | 49.57% | -36.94% |
EVUS vs. IBIT - Expense Ratio Comparison
EVUS 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
EVUS vs. IBIT - Dividend Comparison
EVUS's dividend yield for the trailing twelve months is around 1.47%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 1.47% | 1.62% | 1.99% | 2.31% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EVUS and IBIT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (8.98%) compared to EVUS (2.99%). In terms of maximum drawdown, EVUS dropped -15.65% vs IBIT's -53.30%.
On 1-year performance, EVUS leads with 23.99% vs -43.69% for IBIT. On fees, EVUS is cheaper at 0.18% per year. On volatility, EVUS has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EVUS has performed better with a 23.99% return vs -43.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EVUS is cheaper with a 0.18% expense ratio, compared with 0.25% for IBIT.
EVUS has the higher dividend yield at 1.47%, compared with 0.00% for IBIT.
EVUS is categorized as Large Cap Value Equities, while IBIT is Cryptocurrency. EVUS tracks MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.18% for EVUS and 0.25% for IBIT.
EVUS currently has the higher Sharpe Ratio (2.26 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.
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