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EWUS vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWUS vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI United Kingdom Small-Cap ETF (EWUS) 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, EWUS achieves a 1.21% return, which is significantly higher than IBIT's -25.48% return.


EWUS

1D
-1.03%
1M
2.10%
YTD
1.21%
6M
5.28%
1Y
8.92%
3Y*
12.21%
5Y*
-0.15%
10Y*
3.77%

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)

EWUS vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
EWUS
iShares MSCI United Kingdom Small-Cap ETF
1.21%25.13%7.08%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between EWUS and IBIT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.31

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Return for Risk

EWUS vs. IBIT — Risk / Return Rank

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

EWUS
EWUS Risk / Return Rank: 1717
Overall Rank
EWUS Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EWUS Sortino Ratio Rank: 1717
Sortino Ratio Rank
EWUS Omega Ratio Rank: 1616
Omega Ratio Rank
EWUS Calmar Ratio Rank: 1717
Calmar Ratio Rank
EWUS Martin Ratio Rank: 1818
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.

EWUS vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom Small-Cap ETF (EWUS) 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.


EWUSIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.10

0.86

+0.23

Calmar ratioReturn relative to maximum drawdown

0.59

-0.79

+1.38

Martin ratioReturn relative to average drawdown

1.92

-1.36

+3.29

EWUS vs. IBIT - Sharpe Ratio Comparison

The current EWUS Sharpe Ratio is 0.50, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of EWUS 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


EWUSIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

-0.89

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.30

0.00

Drawdowns

EWUS vs. IBIT - Drawdown Comparison

The maximum EWUS drawdown since its inception was -49.33%, roughly equal to the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for EWUS and IBIT.


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Drawdown Indicators


EWUSIBITDifference

Max Drawdown

Largest peak-to-trough decline

-49.33%

-49.36%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-15.21%

-49.36%

+34.15%

Max Drawdown (3Y)

Largest decline over 3 years

-19.84%

Max Drawdown (5Y)

Largest decline over 5 years

-48.14%

Max Drawdown (10Y)

Largest decline over 10 years

-49.33%

Current Drawdown

Current decline from peak

-5.93%

-48.10%

+42.17%

Average Drawdown

Average peak-to-trough decline

-13.08%

-16.02%

+2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

28.44%

-23.79%

Volatility

EWUS vs. IBIT - Volatility Comparison

The current volatility for iShares MSCI United Kingdom Small-Cap ETF (EWUS) is 6.12%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that EWUS 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


EWUSIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

9.50%

-3.38%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

34.44%

-19.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.78%

43.73%

-25.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.12%

50.19%

-29.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.59%

50.19%

-27.60%

EWUS vs. IBIT - Expense Ratio Comparison

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


Dividends

EWUS vs. IBIT - Dividend Comparison

EWUS's dividend yield for the trailing twelve months is around 3.55%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EWUS
iShares MSCI United Kingdom Small-Cap ETF
3.55%3.59%3.67%2.88%2.03%3.54%1.97%2.59%3.53%2.61%3.18%2.85%
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


EWUS and IBIT have a correlation of 0.34, 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 EWUS (6.12%). In terms of maximum drawdown, EWUS dropped -49.33% vs IBIT's -49.36%.

On 1-year performance, EWUS leads with 8.92% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, EWUS has been the lower-risk option at 6.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EWUS has performed better with a 8.92% 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 EWUS.

EWUS has the higher dividend yield at 3.55%, compared with 0.00% for IBIT.

EWUS is categorized as Europe Equities, while IBIT is Cryptocurrency. EWUS tracks MSCI United Kingdom Small Cap Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.59% for EWUS and 0.25% for IBIT.

EWUS currently has the higher Sharpe Ratio (0.50 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.

Portfolio Optimizer

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