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GBF vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBF vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Government/Credit Bond ETF (GBF) 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, GBF achieves a 0.35% return, which is significantly higher than IBIT's -27.45% return.


GBF

1D
0.13%
1M
0.21%
YTD
0.35%
6M
0.18%
1Y
4.02%
3Y*
3.64%
5Y*
-0.19%
10Y*
1.51%

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)

GBF vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
GBF
iShares Government/Credit Bond ETF
0.35%6.41%1.45%
IBIT
iShares Bitcoin Trust ETF
-27.45%-6.41%99.21%

Correlation

The correlation between GBF and IBIT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.04

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Return for Risk

GBF vs. IBIT — Risk / Return Rank

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

GBF
GBF Risk / Return Rank: 3030
Overall Rank
GBF Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GBF Sortino Ratio Rank: 3131
Sortino Ratio Rank
GBF Omega Ratio Rank: 2929
Omega Ratio Rank
GBF Calmar Ratio Rank: 3131
Calmar Ratio Rank
GBF Martin Ratio Rank: 3030
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.

GBF vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Government/Credit Bond ETF (GBF) 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.


GBFIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.00

Sortino ratioReturn per unit of downside risk

+2.89

Omega ratioGain probability vs. loss probability

1.19

0.86

+0.33

Calmar ratioReturn relative to maximum drawdown

1.48

-0.80

+2.28

Martin ratioReturn relative to average drawdown

4.37

-1.39

+5.75

GBF vs. IBIT - Sharpe Ratio Comparison

The current GBF Sharpe Ratio is 1.09, which is higher than the IBIT Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of GBF 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


GBFIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

-0.91

+2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.27

+0.31

Drawdowns

GBF vs. IBIT - Drawdown Comparison

The maximum GBF drawdown since its inception was -19.67%, smaller than the maximum IBIT drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for GBF and IBIT.


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Drawdown Indicators


GBFIBITDifference

Max Drawdown

Largest peak-to-trough decline

-19.67%

-49.47%

+29.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-49.47%

+46.74%

Max Drawdown (3Y)

Largest decline over 3 years

-5.78%

Max Drawdown (5Y)

Largest decline over 5 years

-18.45%

Max Drawdown (10Y)

Largest decline over 10 years

-19.67%

Current Drawdown

Current decline from peak

-4.71%

-49.47%

+44.76%

Average Drawdown

Average peak-to-trough decline

-3.67%

-16.07%

+12.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

28.61%

-27.69%

Volatility

GBF vs. IBIT - Volatility Comparison

The current volatility for iShares Government/Credit Bond ETF (GBF) is 1.21%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.14%. This indicates that GBF 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


GBFIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

9.14%

-7.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

33.89%

-31.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

43.76%

-40.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

50.18%

-44.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

50.18%

-44.90%

GBF vs. IBIT - Expense Ratio Comparison

GBF has a 0.20% 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

GBF vs. IBIT - Dividend Comparison

GBF's dividend yield for the trailing twelve months is around 3.78%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GBF
iShares Government/Credit Bond ETF
3.78%3.81%3.94%3.03%2.13%1.22%1.64%2.64%2.59%2.31%2.09%2.04%
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


GBF and IBIT have a correlation of 0.12, 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 GBF (1.21%). In terms of maximum drawdown, GBF dropped -19.67% vs IBIT's -49.47%.

On 1-year performance, GBF leads with 4.02% vs -39.60% for IBIT. On fees, GBF is cheaper at 0.20% per year. On volatility, GBF has been the lower-risk option at 1.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GBF has performed better with a 4.02% return vs -39.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GBF is cheaper with a 0.20% expense ratio, compared with 0.25% for IBIT.

GBF has the higher dividend yield at 3.78%, compared with 0.00% for IBIT.

GBF is categorized as Intermediate Core Bond, while IBIT is Cryptocurrency. GBF tracks Bloomberg U.S. Government/Credit Bond Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.20% for GBF and 0.25% for IBIT.

GBF currently has the higher Sharpe Ratio (1.09 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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