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HEEM vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEEM vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI Emerging Markets ETF (HEEM) 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, HEEM achieves a 20.85% return, which is significantly higher than IBIT's -31.24% return.


HEEM

1D
-5.76%
1M
-2.36%
YTD
20.85%
6M
21.68%
1Y
50.37%
3Y*
23.65%
5Y*
8.78%
10Y*
10.40%

IBIT

1D
-5.22%
1M
-26.09%
YTD
-31.24%
6M
-32.65%
1Y
-41.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEEM vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
HEEM
iShares Currency Hedged MSCI Emerging Markets ETF
20.85%34.02%15.26%
IBIT
iShares Bitcoin Trust ETF
-31.24%-6.41%99.21%

Correlation

The correlation between HEEM and IBIT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.36

The correlation between HEEM and IBIT shifts across timeframes, from 0.36 (all time) to 0.48 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HEEM vs. IBIT — Risk / Return Rank

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

HEEM
HEEM Risk / Return Rank: 8686
Overall Rank
HEEM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
HEEM Sortino Ratio Rank: 8181
Sortino Ratio Rank
HEEM Omega Ratio Rank: 8787
Omega Ratio Rank
HEEM Calmar Ratio Rank: 8686
Calmar Ratio Rank
HEEM Martin Ratio Rank: 8888
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.

HEEM vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI Emerging Markets ETF (HEEM) 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.


HEEMIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.64

Sortino ratioReturn per unit of downside risk

+4.76

Omega ratioGain probability vs. loss probability

1.52

0.85

+0.66

Calmar ratioReturn relative to maximum drawdown

4.67

-0.79

+5.46

Martin ratioReturn relative to average drawdown

18.40

-1.43

+19.82

HEEM vs. IBIT - Sharpe Ratio Comparison

The current HEEM Sharpe Ratio is 2.71, which is higher than the IBIT Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of HEEM 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


HEEMIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

-0.94

+3.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.22

+0.23

Drawdowns

HEEM vs. IBIT - Drawdown Comparison

The maximum HEEM drawdown since its inception was -33.53%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for HEEM and IBIT.


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Drawdown Indicators


HEEMIBITDifference

Max Drawdown

Largest peak-to-trough decline

-33.53%

-52.11%

+18.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.83%

-52.11%

+41.28%

Max Drawdown (3Y)

Largest decline over 3 years

-14.82%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

Current Drawdown

Current decline from peak

-7.80%

-52.11%

+44.31%

Average Drawdown

Average peak-to-trough decline

-11.13%

-16.13%

+5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

28.80%

-26.05%

Volatility

HEEM vs. IBIT - Volatility Comparison

iShares Currency Hedged MSCI Emerging Markets ETF (HEEM) and iShares Bitcoin Trust ETF (IBIT) have volatilities of 9.48% and 9.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEEMIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.48%

9.97%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

16.57%

34.18%

-17.61%

Volatility (1Y)

Calculated over the trailing 1-year period

18.71%

44.04%

-25.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

50.26%

-33.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

50.26%

-32.20%

HEEM vs. IBIT - Expense Ratio Comparison

HEEM has a 0.72% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

HEEM vs. IBIT - Dividend Comparison

HEEM's dividend yield for the trailing twelve months is around 3.29%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HEEM
iShares Currency Hedged MSCI Emerging Markets ETF
3.29%3.98%2.38%2.75%7.49%1.93%1.49%3.04%2.37%2.05%1.84%6.28%
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


HEEM and IBIT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.97%) compared to HEEM (9.48%). In terms of maximum drawdown, HEEM dropped -33.53% vs IBIT's -52.11%.

On 1-year performance, HEEM leads with 50.37% vs -41.01% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, HEEM has been the lower-risk option at 9.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HEEM has performed better with a 50.37% return vs -41.01%. 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 0.72% for HEEM.

HEEM has the higher dividend yield at 3.29%, compared with 0.00% for IBIT.

HEEM is categorized as Emerging Markets Diversified, while IBIT is Cryptocurrency. HEEM tracks MSCI Emerging Markets 100% USD Hedged Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.72% for HEEM and 0.25% for IBIT.

HEEM currently has the higher Sharpe Ratio (2.71 vs -0.94), 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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