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HEWJ vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEWJ vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI Japan ETF (HEWJ) 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, HEWJ achieves a 20.42% return, which is significantly higher than IBIT's -25.48% return.


HEWJ

1D
0.55%
1M
8.68%
YTD
20.42%
6M
23.99%
1Y
52.34%
3Y*
29.11%
5Y*
21.38%
10Y*
16.48%

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)

HEWJ vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
HEWJ
iShares Currency Hedged MSCI Japan ETF
20.42%30.25%18.04%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between HEWJ and IBIT is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.19

The correlation between HEWJ and IBIT shifts across timeframes, from 0.19 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HEWJ vs. IBIT — Risk / Return Rank

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

HEWJ
HEWJ Risk / Return Rank: 8686
Overall Rank
HEWJ Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
HEWJ Sortino Ratio Rank: 8585
Sortino Ratio Rank
HEWJ Omega Ratio Rank: 8383
Omega Ratio Rank
HEWJ Calmar Ratio Rank: 8787
Calmar Ratio Rank
HEWJ 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.

HEWJ vs. IBIT - Risk-Adjusted Trends Comparison

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


HEWJIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.71

Sortino ratioReturn per unit of downside risk

+5.11

Omega ratioGain probability vs. loss probability

1.51

0.86

+0.65

Calmar ratioReturn relative to maximum drawdown

5.07

-0.79

+5.86

Martin ratioReturn relative to average drawdown

19.91

-1.36

+21.28

HEWJ vs. IBIT - Sharpe Ratio Comparison

The current HEWJ Sharpe Ratio is 2.82, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of HEWJ 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


HEWJIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.82

-0.89

+3.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.30

+0.40

Drawdowns

HEWJ vs. IBIT - Drawdown Comparison

The maximum HEWJ drawdown since its inception was -31.53%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for HEWJ and IBIT.


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Drawdown Indicators


HEWJIBITDifference

Max Drawdown

Largest peak-to-trough decline

-31.53%

-49.36%

+17.83%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-49.36%

+38.99%

Max Drawdown (3Y)

Largest decline over 3 years

-20.90%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

Max Drawdown (10Y)

Largest decline over 10 years

-31.53%

Current Drawdown

Current decline from peak

0.00%

-48.10%

+48.10%

Average Drawdown

Average peak-to-trough decline

-6.61%

-16.02%

+9.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

28.44%

-25.80%

Volatility

HEWJ vs. IBIT - Volatility Comparison

The current volatility for iShares Currency Hedged MSCI Japan ETF (HEWJ) is 3.91%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that HEWJ 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


HEWJIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

9.50%

-5.59%

Volatility (6M)

Calculated over the trailing 6-month period

13.66%

34.44%

-20.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.65%

43.73%

-25.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.04%

50.19%

-31.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

50.19%

-30.54%

HEWJ vs. IBIT - Expense Ratio Comparison

HEWJ has a 0.49% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

HEWJ vs. IBIT - Dividend Comparison

HEWJ's dividend yield for the trailing twelve months is around 4.24%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HEWJ
iShares Currency Hedged MSCI Japan ETF
4.24%5.10%2.20%2.02%47.68%2.03%1.20%2.78%1.37%1.21%1.88%3.25%
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


HEWJ and IBIT have a correlation of 0.30, 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 HEWJ (3.91%). In terms of maximum drawdown, HEWJ dropped -31.53% vs IBIT's -49.36%.

On 1-year performance, HEWJ leads with 52.34% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, HEWJ has been the lower-risk option at 3.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HEWJ has performed better with a 52.34% 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 0.49% for HEWJ.

HEWJ has the higher dividend yield at 4.24%, compared with 0.00% for IBIT.

HEWJ is categorized as Japan Equities, while IBIT is Cryptocurrency. HEWJ tracks MSCI Japan 100% Hedged to USD Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.49% for HEWJ and 0.25% for IBIT.

HEWJ currently has the higher Sharpe Ratio (2.82 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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