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IB01.L vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IB01.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IB01.L achieves a 1.53% return, which is significantly higher than BTC-USD's -26.27% return.


IB01.L

1D
0.00%
1M
0.25%
YTD
1.53%
6M
1.75%
1Y
3.93%
3Y*
4.72%
5Y*
3.22%
10Y*

BTC-USD

1D
1.71%
1M
-20.43%
YTD
-26.27%
6M
-28.52%
1Y
-39.20%
3Y*
36.94%
5Y*
9.74%
10Y*
57.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IB01.L vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.53%4.34%5.25%4.92%1.08%-0.85%0.88%2.06%
BTC-USD
Bitcoin
-26.27%-6.27%120.76%155.82%-64.23%59.40%304.57%84.30%

Correlation

The correlation between IB01.L and BTC-USD is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

-0.02

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Return for Risk

IB01.L vs. BTC-USD — Risk / Return Rank

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

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 9999
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3737
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
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.

IB01.L vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) and Bitcoin (BTC-USD). 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.


IB01.LBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+12.81

Sortino ratioReturn per unit of downside risk

+37.99

Omega ratioGain probability vs. loss probability

7.97

0.87

+7.10

Calmar ratioReturn relative to maximum drawdown

114.57

-0.77

+115.34

Martin ratioReturn relative to average drawdown

566.04

-1.33

+567.37

IB01.L vs. BTC-USD - Sharpe Ratio Comparison

The current IB01.L Sharpe Ratio is 11.90, which is higher than the BTC-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of IB01.L and BTC-USD, 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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Drawdowns

IB01.L vs. BTC-USD - Drawdown Comparison

The maximum IB01.L drawdown since its inception was -1.28%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for IB01.L and BTC-USD.


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Drawdown Indicators


IB01.LBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-1.28%

-85.30%

+84.02%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-51.21%

+51.18%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-51.21%

+51.12%

Max Drawdown (5Y)

Largest decline over 5 years

-1.15%

-76.67%

+75.52%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

0.00%

-48.27%

+48.27%

Average Drawdown

Average peak-to-trough decline

-0.24%

-42.36%

+42.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

35.16%

-35.15%

Volatility

IB01.L vs. BTC-USD - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.10%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that IB01.L experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IB01.LBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

11.97%

-11.87%

Volatility (6M)

Calculated over the trailing 6-month period

0.23%

34.64%

-34.41%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

35.59%

-35.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.54%

44.57%

-44.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.79%

56.61%

-55.82%

Frequently Asked Questions


IB01.L and BTC-USD have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for IB01.L and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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