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IB1T.DE vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

IB1T.DE vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Bitcoin ETP (IB1T.DE) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IB1T.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IB1T.DE achieves a -26.48% return, which is significantly lower than ^NDX's 22.56% return.


IB1T.DE

1D
-3.76%
1M
-19.19%
YTD
-26.48%
6M
-28.36%
1Y
-39.85%
3Y*
5Y*
10Y*

^NDX

1D
2.84%
1M
5.18%
YTD
22.56%
6M
23.52%
1Y
40.68%
3Y*
24.08%
5Y*
17.71%
10Y*
21.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IB1T.DE vs. ^NDX - Yearly Performance Comparison


2026 (YTD)2025
IB1T.DE
iShares Bitcoin ETP
-26.48%-15.22%
^NDX
NASDAQ 100 Index
22.56%17.71%

Correlation

The correlation between IB1T.DE and ^NDX 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 Mar 24, 2025

0.34

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Return for Risk

IB1T.DE vs. ^NDX — Risk / Return Rank

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

IB1T.DE
IB1T.DE Risk / Return Rank: 22
Overall Rank
IB1T.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IB1T.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
IB1T.DE Omega Ratio Rank: 22
Omega Ratio Rank
IB1T.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
IB1T.DE Martin Ratio Rank: 11
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 8686
Overall Rank
^NDX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 8787
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8787
Omega Ratio Rank
^NDX Calmar Ratio Rank: 8585
Calmar Ratio Rank
^NDX Martin Ratio Rank: 8585
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.

IB1T.DE vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin ETP (IB1T.DE) and NASDAQ 100 Index (^NDX). 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.


IB1T.DE^NDXDifference
Sharpe ratioReturn per unit of total volatility

-3.38

Sortino ratioReturn per unit of downside risk

-4.48

Omega ratioGain probability vs. loss probability

0.84

1.41

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.82

3.65

-4.47

Martin ratioReturn relative to average drawdown

-1.44

11.25

-12.69

IB1T.DE vs. ^NDX - Sharpe Ratio Comparison

The current IB1T.DE Sharpe Ratio is -1.02, which is lower than the ^NDX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of IB1T.DE and ^NDX, 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

IB1T.DE vs. ^NDX - Drawdown Comparison

The maximum IB1T.DE drawdown since its inception was -49.39%, which is greater than ^NDX's maximum drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for IB1T.DE and ^NDX.


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Drawdown Indicators


IB1T.DE^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-49.39%

-46.44%

-2.95%

Max Drawdown (1Y)

Largest decline over 1 year

-49.39%

-11.19%

-38.20%

Max Drawdown (3Y)

Largest decline over 3 years

-27.30%

Max Drawdown (5Y)

Largest decline over 5 years

-31.53%

Max Drawdown (10Y)

Largest decline over 10 years

-31.53%

Current Drawdown

Current decline from peak

-48.64%

-0.07%

-48.57%

Average Drawdown

Average peak-to-trough decline

-20.38%

-7.99%

-12.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.18%

3.62%

+24.56%

Volatility

IB1T.DE vs. ^NDX - Volatility Comparison

iShares Bitcoin ETP (IB1T.DE) has a higher volatility of 9.86% compared to NASDAQ 100 Index (^NDX) at 7.13%. This indicates that IB1T.DE's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IB1T.DE^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

7.13%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

31.08%

13.18%

+17.90%

Volatility (1Y)

Calculated over the trailing 1-year period

39.64%

17.35%

+22.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.20%

22.41%

+17.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.20%

22.92%

+17.28%

Frequently Asked Questions


IB1T.DE and ^NDX 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.

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