PortfoliosLab logoPortfoliosLab logo
IB1T.DE vs. GC=F
Performance
Return for Risk
Drawdowns
Volatility

Performance

IB1T.DE vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Bitcoin ETP (IB1T.DE) and Gold Futures (GC=F). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period


IB1T.DE

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

GC=F

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IB1T.DE vs. GC=F - Yearly Performance Comparison


2026 (YTD)2025
IB1T.DE
iShares Bitcoin ETP
-26.48%-15.22%
GC=F
Gold Futures
0.00%0.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IB1T.DE vs. GC=F — 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

GC=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin ETP (IB1T.DE) and Gold Futures (GC=F). 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.DEGC=FDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.84

Calmar ratioReturn relative to maximum drawdown

-0.82

Martin ratioReturn relative to average drawdown

-1.44

IB1T.DE vs. GC=F - Sharpe Ratio Comparison


Loading charts...

Drawdowns

IB1T.DE vs. GC=F - Drawdown Comparison


Loading charts...

Drawdown Indicators


IB1T.DEGC=FDifference

Max Drawdown

Largest peak-to-trough decline

-49.39%

Max Drawdown (1Y)

Largest decline over 1 year

-49.39%

Current Drawdown

Current decline from peak

-48.64%

Average Drawdown

Average peak-to-trough decline

-20.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.18%

Volatility

IB1T.DE vs. GC=F - Volatility Comparison


Loading charts...

Volatility by Period


IB1T.DEGC=FDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

Volatility (6M)

Calculated over the trailing 6-month period

31.08%

Volatility (1Y)

Calculated over the trailing 1-year period

39.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.20%

Portfolio Optimizer

Find the right allocation for IB1T.DE and GC=F

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

Open Portfolio Optimizer