IBIT vs. AVUV
IBIT (iShares Bitcoin Trust ETF) and AVUV (Avantis US Small Cap Value ETF) are both exchange-traded funds - IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant, while AVUV is a Small Cap Value Equities fund actively managed by Avantis. IBIT is passively managed, while AVUV is actively managed. Over the past year, IBIT returned -41.70% vs 38.46% for AVUV. At a 0.37 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
IBIT vs. AVUV - Performance Comparison
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Returns By Period
In the year-to-date period, IBIT achieves a -27.39% return, which is significantly lower than AVUV's 21.56% return.
IBIT
- 1D
- 2.77%
- 1M
- -21.29%
- YTD
- -27.39%
- 6M
- -30.81%
- 1Y
- -41.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVUV
- 1D
- 1.94%
- 1M
- 4.52%
- YTD
- 21.56%
- 6M
- 17.10%
- 1Y
- 38.46%
- 3Y*
- 19.38%
- 5Y*
- 11.36%
- 10Y*
- —
IBIT vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | -27.39% | -6.41% | 89.87% |
AVUV Avantis US Small Cap Value ETF | 21.56% | 7.44% | 12.62% |
Correlation
The correlation between IBIT and AVUV is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.37 |
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Return for Risk
IBIT vs. AVUV — Risk / Return Rank
IBIT
AVUV
IBIT vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Avantis US Small Cap Value ETF (AVUV). 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.
| IBIT | AVUV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.14 | ||
| Sortino ratioReturn per unit of downside risk | -4.49 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.38 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 4.86 | -5.66 |
| Martin ratioReturn relative to average drawdown | -1.42 | 14.46 | -15.88 |
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Drawdowns
IBIT vs. AVUV - Drawdown Comparison
The maximum IBIT drawdown since its inception was -52.11%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for IBIT and AVUV.
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Drawdown Indicators
| IBIT | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -49.42% | -2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -52.11% | -7.95% | -44.16% |
Max Drawdown (3Y)Largest decline over 3 years | — | -28.79% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.79% | — |
Current DrawdownCurrent decline from peak | -49.43% | 0.00% | -49.43% |
Average DrawdownAverage peak-to-trough decline | -16.48% | -7.92% | -8.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.48% | 2.67% | +26.81% |
Volatility
IBIT vs. AVUV - Volatility Comparison
iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 12.02% compared to Avantis US Small Cap Value ETF (AVUV) at 4.52%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBIT | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.02% | 4.52% | +7.50% |
Volatility (6M)Calculated over the trailing 6-month period | 34.45% | 11.52% | +22.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.10% | 17.61% | +26.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.30% | 22.75% | +27.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.30% | 28.26% | +22.04% |
IBIT vs. AVUV - Expense Ratio Comparison
Both IBIT and AVUV have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IBIT vs. AVUV - Dividend Comparison
IBIT has not paid dividends to shareholders, while AVUV's dividend yield for the trailing twelve months is around 1.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.62% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBIT and AVUV have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (12.02%) compared to AVUV (4.52%). In terms of maximum drawdown, IBIT dropped -52.11% vs AVUV's -49.42%.
On 1-year performance, AVUV leads with 38.46% vs -41.70% for IBIT. Both ETFs have the same 0.25% expense ratio. On volatility, AVUV has been the lower-risk option at 4.52%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AVUV has performed better with a 38.46% return vs -41.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIT and AVUV have the same expense ratio: 0.25% per year.
AVUV has the higher dividend yield at 1.62%, compared with 0.00% for IBIT.
IBIT is categorized as Cryptocurrency, while AVUV is Small Cap Value Equities. They also come from different issuers: iShares and Avantis.
AVUV currently has the higher Sharpe Ratio (2.19 vs -0.95), 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.
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