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IBIT vs. BKCH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIT vs. BKCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Bitcoin Trust ETF (IBIT) and Global X Blockchain ETF (BKCH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBIT achieves a -27.41% return, which is significantly lower than BKCH's 30.73% return.


IBIT

1D
-0.03%
1M
-21.94%
YTD
-27.41%
6M
-29.61%
1Y
-39.67%
3Y*
5Y*
10Y*

BKCH

1D
1.33%
1M
-7.22%
YTD
30.73%
6M
13.22%
1Y
85.38%
3Y*
56.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIT vs. BKCH - Yearly Performance Comparison


2026 (YTD)20252024
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%
BKCH
Global X Blockchain ETF
30.73%27.14%23.48%

Correlation

The correlation between IBIT and BKCH is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.69

The correlation between IBIT and BKCH has been stable across timeframes, ranging from 0.68 to 0.69 - a consistent structural relationship.

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Return for Risk

IBIT vs. BKCH — Risk / Return Rank

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

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
Martin Ratio Rank

BKCH
BKCH Risk / Return Rank: 3232
Overall Rank
BKCH Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BKCH Sortino Ratio Rank: 3838
Sortino Ratio Rank
BKCH Omega Ratio Rank: 3535
Omega Ratio Rank
BKCH Calmar Ratio Rank: 3232
Calmar Ratio Rank
BKCH Martin Ratio Rank: 2323
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.

IBIT vs. BKCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Global X Blockchain ETF (BKCH). 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.


IBITBKCHDifference
Sharpe ratioReturn per unit of total volatility

-2.03

Sortino ratioReturn per unit of downside risk

-3.05

Omega ratioGain probability vs. loss probability

0.85

1.21

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.78

1.39

-2.17

Martin ratioReturn relative to average drawdown

-1.37

2.54

-3.91

IBIT vs. BKCH - Sharpe Ratio Comparison

The current IBIT Sharpe Ratio is -0.92, which is lower than the BKCH Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of IBIT and BKCH, 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

IBIT vs. BKCH - Drawdown Comparison

The maximum IBIT drawdown since its inception was -52.11%, smaller than the maximum BKCH drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for IBIT and BKCH.


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Drawdown Indicators


IBITBKCHDifference

Max Drawdown

Largest peak-to-trough decline

-52.11%

-91.80%

+39.69%

Max Drawdown (1Y)

Largest decline over 1 year

-52.11%

-56.28%

+4.17%

Max Drawdown (3Y)

Largest decline over 3 years

-57.99%

Current Drawdown

Current decline from peak

-49.45%

-37.33%

-12.12%

Average Drawdown

Average peak-to-trough decline

-16.53%

-61.98%

+45.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.64%

30.68%

-1.04%

Volatility

IBIT vs. BKCH - Volatility Comparison

The current volatility for iShares Bitcoin Trust ETF (IBIT) is 12.07%, while Global X Blockchain ETF (BKCH) has a volatility of 20.27%. This indicates that IBIT experiences smaller price fluctuations and is considered to be less risky than BKCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBITBKCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.07%

20.27%

-8.20%

Volatility (6M)

Calculated over the trailing 6-month period

34.45%

52.94%

-18.49%

Volatility (1Y)

Calculated over the trailing 1-year period

44.10%

70.68%

-26.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.26%

75.55%

-25.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.26%

75.55%

-25.29%

IBIT vs. BKCH - Expense Ratio Comparison

IBIT has a 0.25% expense ratio, which is lower than BKCH's 0.50% expense ratio.


Dividends

IBIT vs. BKCH - Dividend Comparison

IBIT has not paid dividends to shareholders, while BKCH's dividend yield for the trailing twelve months is around 1.53%.


PositionTTM20252024202320222021
BKCH
Global X Blockchain ETF
1.53%2.00%7.61%2.33%1.29%4.28%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBIT and BKCH have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BKCH has higher volatility (20.27%) compared to IBIT (12.07%). In terms of maximum drawdown, IBIT dropped -52.11% vs BKCH's -91.80%.

On 1-year performance, BKCH leads with 85.38% vs -39.67% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IBIT has been the lower-risk option at 12.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BKCH has performed better with a 85.38% return vs -39.67%. 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 0.50% for BKCH.

BKCH has the higher dividend yield at 1.53%, compared with 0.00% for IBIT.

IBIT is categorized as Cryptocurrency, while BKCH is Technology Equities. They also come from different issuers: iShares and Global X. Their fees differ too: 0.25% for IBIT and 0.50% for BKCH.

BKCH currently has the higher Sharpe Ratio (1.11 vs -0.92), 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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