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IBIT vs. BRRR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIT vs. BRRR - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with IBIT having a -27.39% return and BRRR slightly lower at -27.50%.


IBIT

1D
2.77%
1M
-21.29%
YTD
-27.39%
6M
-30.81%
1Y
-41.70%
3Y*
5Y*
10Y*

BRRR

1D
2.75%
1M
-21.36%
YTD
-27.50%
6M
-30.88%
1Y
-41.75%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIT vs. BRRR - Yearly Performance Comparison


2026 (YTD)20252024
IBIT
iShares Bitcoin Trust ETF
-27.39%-6.41%89.87%
BRRR
Valkyrie Bitcoin ETF
-27.50%-6.50%87.59%

Correlation

The correlation between IBIT and BRRR is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

The correlation between IBIT and BRRR has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

IBIT vs. BRRR — Risk / Return Rank

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

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

BRRR
BRRR Risk / Return Rank: 22
Overall Rank
BRRR Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BRRR Sortino Ratio Rank: 22
Sortino Ratio Rank
BRRR Omega Ratio Rank: 22
Omega Ratio Rank
BRRR Calmar Ratio Rank: 22
Calmar Ratio Rank
BRRR Martin Ratio Rank: 22
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. BRRR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Valkyrie Bitcoin ETF (BRRR). 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.


IBITBRRRDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

0.85

0.85

0.00

Calmar ratioReturn relative to maximum drawdown

-0.80

-0.80

0.00

Martin ratioReturn relative to average drawdown

-1.42

-1.42

0.00

IBIT vs. BRRR - Sharpe Ratio Comparison

The current IBIT Sharpe Ratio is -0.95, which is comparable to the BRRR Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of IBIT and BRRR, 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. BRRR - Drawdown Comparison

The maximum IBIT drawdown since its inception was -52.11%, roughly equal to the maximum BRRR drawdown of -52.09%. Use the drawdown chart below to compare losses from any high point for IBIT and BRRR.


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Drawdown Indicators


IBITBRRRDifference

Max Drawdown

Largest peak-to-trough decline

-52.11%

-52.09%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-52.11%

-52.09%

-0.02%

Current Drawdown

Current decline from peak

-49.43%

-49.44%

+0.01%

Average Drawdown

Average peak-to-trough decline

-16.48%

-16.50%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.48%

29.44%

+0.04%

Volatility

IBIT vs. BRRR - Volatility Comparison

iShares Bitcoin Trust ETF (IBIT) and Valkyrie Bitcoin ETF (BRRR) have volatilities of 12.02% and 12.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBITBRRRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.02%

12.04%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

34.45%

34.44%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

44.10%

43.98%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.30%

50.06%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.30%

50.06%

+0.24%

IBIT vs. BRRR - Expense Ratio Comparison

Both IBIT and BRRR 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. BRRR - Dividend Comparison

Neither IBIT nor BRRR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, IBIT and BRRR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BRRR has higher volatility (12.04%) compared to IBIT (12.02%). In terms of maximum drawdown, IBIT dropped -52.11% vs BRRR's -52.09%.

On 1-year performance, IBIT leads with -41.70% vs -41.75% for BRRR. Both ETFs have the same 0.25% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBIT has performed better with a -41.70% return vs -41.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT and BRRR have the same expense ratio: 0.25% per year.

IBIT and BRRR have nearly identical dividend yields, around 0.00%.

Both ETFs track CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: iShares and Valkyrie Digital Assets.

IBIT currently has the higher Sharpe Ratio (-0.95 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.

Portfolio Optimizer

Find the right allocation for IBIT and BRRR

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