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IBIT vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

IBIT vs. BTC-USD

Last updated May 12, 2025

Compare and contrast key facts about iShares Bitcoin Trust (IBIT) and Bitcoin (BTC-USD).

IBIT is a passively managed fund by iShares that tracks the performance of the CME CF Bitcoin Reference Rate - New York Variant. It was launched on Jan 5, 2024.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBIT or BTC-USD.

Correlation

The correlation between IBIT and BTC-USD is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

IBIT vs. BTC-USD - Performance Comparison

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

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Key characteristics

Daily Std Dev

IBIT:

33.62%

BTC-USD:

42.34%

Max Drawdown

IBIT:

0.00%

BTC-USD:

-93.18%

Current Drawdown

IBIT:

0.00%

BTC-USD:

-1.37%

Returns By Period

IBIT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

12.06%

1M

25.53%

6M

30.10%

1Y

72.22%

5Y*

64.12%

10Y*

83.91%

*Annualized

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Risk-Adjusted Performance

IBIT vs. BTC-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IBIT
The Risk-Adjusted Performance Rank of IBIT is 8888
Overall Rank
The Sharpe Ratio Rank of IBIT is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 8888
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 8484
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 9494
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 8585
Martin Ratio Rank
BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9393
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 9191
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBIT vs. BTC-USD - Risk-Adjusted Performance Comparison

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

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Drawdowns

IBIT vs. BTC-USD - Drawdown Comparison

The maximum IBIT drawdown since its inception was 0.00%, smaller than the maximum BTC-USD drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for IBIT and BTC-USD. For additional features, visit the drawdowns tool.

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Volatility

IBIT vs. BTC-USD - Volatility Comparison

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