IBIT vs. DFIV
IBIT (iShares Bitcoin Trust ETF) and DFIV (Dimensional International Value ETF) are both exchange-traded funds - IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant, while DFIV is a Foreign Large Cap Equities fund actively managed by Dimensional. IBIT is passively managed, while DFIV is actively managed. Over the past year, IBIT returned -39.67% vs 34.38% for DFIV. At a 0.28 correlation, their price movements are largely independent. IBIT charges 0.25%/yr vs 0.27%/yr for DFIV.
Performance
IBIT vs. DFIV - Performance Comparison
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Returns By Period
In the year-to-date period, IBIT achieves a -27.41% return, which is significantly lower than DFIV's 12.20% return.
IBIT
- 1D
- -0.03%
- 1M
- -19.59%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -39.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DFIV
- 1D
- 0.58%
- 1M
- 1.88%
- YTD
- 12.20%
- 6M
- 13.92%
- 1Y
- 34.38%
- 3Y*
- 23.38%
- 5Y*
- —
- 10Y*
- —
IBIT vs. DFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
DFIV Dimensional International Value ETF | 12.20% | 45.36% | 7.95% |
Correlation
The correlation between IBIT and DFIV 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 | 0.28 |
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Return for Risk
IBIT vs. DFIV — Risk / Return Rank
IBIT
DFIV
IBIT vs. DFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Dimensional International Value ETF (DFIV). 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 | DFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.31 | ||
| Sortino ratioReturn per unit of downside risk | -4.56 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.43 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 3.48 | -4.26 |
| Martin ratioReturn relative to average drawdown | -1.37 | 13.34 | -14.71 |
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Drawdowns
IBIT vs. DFIV - Drawdown Comparison
The maximum IBIT drawdown since its inception was -52.11%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for IBIT and DFIV.
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Drawdown Indicators
| IBIT | DFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -25.42% | -26.69% |
Max Drawdown (1Y)Largest decline over 1 year | -52.11% | -9.66% | -42.45% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.72% | — |
Current DrawdownCurrent decline from peak | -49.45% | -0.43% | -49.02% |
Average DrawdownAverage peak-to-trough decline | -16.53% | -4.46% | -12.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.64% | 2.52% | +27.12% |
Volatility
IBIT vs. DFIV - Volatility Comparison
iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 12.07% compared to Dimensional International Value ETF (DFIV) at 4.50%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBIT | DFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.07% | 4.50% | +7.57% |
Volatility (6M)Calculated over the trailing 6-month period | 34.45% | 11.46% | +22.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.10% | 14.10% | +30.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.26% | 16.66% | +33.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.26% | 16.66% | +33.60% |
IBIT vs. DFIV - Expense Ratio Comparison
IBIT has a 0.25% expense ratio, which is lower than DFIV's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IBIT vs. DFIV - Dividend Comparison
IBIT has not paid dividends to shareholders, while DFIV's dividend yield for the trailing twelve months is around 2.54%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 2.54% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBIT and DFIV 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 (12.07%) compared to DFIV (4.50%). In terms of maximum drawdown, IBIT dropped -52.11% vs DFIV's -25.42%.
On 1-year performance, DFIV leads with 34.38% vs -39.67% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, DFIV has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DFIV has performed better with a 34.38% 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 0.27% for DFIV.
DFIV has the higher dividend yield at 2.54%, compared with 0.00% for IBIT.
IBIT is categorized as Cryptocurrency, while DFIV is Foreign Large Cap Equities. They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.25% for IBIT and 0.27% for DFIV.
DFIV currently has the higher Sharpe Ratio (2.39 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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