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IBIT vs. EQAC.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIT vs. EQAC.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Bitcoin Trust ETF (IBIT) and Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBIT is traded in USD, while EQAC.MI is traded in EUR. To make them comparable, the EQAC.MI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBIT achieves a -27.71% return, which is significantly lower than EQAC.MI's 18.98% return.


IBIT

1D
5.13%
1M
-21.03%
YTD
-27.71%
6M
-30.34%
1Y
-39.44%
3Y*
5Y*
10Y*

EQAC.MI

1D
-0.67%
1M
4.30%
YTD
18.98%
6M
18.36%
1Y
39.82%
3Y*
27.93%
5Y*
17.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIT vs. EQAC.MI - Yearly Performance Comparison


2026 (YTD)20252024
IBIT
iShares Bitcoin Trust ETF
-27.71%-6.41%99.21%
EQAC.MI
Invesco EQQQ NASDAQ-100 UCITS ETF Acc
18.98%20.55%27.77%

Correlation

The correlation between IBIT and EQAC.MI is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.28

The correlation between IBIT and EQAC.MI shifts across timeframes, from 0.28 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBIT vs. EQAC.MI — 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

EQAC.MI
EQAC.MI Risk / Return Rank: 7373
Overall Rank
EQAC.MI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EQAC.MI Sortino Ratio Rank: 7373
Sortino Ratio Rank
EQAC.MI Omega Ratio Rank: 7373
Omega Ratio Rank
EQAC.MI Calmar Ratio Rank: 7676
Calmar Ratio Rank
EQAC.MI Martin Ratio Rank: 6363
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. EQAC.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI). 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.


IBITEQAC.MIDifference
Sharpe ratioReturn per unit of total volatility

-3.49

Sortino ratioReturn per unit of downside risk

-4.78

Omega ratioGain probability vs. loss probability

0.86

1.44

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.76

3.67

-4.43

Martin ratioReturn relative to average drawdown

-1.36

13.53

-14.89

IBIT vs. EQAC.MI - Sharpe Ratio Comparison

The current IBIT Sharpe Ratio is -0.90, which is lower than the EQAC.MI Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of IBIT and EQAC.MI, 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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Sharpe Ratios by Period


IBITEQAC.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

2.60

-3.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.05

-0.79

Drawdowns

IBIT vs. EQAC.MI - Drawdown Comparison

The maximum IBIT drawdown since its inception was -52.11%, which is greater than EQAC.MI's maximum drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for IBIT and EQAC.MI.


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Drawdown Indicators


IBITEQAC.MIDifference

Max Drawdown

Largest peak-to-trough decline

-52.11%

-34.78%

-17.33%

Max Drawdown (1Y)

Largest decline over 1 year

-52.11%

-10.96%

-41.15%

Max Drawdown (3Y)

Largest decline over 3 years

-23.01%

Max Drawdown (5Y)

Largest decline over 5 years

-34.78%

Current Drawdown

Current decline from peak

-49.66%

-0.81%

-48.85%

Average Drawdown

Average peak-to-trough decline

-16.19%

-7.95%

-8.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.97%

2.97%

+26.00%

Volatility

IBIT vs. EQAC.MI - Volatility Comparison

iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 11.85% compared to Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI) at 4.54%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than EQAC.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBITEQAC.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.85%

4.54%

+7.31%

Volatility (6M)

Calculated over the trailing 6-month period

34.60%

11.28%

+23.32%

Volatility (1Y)

Calculated over the trailing 1-year period

44.28%

15.47%

+28.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.32%

20.43%

+29.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.32%

22.02%

+28.30%

IBIT vs. EQAC.MI - Expense Ratio Comparison

IBIT has a 0.25% expense ratio, which is lower than EQAC.MI's 0.30% expense ratio.


Dividends

IBIT vs. EQAC.MI - Dividend Comparison

Neither IBIT nor EQAC.MI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IBIT and EQAC.MI have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBIT is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.30% for EQAC.MI.

IBIT is categorized as Cryptocurrency, while EQAC.MI is Nasdaq-100. IBIT tracks CME CF Bitcoin Reference Rate - New York Variant, while EQAC.MI tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for IBIT and 0.30% for EQAC.MI.

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