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IBIT vs. ISAC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIT vs. ISAC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Bitcoin Trust ETF (IBIT) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L). 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 -27.71% return, which is significantly lower than ISAC.L's 9.28% return.


IBIT

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

ISAC.L

1D
-0.49%
1M
0.23%
YTD
9.28%
6M
10.77%
1Y
25.90%
3Y*
20.19%
5Y*
10.90%
10Y*
12.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIT vs. ISAC.L - Yearly Performance Comparison


2026 (YTD)20252024
IBIT
iShares Bitcoin Trust ETF
-27.71%-6.41%89.87%
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)
9.28%22.36%18.95%

Correlation

The correlation between IBIT and ISAC.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.29

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Return for Risk

IBIT vs. ISAC.L — 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

ISAC.L
ISAC.L Risk / Return Rank: 7171
Overall Rank
ISAC.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ISAC.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
ISAC.L Omega Ratio Rank: 7070
Omega Ratio Rank
ISAC.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
ISAC.L Martin Ratio Rank: 7272
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. ISAC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L). 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.


IBITISAC.LDifference
Sharpe ratioReturn per unit of total volatility

-2.96

Sortino ratioReturn per unit of downside risk

-4.30

Omega ratioGain probability vs. loss probability

0.86

1.38

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.76

2.94

-3.70

Martin ratioReturn relative to average drawdown

-1.36

12.26

-13.63

IBIT vs. ISAC.L - Sharpe Ratio Comparison

The current IBIT Sharpe Ratio is -0.90, which is lower than the ISAC.L Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of IBIT and ISAC.L, 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


IBITISAC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

2.06

-2.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.72

-0.45

Drawdowns

IBIT vs. ISAC.L - Drawdown Comparison

The maximum IBIT drawdown since its inception was -52.11%, which is greater than ISAC.L's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for IBIT and ISAC.L.


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Drawdown Indicators


IBITISAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.11%

-33.82%

-18.29%

Max Drawdown (1Y)

Largest decline over 1 year

-52.11%

-8.77%

-43.34%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

Max Drawdown (5Y)

Largest decline over 5 years

-26.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

Current Drawdown

Current decline from peak

-49.66%

-2.73%

-46.93%

Average Drawdown

Average peak-to-trough decline

-16.19%

-4.64%

-11.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.97%

2.11%

+26.86%

Volatility

IBIT vs. ISAC.L - Volatility Comparison

iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 11.85% compared to iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) at 3.92%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBITISAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.85%

3.92%

+7.93%

Volatility (6M)

Calculated over the trailing 6-month period

34.60%

9.92%

+24.68%

Volatility (1Y)

Calculated over the trailing 1-year period

44.28%

12.54%

+31.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.32%

15.58%

+34.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.32%

15.96%

+34.36%

IBIT vs. ISAC.L - Expense Ratio Comparison

IBIT has a 0.25% expense ratio, which is higher than ISAC.L's 0.20% expense ratio. However, 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. ISAC.L - Dividend Comparison

Neither IBIT nor ISAC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IBIT and ISAC.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISAC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISAC.L is cheaper with a 0.20% expense ratio, compared with 0.25% for IBIT.

IBIT is categorized as Cryptocurrency, while ISAC.L is Global Equities. IBIT tracks CME CF Bitcoin Reference Rate - New York Variant, while ISAC.L tracks MSCI All Country World Index (Net). Their fees differ too: 0.25% for IBIT and 0.20% for ISAC.L.

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