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IBIT vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBIT vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Bitcoin Trust ETF (IBIT) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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IBIT vs. IVV - Yearly Performance Comparison


2026 (YTD)20252024
IBIT
iShares Bitcoin Trust ETF
-22.62%-6.41%99.21%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.69%

Returns By Period

In the year-to-date period, IBIT achieves a -22.62% return, which is significantly lower than IVV's -4.38% return.


IBIT

1D
1.96%
1M
3.31%
YTD
-22.62%
6M
-40.89%
1Y
-17.92%
3Y*
5Y*
10Y*

IVV

1D
2.88%
1M
-4.99%
YTD
-4.38%
6M
-1.80%
1Y
17.69%
3Y*
18.29%
5Y*
11.76%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBIT vs. IVV - Expense Ratio Comparison

IBIT has a 0.25% expense ratio, which is higher than IVV's 0.03% 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%.


Return for Risk

IBIT vs. IVV — Risk / Return Rank

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

IBIT
IBIT Risk / Return Rank: 66
Overall Rank
IBIT Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 66
Sortino Ratio Rank
IBIT Omega Ratio Rank: 77
Omega Ratio Rank
IBIT Calmar Ratio Rank: 66
Calmar Ratio Rank
IBIT Martin Ratio Rank: 66
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and iShares Core S&P 500 ETF (IVV). 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.


IBITIVVDifference

Sharpe ratio

Return per unit of total volatility

-0.40

0.97

-1.37

Sortino ratio

Return per unit of downside risk

-0.29

1.49

-1.78

Omega ratio

Gain probability vs. loss probability

0.97

1.23

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.39

1.53

-1.92

Martin ratio

Return relative to average drawdown

-0.83

7.32

-8.15

IBIT vs. IVV - Sharpe Ratio Comparison

The current IBIT Sharpe Ratio is -0.40, which is lower than the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of IBIT and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBITIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

0.97

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.42

-0.07

Correlation

The correlation between IBIT and IVV is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IBIT vs. IVV - Dividend Comparison

IBIT has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.23%.


TTM20252024202320222021202020192018201720162015
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.23%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Drawdowns

IBIT vs. IVV - Drawdown Comparison

The maximum IBIT drawdown since its inception was -49.36%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IBIT and IVV.


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Drawdown Indicators


IBITIVVDifference

Max Drawdown

Largest peak-to-trough decline

-49.36%

-55.25%

+5.89%

Max Drawdown (1Y)

Largest decline over 1 year

-49.36%

-12.06%

-37.30%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-46.11%

-6.26%

-39.85%

Average Drawdown

Average peak-to-trough decline

-14.13%

-10.85%

-3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.09%

2.53%

+20.56%

Volatility

IBIT vs. IVV - Volatility Comparison

iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 12.99% compared to iShares Core S&P 500 ETF (IVV) at 5.30%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBITIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.99%

5.30%

+7.69%

Volatility (6M)

Calculated over the trailing 6-month period

36.75%

9.45%

+27.30%

Volatility (1Y)

Calculated over the trailing 1-year period

45.42%

18.31%

+27.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.26%

16.89%

+34.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.26%

18.04%

+33.22%