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IBIT vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIT vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Bitcoin Trust ETF (IBIT) and iShares Russell 2000 ETF (IWM). 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 -25.48% return, which is significantly lower than IWM's 17.07% return.


IBIT

1D
-2.76%
1M
-18.50%
YTD
-25.48%
6M
-29.84%
1Y
-38.74%
3Y*
5Y*
10Y*

IWM

1D
-1.37%
1M
3.52%
YTD
17.07%
6M
15.83%
1Y
39.10%
3Y*
17.88%
5Y*
6.11%
10Y*
10.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIT vs. IWM - Yearly Performance Comparison


2026 (YTD)20252024
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%
IWM
iShares Russell 2000 ETF
17.07%12.66%15.50%

Correlation

The correlation between IBIT and IWM is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.46

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Return for Risk

IBIT vs. IWM — Risk / Return Rank

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

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6262
Overall Rank
IWM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 5959
Sortino Ratio Rank
IWM Omega Ratio Rank: 5353
Omega Ratio Rank
IWM Calmar Ratio Rank: 7070
Calmar Ratio Rank
IWM Martin Ratio Rank: 6767
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. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and iShares Russell 2000 ETF (IWM). 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.


IBITIWMDifference
Sharpe ratioReturn per unit of total volatility

-2.94

Sortino ratioReturn per unit of downside risk

-4.08

Omega ratioGain probability vs. loss probability

0.86

1.34

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.79

3.56

-4.35

Martin ratioReturn relative to average drawdown

-1.36

12.64

-14.01

IBIT vs. IWM - Sharpe Ratio Comparison

The current IBIT Sharpe Ratio is -0.89, which is lower than the IWM Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IBIT and IWM, 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


IBITIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

2.05

-2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.37

-0.07

Drawdowns

IBIT vs. IWM - Drawdown Comparison

The maximum IBIT drawdown since its inception was -49.36%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for IBIT and IWM.


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Drawdown Indicators


IBITIWMDifference

Max Drawdown

Largest peak-to-trough decline

-49.36%

-59.05%

+9.69%

Max Drawdown (1Y)

Largest decline over 1 year

-49.36%

-11.03%

-38.33%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

Current Drawdown

Current decline from peak

-48.10%

-1.49%

-46.61%

Average Drawdown

Average peak-to-trough decline

-16.02%

-10.77%

-5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.44%

3.10%

+25.34%

Volatility

IBIT vs. IWM - Volatility Comparison

iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 9.50% compared to iShares Russell 2000 ETF (IWM) at 5.75%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBITIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

5.75%

+3.75%

Volatility (6M)

Calculated over the trailing 6-month period

34.44%

13.53%

+20.91%

Volatility (1Y)

Calculated over the trailing 1-year period

43.73%

19.20%

+24.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.19%

22.52%

+27.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.19%

23.04%

+27.15%

IBIT vs. IWM - Expense Ratio Comparison

IBIT has a 0.25% expense ratio, which is higher than IWM's 0.19% 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. IWM - Dividend Comparison

IBIT has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.88%.


PositionTTM20252024202320222021202020192018201720162015
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%
IWM
iShares Russell 2000 ETF
0.88%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Frequently Asked Questions


IBIT and IWM have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.50%) compared to IWM (5.75%). In terms of maximum drawdown, IBIT dropped -49.36% vs IWM's -59.05%.

On 1-year performance, IWM leads with 39.10% vs -38.74% for IBIT. On fees, IWM is cheaper at 0.19% per year. On volatility, IWM has been the lower-risk option at 5.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IWM has performed better with a 39.10% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWM is cheaper with a 0.19% expense ratio, compared with 0.25% for IBIT.

IWM has the higher dividend yield at 0.88%, compared with 0.00% for IBIT.

IBIT is categorized as Cryptocurrency, while IWM is Small Cap Blend Equities. IBIT tracks CME CF Bitcoin Reference Rate - New York Variant, while IWM tracks Russell 2000 Index. Their fees differ too: 0.25% for IBIT and 0.19% for IWM.

IWM currently has the higher Sharpe Ratio (2.05 vs -0.89), 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.

Portfolio Optimizer

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