IBIT vs. SCHG
IBIT (iShares Bitcoin Trust ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past year, IBIT returned -39.44% vs 20.82% for SCHG. At a 0.40 correlation, their price movements are largely independent. IBIT charges 0.25%/yr vs 0.04%/yr for SCHG.
Performance
IBIT vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, IBIT achieves a -27.71% return, which is significantly lower than SCHG's 3.75% return.
IBIT
- 1D
- 5.13%
- 1M
- -21.03%
- YTD
- -27.71%
- 6M
- -30.34%
- 1Y
- -39.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHG
- 1D
- 0.15%
- 1M
- -0.94%
- YTD
- 3.75%
- 6M
- 2.93%
- 1Y
- 20.82%
- 3Y*
- 24.03%
- 5Y*
- 14.90%
- 10Y*
- 18.53%
IBIT vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | -27.71% | -6.41% | 89.87% |
SCHG Schwab U.S. Large-Cap Growth ETF | 3.75% | 17.50% | 34.21% |
Correlation
The correlation between IBIT and SCHG is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.40 |
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Return for Risk
IBIT vs. SCHG — Risk / Return Rank
IBIT
SCHG
IBIT vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| IBIT | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.24 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 1.27 | -2.03 |
| Martin ratioReturn relative to average drawdown | -1.36 | 4.25 | -5.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBIT | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.90 | 1.33 | -2.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.83 | -0.57 |
Drawdowns
IBIT vs. SCHG - Drawdown Comparison
The maximum IBIT drawdown since its inception was -52.11%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for IBIT and SCHG.
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Drawdown Indicators
| IBIT | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -34.59% | -17.52% |
Max Drawdown (1Y)Largest decline over 1 year | -52.11% | -16.41% | -35.70% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.39% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -49.66% | -4.25% | -45.41% |
Average DrawdownAverage peak-to-trough decline | -16.19% | -5.20% | -10.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.97% | 4.91% | +24.06% |
Volatility
IBIT vs. SCHG - Volatility Comparison
iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 11.85% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.52%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBIT | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.85% | 4.52% | +7.33% |
Volatility (6M)Calculated over the trailing 6-month period | 34.60% | 12.02% | +22.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.28% | 15.77% | +28.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.32% | 22.31% | +28.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.32% | 21.58% | +28.74% |
IBIT vs. SCHG - Expense Ratio Comparison
IBIT has a 0.25% expense ratio, which is higher than SCHG's 0.04% 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. SCHG - Dividend Comparison
IBIT has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.37% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
IBIT and SCHG have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (11.85%) compared to SCHG (4.52%). In terms of maximum drawdown, IBIT dropped -52.11% vs SCHG's -34.59%.
On 1-year performance, SCHG leads with 20.82% vs -39.44% for IBIT. On fees, SCHG is cheaper at 0.04% per year. On volatility, SCHG has been the lower-risk option at 4.52%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SCHG has performed better with a 20.82% return vs -39.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHG is cheaper with a 0.04% expense ratio, compared with 0.25% for IBIT.
SCHG has the higher dividend yield at 0.37%, compared with 0.00% for IBIT.
IBIT is categorized as Cryptocurrency, while SCHG is Large Cap Growth Equities. IBIT tracks CME CF Bitcoin Reference Rate - New York Variant, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.25% for IBIT and 0.04% for SCHG.
SCHG currently has the higher Sharpe Ratio (1.33 vs -0.90), 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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