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IBIT vs. TNA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIT vs. TNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Bitcoin Trust ETF (IBIT) and Direxion Daily Small Cap Bull 3X Shares (TNA). 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 TNA's 40.38% return.


IBIT

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

TNA

1D
2.58%
1M
-1.87%
YTD
40.38%
6M
32.71%
1Y
101.66%
3Y*
24.04%
5Y*
-7.95%
10Y*
7.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIT vs. TNA - Yearly Performance Comparison


2026 (YTD)20252024
IBIT
iShares Bitcoin Trust ETF
-27.71%-6.41%89.87%
TNA
Direxion Daily Small Cap Bull 3X Shares
40.38%9.82%17.78%

Correlation

The correlation between IBIT and TNA is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.46

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Return for Risk

IBIT vs. TNA — 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

TNA
TNA Risk / Return Rank: 5858
Overall Rank
TNA Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TNA Sortino Ratio Rank: 5151
Sortino Ratio Rank
TNA Omega Ratio Rank: 4747
Omega Ratio Rank
TNA Calmar Ratio Rank: 6969
Calmar Ratio Rank
TNA 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. TNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Direxion Daily Small Cap Bull 3X Shares (TNA). 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.


IBITTNADifference
Sharpe ratioReturn per unit of total volatility

-2.66

Sortino ratioReturn per unit of downside risk

-3.52

Omega ratioGain probability vs. loss probability

0.86

1.27

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.76

3.14

-3.90

Martin ratioReturn relative to average drawdown

-1.36

10.30

-11.67

IBIT vs. TNA - Sharpe Ratio Comparison

The current IBIT Sharpe Ratio is -0.90, which is lower than the TNA Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of IBIT and TNA, 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


IBITTNADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

1.76

-2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.22

+0.04

Drawdowns

IBIT vs. TNA - Drawdown Comparison

The maximum IBIT drawdown since its inception was -52.11%, smaller than the maximum TNA drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for IBIT and TNA.


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Drawdown Indicators


IBITTNADifference

Max Drawdown

Largest peak-to-trough decline

-52.11%

-88.09%

+35.98%

Max Drawdown (1Y)

Largest decline over 1 year

-52.11%

-32.53%

-19.58%

Max Drawdown (3Y)

Largest decline over 3 years

-65.78%

Max Drawdown (5Y)

Largest decline over 5 years

-82.36%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

Current Drawdown

Current decline from peak

-49.66%

-40.63%

-9.03%

Average Drawdown

Average peak-to-trough decline

-16.19%

-33.91%

+17.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.97%

9.90%

+19.07%

Volatility

IBIT vs. TNA - Volatility Comparison

The current volatility for iShares Bitcoin Trust ETF (IBIT) is 11.85%, while Direxion Daily Small Cap Bull 3X Shares (TNA) has a volatility of 19.70%. This indicates that IBIT experiences smaller price fluctuations and is considered to be less risky than TNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBITTNADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.85%

19.70%

-7.85%

Volatility (6M)

Calculated over the trailing 6-month period

34.60%

41.78%

-7.18%

Volatility (1Y)

Calculated over the trailing 1-year period

44.28%

58.10%

-13.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.32%

67.48%

-17.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.32%

68.52%

-18.20%

IBIT vs. TNA - Expense Ratio Comparison

IBIT has a 0.25% expense ratio, which is lower than TNA's 1.14% expense ratio.


Dividends

IBIT vs. TNA - Dividend Comparison

IBIT has not paid dividends to shareholders, while TNA's dividend yield for the trailing twelve months is around 0.43%.


PositionTTM202520242023202220212020201920182017
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%
TNA
Direxion Daily Small Cap Bull 3X Shares
0.43%0.78%0.93%1.27%0.31%0.06%0.03%0.44%0.36%0.15%

Frequently Asked Questions


IBIT and TNA have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TNA has higher volatility (19.70%) compared to IBIT (11.85%). In terms of maximum drawdown, IBIT dropped -52.11% vs TNA's -88.09%.

On 1-year performance, TNA leads with 101.66% vs -39.44% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IBIT has been the lower-risk option at 11.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TNA has performed better with a 101.66% return vs -39.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 1.14% for TNA.

TNA has the higher dividend yield at 0.43%, compared with 0.00% for IBIT.

IBIT is categorized as Cryptocurrency, while TNA is Leveraged Equities. IBIT tracks CME CF Bitcoin Reference Rate - New York Variant, while TNA tracks Russell 2000 Index (300%). They also come from different issuers: iShares and Direxion. Their fees differ too: 0.25% for IBIT and 1.14% for TNA.

TNA currently has the higher Sharpe Ratio (1.76 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.

Portfolio Optimizer

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