IBIT vs. VYMI
IBIT (iShares Bitcoin Trust ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past year, IBIT returned -39.82% vs 30.40% for VYMI. At a 0.29 correlation, their price movements are largely independent. IBIT charges 0.25%/yr vs 0.07%/yr for VYMI.
Performance
IBIT vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, IBIT achieves a -28.88% return, which is significantly lower than VYMI's 11.38% return.
IBIT
- 1D
- -3.26%
- 1M
- -17.81%
- YTD
- -28.88%
- 6M
- -28.88%
- 1Y
- -39.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VYMI
- 1D
- -1.23%
- 1M
- -0.28%
- YTD
- 11.38%
- 6M
- 11.17%
- 1Y
- 30.40%
- 3Y*
- 21.85%
- 5Y*
- 12.40%
- 10Y*
- 11.21%
IBIT vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | -28.88% | -6.41% | 89.87% |
VYMI Vanguard International High Dividend Yield ETF | 11.38% | 38.05% | 8.03% |
Correlation
The correlation between IBIT and VYMI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
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. VYMI — Risk / Return Rank
IBIT
VYMI
IBIT vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Vanguard International High Dividend Yield ETF (VYMI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBIT | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.20 | ||
| Sortino ratioReturn per unit of downside risk | -4.39 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.42 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 3.01 | -3.78 |
| Martin ratioReturn relative to average drawdown | -1.30 | 11.81 | -13.11 |
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Drawdowns
IBIT vs. VYMI - Drawdown Comparison
The maximum IBIT drawdown since its inception was -52.11%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for IBIT and VYMI.
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Drawdown Indicators
| IBIT | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -40.00% | -12.11% |
Max Drawdown (1Y)Largest decline over 1 year | -52.11% | -10.14% | -41.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.84% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -50.47% | -1.97% | -48.50% |
Average DrawdownAverage peak-to-trough decline | -16.85% | -6.28% | -10.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.58% | 2.58% | +28.00% |
Volatility
IBIT vs. VYMI - Volatility Comparison
iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 13.18% compared to Vanguard International High Dividend Yield ETF (VYMI) at 4.14%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBIT | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.18% | 4.14% | +9.04% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 11.20% | +23.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.31% | 13.27% | +31.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.22% | 14.87% | +35.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.22% | 16.61% | +33.61% |
IBIT vs. VYMI - Expense Ratio Comparison
IBIT has a 0.25% expense ratio, which is higher than VYMI's 0.07% 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. VYMI - Dividend Comparison
IBIT has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 3.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYMI Vanguard International High Dividend Yield ETF | 3.67% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
IBIT and VYMI have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (13.18%) compared to VYMI (4.14%). In terms of maximum drawdown, IBIT dropped -52.11% vs VYMI's -40.00%.
On 1-year performance, VYMI leads with 30.40% vs -39.82% for IBIT. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 4.14%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VYMI has performed better with a 30.40% return vs -39.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.25% for IBIT.
VYMI has the higher dividend yield at 3.67%, compared with 0.00% for IBIT.
IBIT is categorized as Cryptocurrency, while VYMI is Dividend. IBIT tracks CME CF Bitcoin Reference Rate - New York Variant, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for IBIT and 0.07% for VYMI.
VYMI currently has the higher Sharpe Ratio (2.30 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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