IBIT vs. WUGI
IBIT (iShares Bitcoin Trust ETF) and WUGI (Esoterica NextG Economy ETF) are both exchange-traded funds - IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant, while WUGI is a Large Cap Growth Equities fund actively managed by Esoterica. IBIT is passively managed, while WUGI is actively managed. Over the past year, IBIT returned -40.63% vs 38.78% for WUGI. At a 0.40 correlation, their price movements are largely independent. IBIT charges 0.25%/yr vs 0.75%/yr for WUGI.
Performance
IBIT vs. WUGI - Performance Comparison
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Returns By Period
In the year-to-date period, IBIT achieves a -27.41% return, which is significantly lower than WUGI's 23.35% return.
IBIT
- 1D
- -0.03%
- 1M
- -20.12%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -40.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WUGI
- 1D
- 1.10%
- 1M
- 5.98%
- YTD
- 23.35%
- 6M
- 25.24%
- 1Y
- 38.78%
- 3Y*
- 33.73%
- 5Y*
- 16.13%
- 10Y*
- —
IBIT vs. WUGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
WUGI Esoterica NextG Economy ETF | 23.35% | 22.66% | 45.19% |
Correlation
The correlation between IBIT and WUGI 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 | 0.40 |
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Return for Risk
IBIT vs. WUGI — Risk / Return Rank
IBIT
WUGI
IBIT vs. WUGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Esoterica NextG Economy ETF (WUGI). 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 | WUGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.38 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.28 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 2.17 | -2.95 |
| Martin ratioReturn relative to average drawdown | -1.37 | 7.02 | -8.39 |
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Drawdowns
IBIT vs. WUGI - Drawdown Comparison
The maximum IBIT drawdown since its inception was -52.11%, smaller than the maximum WUGI drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for IBIT and WUGI.
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Drawdown Indicators
| IBIT | WUGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -56.41% | +4.30% |
Max Drawdown (1Y)Largest decline over 1 year | -52.11% | -17.99% | -34.12% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.49% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -56.41% | — |
Current DrawdownCurrent decline from peak | -49.45% | -3.98% | -45.47% |
Average DrawdownAverage peak-to-trough decline | -16.53% | -16.61% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.64% | 5.54% | +24.10% |
Volatility
IBIT vs. WUGI - Volatility Comparison
The current volatility for iShares Bitcoin Trust ETF (IBIT) is 12.07%, while Esoterica NextG Economy ETF (WUGI) has a volatility of 13.03%. This indicates that IBIT experiences smaller price fluctuations and is considered to be less risky than WUGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBIT | WUGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.07% | 13.03% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 34.45% | 22.14% | +12.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.10% | 25.36% | +18.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.26% | 31.07% | +19.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.26% | 31.09% | +19.17% |
IBIT vs. WUGI - Expense Ratio Comparison
IBIT has a 0.25% expense ratio, which is lower than WUGI's 0.75% expense ratio.
Dividends
IBIT vs. WUGI - Dividend Comparison
IBIT has not paid dividends to shareholders, while WUGI's dividend yield for the trailing twelve months is around 18.51%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% |
WUGI Esoterica NextG Economy ETF | 18.51% | 22.83% | 4.09% |
Frequently Asked Questions
IBIT and WUGI 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.
WUGI has higher volatility (13.03%) compared to IBIT (12.07%). In terms of maximum drawdown, IBIT dropped -52.11% vs WUGI's -56.41%.
On 1-year performance, WUGI leads with 38.78% vs -40.63% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IBIT has been the lower-risk option at 12.07%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, WUGI has performed better with a 38.78% return vs -40.63%. 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 0.75% for WUGI.
WUGI has the higher dividend yield at 18.51%, compared with 0.00% for IBIT.
IBIT is categorized as Cryptocurrency, while WUGI is Large Cap Growth Equities. They also come from different issuers: iShares and Esoterica. Their fees differ too: 0.25% for IBIT and 0.75% for WUGI.
WUGI currently has the higher Sharpe Ratio (1.54 vs -0.92), 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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