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IBLC vs. NVDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IBLC vs. NVDA

Last updated Jun 4, 2026

IBLC (iShares Blockchain and Tech ETF) is Cryptocurrency fund tracking the ICE FactSet Global Blockchain Technologies Index, while NVDA (NVIDIA Corporation) is a stock. Over the past 3 years, IBLC returned 48.31%/yr vs 76.15%/yr for NVDA. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

IBLC vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Blockchain and Tech ETF (IBLC) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBLC achieves a 32.34% return, which is significantly higher than NVDA's 15.15% return.

IBLC

1D
-3.00%
1M
13.52%
YTD
32.34%
6M
15.25%
1Y
73.27%
3Y*
48.31%
5Y*
—
10Y*
—

NVDA

1D
-3.62%
1M
8.20%
YTD
15.15%
6M
19.59%
1Y
52.10%
3Y*
76.15%
5Y*
65.05%
10Y*
68.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBLC vs. NVDA - Yearly Performance Comparison

2026 (YTD)2025202420232022
IBLC
iShares Blockchain and Tech ETF		32.34%27.05%18.58%201.47%-57.76%
NVDA
NVIDIA Corporation		15.15%38.92%171.25%239.02%-20.58%

Correlation

The correlation between IBLC and NVDA is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2022

0.52

The correlation between IBLC and NVDA has been stable across timeframes, ranging from 0.44 to 0.52 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Blockchain and Tech ETF

NVIDIA Corporation

Often compared with IBLC:
IBLC vs. STCEIBLC vs. BLOKIBLC vs. FBTCIBLC vs. LEGRIBLC vs. ARKBIBLC vs. SPYIBLC vs. BPAY
Often compared with NVDA:
NVDA vs. AMDNVDA vs. AAPLNVDA vs. AVGONVDA vs. TSMNVDA vs. SPYNVDA vs. AMZNNVDA vs. QQQ

Return for Risk

IBLC vs. NVDA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IBLC
IBLC Risk / Return Rank: 3333
Overall Rank
IBLC Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IBLC Sortino Ratio Rank: 3636
Sortino Ratio Rank
IBLC Omega Ratio Rank: 3333
Omega Ratio Rank
IBLC Calmar Ratio Rank: 3333
Calmar Ratio Rank
IBLC Martin Ratio Rank: 2424
Martin Ratio Rank
NVDA
NVDA Risk / Return Rank: 7878
Overall Rank
NVDA Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7777
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7373
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7979
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7979
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.

IBLC vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Blockchain and Tech ETF (IBLC) and NVIDIA Corporation (NVDA). 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.

IBLCNVDADifference
Sharpe ratioReturn per unit of total volatility
1.34
1.53

-0.19

Sortino ratioReturn per unit of downside risk
1.92
2.15

-0.23

Omega ratioGain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratioReturn relative to maximum drawdown

1.64

2.59

-0.95

Martin ratioReturn relative to average drawdown

3.26

6.36

-3.10

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBLC vs. NVDA - Sharpe Ratio Comparison

The current IBLC Sharpe Ratio is 1.34, which is comparable to the NVDA Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of IBLC and NVDA, 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

IBLCNVDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.53

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.27

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.39

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.63

-0.23

Drawdowns

IBLC vs. NVDA - Drawdown Comparison

The maximum IBLC drawdown since its inception was -62.54%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for IBLC and NVDA.

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Drawdown Indicators

IBLCNVDADifference

Max Drawdown

Largest peak-to-trough decline

-62.54%

-89.72%

+27.18%

Max Drawdown (1Y)

Largest decline over 1 year

-44.94%

-20.21%

-24.73%

Max Drawdown (3Y)

Largest decline over 3 years

-51.68%

-36.88%

-14.80%

Max Drawdown (5Y)

Largest decline over 5 years

—

-66.34%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-66.34%

—

Current Drawdown

Current decline from peak

-12.99%

-8.90%

-4.09%

Average Drawdown

Average peak-to-trough decline

-25.89%

-36.21%

+10.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.56%

8.21%

+14.35%

Volatility

IBLC vs. NVDA - Volatility Comparison

iShares Blockchain and Tech ETF (IBLC) has a higher volatility of 14.67% compared to NVIDIA Corporation (NVDA) at 12.53%. This indicates that IBLC's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IBLCNVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

14.67%

12.53%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

40.76%

25.54%

+15.22%

Volatility (1Y)

Calculated over the trailing 1-year period

54.94%

34.22%

+20.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.49%

51.69%

+12.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.49%

49.80%

+14.69%

Dividends

IBLC vs. NVDA - Dividend Comparison

IBLC's dividend yield for the trailing twelve months is around 4.77%, more than NVDA's 0.02% yield.

PositionTTM20252024202320222021202020192018201720162015
IBLC
iShares Blockchain and Tech ETF		4.77%6.31%1.60%1.79%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%

Frequently Asked Questions

IBLC and NVDA have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBLC has higher volatility (14.67%) compared to NVDA (12.53%). In terms of maximum drawdown, IBLC dropped -62.54% vs NVDA's -89.72%.

NVDA currently has the higher Sharpe Ratio (1.53 vs 1.34), 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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