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IBLC vs. SBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBLC vs. SBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Blockchain and Tech ETF (IBLC) and ProShares UltraShort Bitcoin ETF (SBIT). 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 6.96% return, which is significantly lower than SBIT's 31.15% return.


IBLC

1D
-2.67%
1M
-7.92%
6M
15.03%
YTD
6.96%
1Y
15.61%
3Y*
30.76%
5Y*
10Y*
ALL TIME*
17.54%

SBIT

1D
-1.87%
1M
-4.97%
6M
-2.69%
YTD
31.15%
1Y
89.29%
3Y*
5Y*
10Y*
ALL TIME*
-43.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$433.72K$478.48K$755.73K
$28.53M$29.59M$45.55M

IBLC vs. SBIT - Yearly Performance Comparison


2026 (YTD)20252024
IBLC
iShares Blockchain and Tech ETF
6.96%27.05%14.58%
SBIT
ProShares UltraShort Bitcoin ETF
31.15%-25.11%-73.74%

Correlation

The correlation between IBLC and SBIT is -0.69, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.69

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

-0.70

The correlation between IBLC and SBIT has been stable across timeframes, ranging from -0.70 to -0.69 - a consistent structural relationship.

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Return for Risk

IBLC vs. SBIT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IBLC
IBLC Risk / Return Rank: 1717
Overall Rank
IBLC Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IBLC Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBLC Omega Ratio Rank: 1919
Omega Ratio Rank
IBLC Calmar Ratio Rank: 1515
Calmar Ratio Rank
IBLC Martin Ratio Rank: 1414
Martin Ratio Rank

SBIT
SBIT Risk / Return Rank: 4040
Overall Rank
SBIT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 4242
Sortino Ratio Rank
SBIT Omega Ratio Rank: 3939
Omega Ratio Rank
SBIT Calmar Ratio Rank: 4545
Calmar Ratio Rank
SBIT Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IBLC vs. SBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Blockchain and Tech ETF (IBLC) and ProShares UltraShort Bitcoin ETF (SBIT). 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.


IBLCSBITDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.09

1.21

-0.12

Calmar ratioReturn relative to maximum drawdown

0.35

1.87

-1.52

Martin ratioReturn relative to average drawdown

0.64

4.12

-3.48

IBLC vs. SBIT - Sharpe Ratio Comparison

The current IBLC Sharpe Ratio is 0.27, which is lower than the SBIT Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of IBLC and SBIT, 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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Drawdowns

IBLC vs. SBIT - Drawdown Comparison

The maximum IBLC drawdown since its inception was -62.54%, smaller than the maximum SBIT drawdown of -91.35%. Use the drawdown chart below to compare losses from any high point for IBLC and SBIT.


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Drawdown Indicators


IBLCSBITDifference

Max Drawdown

Largest peak-to-trough decline

-62.54%

-91.35%

+28.81%

Max Drawdown (1Y)

Largest decline over 1 year

-44.94%

-47.94%

+3.00%

Max Drawdown (3Y)

Largest decline over 3 years

-51.68%

Current Drawdown

Current decline from peak

-29.68%

-79.19%

+49.51%

Average Drawdown

Average peak-to-trough decline

-25.79%

-69.12%

+43.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.63%

21.78%

+2.85%

Volatility

IBLC vs. SBIT - Volatility Comparison

iShares Blockchain and Tech ETF (IBLC) has a higher volatility of 18.70% compared to ProShares UltraShort Bitcoin ETF (SBIT) at 16.27%. This indicates that IBLC's price experiences larger fluctuations and is considered to be riskier than SBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBLCSBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.70%

16.27%

+2.43%

Volatility (6M)

Calculated over the trailing 6-month period

43.22%

65.83%

-22.61%

Volatility (1Y)

Calculated over the trailing 1-year period

57.36%

88.47%

-31.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.43%

95.88%

-31.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.43%

95.88%

-31.45%

IBLC vs. SBIT - Expense Ratio Comparison

IBLC has a 0.47% expense ratio, which is lower than SBIT's 0.97% expense ratio.


Dividends

IBLC vs. SBIT - Dividend Comparison

IBLC's dividend yield for the trailing twelve months is around 5.85%, more than SBIT's 5.26% yield.


PositionTTM2025202420232022
IBLC
iShares Blockchain and Tech ETF
5.85%6.31%1.60%1.79%0.84%
SBIT
ProShares UltraShort Bitcoin ETF
5.26%0.52%1.00%0.00%0.00%

Frequently Asked Questions


IBLC and SBIT have a correlation of -0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBLC has higher volatility (18.70%) compared to SBIT (16.27%). In terms of maximum drawdown, IBLC dropped -62.54% vs SBIT's -91.35%.

On 1-year performance, SBIT leads with 89.29% vs 15.61% for IBLC. On fees, IBLC is cheaper at 0.47% per year. On volatility, SBIT has been the lower-risk option at 16.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SBIT has performed better with a 89.29% return vs 15.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBLC is cheaper with a 0.47% expense ratio, compared with 0.97% for SBIT.

IBLC has the higher dividend yield at 5.85%, compared with 5.26% for SBIT.

IBLC tracks ICE FactSet Global Blockchain Technologies Index, while SBIT tracks Bloomberg Bitcoin Index (-200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.47% for IBLC and 0.97% for SBIT.

SBIT currently has the higher Sharpe Ratio (1.01 vs 0.27), 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

Find the right allocation for IBLC and SBIT

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