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IBLC vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBLC vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Blockchain and Tech ETF (IBLC) and State Street SPDR S&P 500 ETF (SPY). 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 30.07% return, which is significantly higher than SPY's 9.74% return.


IBLC

1D
-0.70%
1M
2.21%
YTD
30.07%
6M
19.82%
1Y
65.77%
3Y*
46.30%
5Y*
10Y*

SPY

1D
-0.31%
1M
0.09%
YTD
9.74%
6M
9.27%
1Y
26.65%
3Y*
21.27%
5Y*
13.51%
10Y*
15.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBLC vs. SPY - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBLC
iShares Blockchain and Tech ETF
30.07%27.05%18.58%201.47%-58.93%
SPY
State Street SPDR S&P 500 ETF
9.74%17.72%24.89%26.18%-6.89%

Correlation

The correlation between IBLC and SPY is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.62

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2022

0.63

The correlation between IBLC and SPY has been stable across timeframes, ranging from 0.62 to 0.63 - a consistent structural relationship.

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Return for Risk

IBLC vs. SPY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBLC
IBLC Risk / Return Rank: 3131
Overall Rank
IBLC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IBLC Sortino Ratio Rank: 3434
Sortino Ratio Rank
IBLC Omega Ratio Rank: 3232
Omega Ratio Rank
IBLC Calmar Ratio Rank: 3030
Calmar Ratio Rank
IBLC Martin Ratio Rank: 2323
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6868
Overall Rank
SPY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPY Omega Ratio Rank: 6868
Omega Ratio Rank
SPY Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPY Martin Ratio Rank: 7474
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Blockchain and Tech ETF (IBLC) and State Street SPDR S&P 500 ETF (SPY). 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.


IBLCSPYDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.21

1.39

-0.18

Calmar ratioReturn relative to maximum drawdown

1.47

3.01

-1.54

Martin ratioReturn relative to average drawdown

2.89

13.54

-10.65

IBLC vs. SPY - Sharpe Ratio Comparison

The current IBLC Sharpe Ratio is 1.18, which is lower than the SPY Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IBLC and SPY, 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. SPY - Drawdown Comparison

The maximum IBLC drawdown since its inception was -62.54%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IBLC and SPY.


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Drawdown Indicators


IBLCSPYDifference

Max Drawdown

Largest peak-to-trough decline

-62.54%

-55.19%

-7.35%

Max Drawdown (1Y)

Largest decline over 1 year

-44.94%

-8.88%

-36.06%

Max Drawdown (3Y)

Largest decline over 3 years

-51.68%

-18.76%

-32.92%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-14.49%

-1.75%

-12.74%

Average Drawdown

Average peak-to-trough decline

-25.77%

-9.04%

-16.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.86%

1.97%

+20.89%

Volatility

IBLC vs. SPY - Volatility Comparison

iShares Blockchain and Tech ETF (IBLC) has a higher volatility of 17.30% compared to State Street SPDR S&P 500 ETF (SPY) at 4.64%. This indicates that IBLC's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBLCSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.30%

4.64%

+12.66%

Volatility (6M)

Calculated over the trailing 6-month period

41.59%

9.75%

+31.84%

Volatility (1Y)

Calculated over the trailing 1-year period

55.92%

12.43%

+43.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.54%

17.14%

+47.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.54%

17.99%

+46.55%

IBLC vs. SPY - Expense Ratio Comparison

IBLC has a 0.47% expense ratio, which is higher than SPY's 0.09% expense ratio.


Dividends

IBLC vs. SPY - Dividend Comparison

IBLC's dividend yield for the trailing twelve months is around 4.81%, more than SPY's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
IBLC
iShares Blockchain and Tech ETF
4.81%6.31%1.60%1.79%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.01%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions


IBLC and SPY have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBLC has higher volatility (17.30%) compared to SPY (4.64%). In terms of maximum drawdown, IBLC dropped -62.54% vs SPY's -55.19%.

On 3-year performance, IBLC leads with 46.30% vs 21.27% for SPY. On fees, SPY is cheaper at 0.09% per year. On volatility, SPY has been the lower-risk option at 4.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IBLC has performed better with a 46.30% return vs 21.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPY is cheaper with a 0.09% expense ratio, compared with 0.47% for IBLC.

IBLC has the higher dividend yield at 4.81%, compared with 1.01% for SPY.

IBLC is categorized as Cryptocurrency, while SPY is S&P 500. IBLC tracks ICE FactSet Global Blockchain Technologies Index, while SPY tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.47% for IBLC and 0.09% for SPY.

SPY currently has the higher Sharpe Ratio (2.16 vs 1.18), 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 SPY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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