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IBTH vs. IBIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBTH vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2027 Term Treasury ETF (IBTH) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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IBTH vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
0.42%5.29%3.15%
IBIT
iShares Bitcoin Trust ETF
-22.62%-6.41%99.21%

Returns By Period

In the year-to-date period, IBTH achieves a 0.42% return, which is significantly higher than IBIT's -22.62% return.


IBTH

1D
0.02%
1M
-0.18%
YTD
0.42%
6M
1.49%
1Y
4.00%
3Y*
3.60%
5Y*
0.63%
10Y*

IBIT

1D
1.96%
1M
3.31%
YTD
-22.62%
6M
-40.89%
1Y
-17.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBTH vs. IBIT - Expense Ratio Comparison

IBTH has a 0.07% expense ratio, which is lower than IBIT's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IBTH vs. IBIT — Risk / Return Rank

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

IBTH
IBTH Risk / Return Rank: 9797
Overall Rank
IBTH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9898
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBTH Martin Ratio Rank: 9797
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 66
Overall Rank
IBIT Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 66
Sortino Ratio Rank
IBIT Omega Ratio Rank: 77
Omega Ratio Rank
IBIT Calmar Ratio Rank: 66
Calmar Ratio Rank
IBIT Martin Ratio Rank: 66
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.

IBTH vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term Treasury ETF (IBTH) and iShares Bitcoin Trust ETF (IBIT). 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.


IBTHIBITDifference

Sharpe ratio

Return per unit of total volatility

2.75

-0.40

+3.15

Sortino ratio

Return per unit of downside risk

4.48

-0.29

+4.77

Omega ratio

Gain probability vs. loss probability

1.65

0.97

+0.68

Calmar ratio

Return relative to maximum drawdown

4.80

-0.39

+5.19

Martin ratio

Return relative to average drawdown

19.10

-0.83

+19.93

IBTH vs. IBIT - Sharpe Ratio Comparison

The current IBTH Sharpe Ratio is 2.75, which is higher than the IBIT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of IBTH and IBIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBTHIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

-0.40

+3.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.35

-0.22

Correlation

The correlation between IBTH and IBIT is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

IBTH vs. IBIT - Dividend Comparison

IBTH's dividend yield for the trailing twelve months is around 3.89%, while IBIT has not paid dividends to shareholders.


TTM202520242023202220212020
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.89%3.92%4.04%3.61%2.00%0.77%0.50%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IBTH vs. IBIT - Drawdown Comparison

The maximum IBTH drawdown since its inception was -16.16%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IBTH and IBIT.


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Drawdown Indicators


IBTHIBITDifference

Max Drawdown

Largest peak-to-trough decline

-16.16%

-49.36%

+33.20%

Max Drawdown (1Y)

Largest decline over 1 year

-0.82%

-49.36%

+48.54%

Max Drawdown (5Y)

Largest decline over 5 years

-14.41%

Current Drawdown

Current decline from peak

-1.84%

-46.11%

+44.27%

Average Drawdown

Average peak-to-trough decline

-6.87%

-14.13%

+7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

23.09%

-22.88%

Volatility

IBTH vs. IBIT - Volatility Comparison

The current volatility for iShares iBonds Dec 2027 Term Treasury ETF (IBTH) is 0.34%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.99%. This indicates that IBTH experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTHIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

12.99%

-12.65%

Volatility (6M)

Calculated over the trailing 6-month period

0.58%

36.75%

-36.17%

Volatility (1Y)

Calculated over the trailing 1-year period

1.46%

45.42%

-43.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.23%

51.26%

-47.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.26%

51.26%

-47.00%