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ICF vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICF vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Cohen & Steers REIT ETF (ICF) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICF achieves a 12.19% return, which is significantly higher than IBIT's -25.48% return.


ICF

1D
0.17%
1M
-0.92%
YTD
12.19%
6M
11.56%
1Y
11.29%
3Y*
10.12%
5Y*
3.01%
10Y*
5.54%

IBIT

1D
-2.76%
1M
-18.50%
YTD
-25.48%
6M
-29.84%
1Y
-38.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICF vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
ICF
iShares Cohen & Steers REIT ETF
12.19%1.85%6.90%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between ICF and IBIT is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.18

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Return for Risk

ICF vs. IBIT — Risk / Return Rank

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

ICF
ICF Risk / Return Rank: 2525
Overall Rank
ICF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ICF Sortino Ratio Rank: 2222
Sortino Ratio Rank
ICF Omega Ratio Rank: 2222
Omega Ratio Rank
ICF Calmar Ratio Rank: 2828
Calmar Ratio Rank
ICF Martin Ratio Rank: 2828
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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.

ICF vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) 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.


ICFIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.42

Omega ratioGain probability vs. loss probability

1.15

0.86

+0.29

Calmar ratioReturn relative to maximum drawdown

1.38

-0.79

+2.17

Martin ratioReturn relative to average drawdown

3.92

-1.36

+5.29

ICF vs. IBIT - Sharpe Ratio Comparison

The current ICF Sharpe Ratio is 0.84, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of ICF and IBIT, 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


ICFIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

-0.89

+1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.30

+0.02

Drawdowns

ICF vs. IBIT - Drawdown Comparison

The maximum ICF drawdown since its inception was -76.74%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for ICF and IBIT.


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Drawdown Indicators


ICFIBITDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-49.36%

-27.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-49.36%

+41.16%

Max Drawdown (3Y)

Largest decline over 3 years

-17.25%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

Current Drawdown

Current decline from peak

-2.67%

-48.10%

+45.43%

Average Drawdown

Average peak-to-trough decline

-14.18%

-16.02%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

28.44%

-25.56%

Volatility

ICF vs. IBIT - Volatility Comparison

The current volatility for iShares Cohen & Steers REIT ETF (ICF) is 3.71%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that ICF 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


ICFIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

9.50%

-5.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

34.44%

-24.59%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

43.73%

-30.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

50.19%

-31.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

50.19%

-29.61%

ICF vs. IBIT - Expense Ratio Comparison

ICF has a 0.34% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

ICF vs. IBIT - Dividend Comparison

ICF's dividend yield for the trailing twelve months is around 2.48%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICF
iShares Cohen & Steers REIT ETF
2.48%2.88%2.66%2.76%2.64%1.82%2.38%2.55%3.20%3.10%4.21%3.30%

Frequently Asked Questions


ICF and IBIT have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.50%) compared to ICF (3.71%). In terms of maximum drawdown, ICF dropped -76.74% vs IBIT's -49.36%.

On 1-year performance, ICF leads with 11.29% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, ICF has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ICF has performed better with a 11.29% return vs -38.74%. 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 0.34% for ICF.

ICF has the higher dividend yield at 2.48%, compared with 0.00% for IBIT.

ICF is categorized as REIT, while IBIT is Cryptocurrency. ICF tracks Cohen & Steers Realty Majors Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.34% for ICF and 0.25% for IBIT.

ICF currently has the higher Sharpe Ratio (0.84 vs -0.89), 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

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