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ICVT vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICVT vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Convertible Bond ETF (ICVT) 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, ICVT achieves a 25.28% return, which is significantly higher than IBIT's -25.48% return.


ICVT

1D
-0.97%
1M
7.16%
YTD
25.28%
6M
24.31%
1Y
42.20%
3Y*
21.04%
5Y*
7.79%
10Y*
13.99%

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)

ICVT vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
ICVT
iShares Convertible Bond ETF
25.28%18.10%12.09%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between ICVT and IBIT is 0.55, 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

0.55

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

0.52

The correlation between ICVT and IBIT has been stable across timeframes, ranging from 0.52 to 0.55 - a consistent structural relationship.

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Return for Risk

ICVT vs. IBIT — Risk / Return Rank

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

ICVT
ICVT Risk / Return Rank: 8787
Overall Rank
ICVT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ICVT Sortino Ratio Rank: 8484
Sortino Ratio Rank
ICVT Omega Ratio Rank: 8484
Omega Ratio Rank
ICVT Calmar Ratio Rank: 9090
Calmar Ratio Rank
ICVT Martin Ratio Rank: 8989
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.

ICVT vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Convertible Bond ETF (ICVT) 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.


ICVTIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.84

Sortino ratioReturn per unit of downside risk

+5.06

Omega ratioGain probability vs. loss probability

1.52

0.86

+0.66

Calmar ratioReturn relative to maximum drawdown

5.62

-0.79

+6.41

Martin ratioReturn relative to average drawdown

20.48

-1.36

+21.84

ICVT vs. IBIT - Sharpe Ratio Comparison

The current ICVT Sharpe Ratio is 2.95, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of ICVT 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


ICVTIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

-0.89

+3.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.30

+0.49

Drawdowns

ICVT vs. IBIT - Drawdown Comparison

The maximum ICVT drawdown since its inception was -33.25%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for ICVT and IBIT.


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Drawdown Indicators


ICVTIBITDifference

Max Drawdown

Largest peak-to-trough decline

-33.25%

-49.36%

+16.11%

Max Drawdown (1Y)

Largest decline over 1 year

-7.55%

-49.36%

+41.81%

Max Drawdown (3Y)

Largest decline over 3 years

-11.22%

Max Drawdown (5Y)

Largest decline over 5 years

-29.95%

Max Drawdown (10Y)

Largest decline over 10 years

-33.25%

Current Drawdown

Current decline from peak

-0.97%

-48.10%

+47.13%

Average Drawdown

Average peak-to-trough decline

-9.50%

-16.02%

+6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

28.44%

-26.37%

Volatility

ICVT vs. IBIT - Volatility Comparison

The current volatility for iShares Convertible Bond ETF (ICVT) is 5.53%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that ICVT 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


ICVTIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

9.50%

-3.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

34.44%

-22.75%

Volatility (1Y)

Calculated over the trailing 1-year period

14.36%

43.73%

-29.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.23%

50.19%

-36.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

50.19%

-34.69%

ICVT vs. IBIT - Expense Ratio Comparison

ICVT has a 0.20% 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%.


Dividends

ICVT vs. IBIT - Dividend Comparison

ICVT's dividend yield for the trailing twelve months is around 1.30%, 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%
ICVT
iShares Convertible Bond ETF
1.30%1.73%2.19%1.85%1.93%7.70%3.98%1.86%4.82%2.56%3.06%1.57%

Frequently Asked Questions


ICVT and IBIT have a correlation of 0.55, 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 ICVT (5.53%). In terms of maximum drawdown, ICVT dropped -33.25% vs IBIT's -49.36%.

On 1-year performance, ICVT leads with 42.20% vs -38.74% for IBIT. On fees, ICVT is cheaper at 0.20% per year. On volatility, ICVT has been the lower-risk option at 5.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ICVT has performed better with a 42.20% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICVT is cheaper with a 0.20% expense ratio, compared with 0.25% for IBIT.

ICVT has the higher dividend yield at 1.30%, compared with 0.00% for IBIT.

ICVT is categorized as Preferred Stock/Convertible Bonds, while IBIT is Cryptocurrency. ICVT tracks Barclays U.S. Convertible Cash Pay Bond > $250MM Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.20% for ICVT and 0.25% for IBIT.

ICVT currently has the higher Sharpe Ratio (2.95 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

Find the right allocation for ICVT and IBIT

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