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IFGL vs. IBIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFGL vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Developed Real Estate ETF (IFGL) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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IFGL vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IFGL
iShares International Developed Real Estate ETF
-2.67%24.31%-5.02%
IBIT
iShares Bitcoin Trust ETF
-22.62%-6.41%99.21%

Returns By Period

In the year-to-date period, IFGL achieves a -2.67% return, which is significantly higher than IBIT's -22.62% return.


IFGL

1D
2.48%
1M
-12.00%
YTD
-2.67%
6M
-1.05%
1Y
17.76%
3Y*
6.31%
5Y*
-1.19%
10Y*
1.66%

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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IFGL vs. IBIT - Expense Ratio Comparison

IFGL has a 0.48% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Return for Risk

IFGL vs. IBIT — Risk / Return Rank

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

IFGL
IFGL Risk / Return Rank: 6161
Overall Rank
IFGL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 7070
Sortino Ratio Rank
IFGL Omega Ratio Rank: 6565
Omega Ratio Rank
IFGL Calmar Ratio Rank: 4747
Calmar Ratio Rank
IFGL Martin Ratio Rank: 5454
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.

IFGL vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) 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.


IFGLIBITDifference

Sharpe ratio

Return per unit of total volatility

1.24

-0.40

+1.64

Sortino ratio

Return per unit of downside risk

1.76

-0.29

+2.05

Omega ratio

Gain probability vs. loss probability

1.24

0.97

+0.27

Calmar ratio

Return relative to maximum drawdown

1.17

-0.39

+1.56

Martin ratio

Return relative to average drawdown

5.14

-0.83

+5.97

IFGL vs. IBIT - Sharpe Ratio Comparison

The current IFGL Sharpe Ratio is 1.24, which is higher than the IBIT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of IFGL 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


IFGLIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

-0.40

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.35

-0.31

Correlation

The correlation between IFGL and IBIT is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IFGL vs. IBIT - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 3.92%, while IBIT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IFGL
iShares International Developed Real Estate ETF
3.92%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%
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%

Drawdowns

IFGL vs. IBIT - Drawdown Comparison

The maximum IFGL drawdown since its inception was -67.94%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IFGL and IBIT.


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Drawdown Indicators


IFGLIBITDifference

Max Drawdown

Largest peak-to-trough decline

-67.94%

-49.36%

-18.58%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-49.36%

+34.98%

Max Drawdown (5Y)

Largest decline over 5 years

-38.47%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

Current Drawdown

Current decline from peak

-15.36%

-46.11%

+30.75%

Average Drawdown

Average peak-to-trough decline

-16.73%

-14.13%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

23.09%

-19.81%

Volatility

IFGL vs. IBIT - Volatility Comparison

The current volatility for iShares International Developed Real Estate ETF (IFGL) is 6.49%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.99%. This indicates that IFGL 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


IFGLIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

12.99%

-6.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

36.75%

-27.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

45.42%

-31.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

51.26%

-35.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

51.26%

-34.77%