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IGBH vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGBH vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) 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, IGBH achieves a 2.13% return, which is significantly higher than IBIT's -32.49% return.


IGBH

1D
-0.06%
1M
-0.07%
YTD
2.13%
6M
2.01%
1Y
9.10%
3Y*
8.54%
5Y*
5.24%
10Y*
5.03%

IBIT

1D
-1.03%
1M
-22.03%
YTD
-32.49%
6M
-32.23%
1Y
-45.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGBH vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
2.13%7.90%6.47%
IBIT
iShares Bitcoin Trust ETF
-32.49%-6.41%89.87%

Correlation

The correlation between IGBH and IBIT is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.31

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Return for Risk

IGBH vs. IBIT — Risk / Return Rank

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

IGBH
IGBH Risk / Return Rank: 7171
Overall Rank
IGBH Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IGBH Sortino Ratio Rank: 8787
Sortino Ratio Rank
IGBH Omega Ratio Rank: 8585
Omega Ratio Rank
IGBH Calmar Ratio Rank: 5050
Calmar Ratio Rank
IGBH Martin Ratio Rank: 5353
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 11
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: 11
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.

IGBH vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) 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.

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.


IGBHIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.30

Sortino ratioReturn per unit of downside risk

+4.98

Omega ratioGain probability vs. loss probability

1.45

0.83

+0.61

Calmar ratioReturn relative to maximum drawdown

2.15

-0.86

+3.01

Martin ratioReturn relative to average drawdown

7.91

-1.47

+9.38

IGBH vs. IBIT - Sharpe Ratio Comparison

The current IGBH Sharpe Ratio is 2.28, which is higher than the IBIT Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of IGBH 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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Drawdowns

IGBH vs. IBIT - Drawdown Comparison

The maximum IGBH drawdown since its inception was -33.67%, smaller than the maximum IBIT drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for IGBH and IBIT.


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Drawdown Indicators


IGBHIBITDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-52.98%

+19.31%

Max Drawdown (1Y)

Largest decline over 1 year

-4.24%

-52.98%

+48.74%

Max Drawdown (3Y)

Largest decline over 3 years

-6.93%

Max Drawdown (5Y)

Largest decline over 5 years

-10.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

Current Drawdown

Current decline from peak

-0.55%

-52.98%

+52.43%

Average Drawdown

Average peak-to-trough decline

-2.65%

-16.97%

+14.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

30.94%

-29.79%

Volatility

IGBH vs. IBIT - Volatility Comparison

The current volatility for iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) is 0.71%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.43%. This indicates that IGBH 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


IGBHIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

13.43%

-12.72%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

34.60%

-31.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

44.41%

-40.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

50.21%

-44.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.20%

50.21%

-41.01%

IGBH vs. IBIT - Expense Ratio Comparison

IGBH has a 0.16% 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

IGBH vs. IBIT - Dividend Comparison

IGBH's dividend yield for the trailing twelve months is around 5.67%, 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%
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
5.67%6.23%6.88%7.32%3.84%2.71%2.39%3.40%5.56%2.87%2.62%1.12%

Frequently Asked Questions


IGBH and IBIT have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (13.43%) compared to IGBH (0.71%). In terms of maximum drawdown, IGBH dropped -33.67% vs IBIT's -52.98%.

On 1-year performance, IGBH leads with 9.10% vs -45.30% for IBIT. On fees, IGBH is cheaper at 0.16% per year. On volatility, IGBH has been the lower-risk option at 0.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGBH has performed better with a 9.10% return vs -45.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGBH is cheaper with a 0.16% expense ratio, compared with 0.25% for IBIT.

IGBH has the higher dividend yield at 5.67%, compared with 0.00% for IBIT.

IGBH is categorized as Corporate Bonds, while IBIT is Cryptocurrency. IGBH tracks BlackRock Interest Rate Hedged Long-Term Corporate Bond Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.16% for IGBH and 0.25% for IBIT.

IGBH currently has the higher Sharpe Ratio (2.28 vs -1.02), 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 IGBH and IBIT

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