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IGE vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGE vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares North American Natural Resources ETF (IGE) 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, IGE achieves a 22.98% return, which is significantly higher than IBIT's -25.48% return.


IGE

1D
-0.15%
1M
-0.36%
YTD
22.98%
6M
23.36%
1Y
43.74%
3Y*
20.25%
5Y*
17.22%
10Y*
9.79%

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)

IGE vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IGE
iShares North American Natural Resources ETF
22.98%20.41%10.31%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IGE and IBIT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.21

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Return for Risk

IGE vs. IBIT — Risk / Return Rank

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

IGE
IGE Risk / Return Rank: 8484
Overall Rank
IGE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IGE Sortino Ratio Rank: 8080
Sortino Ratio Rank
IGE Omega Ratio Rank: 7575
Omega Ratio Rank
IGE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IGE Martin Ratio Rank: 8888
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.

IGE vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares North American Natural Resources ETF (IGE) 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.


IGEIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.64

Sortino ratioReturn per unit of downside risk

+4.87

Omega ratioGain probability vs. loss probability

1.45

0.86

+0.59

Calmar ratioReturn relative to maximum drawdown

7.93

-0.79

+8.72

Martin ratioReturn relative to average drawdown

19.51

-1.36

+20.87

IGE vs. IBIT - Sharpe Ratio Comparison

The current IGE Sharpe Ratio is 2.75, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of IGE 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


IGEIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

-0.89

+3.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.30

+0.01

Drawdowns

IGE vs. IBIT - Drawdown Comparison

The maximum IGE drawdown since its inception was -67.55%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IGE and IBIT.


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Drawdown Indicators


IGEIBITDifference

Max Drawdown

Largest peak-to-trough decline

-67.55%

-49.36%

-18.19%

Max Drawdown (1Y)

Largest decline over 1 year

-5.54%

-49.36%

+43.82%

Max Drawdown (3Y)

Largest decline over 3 years

-19.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.72%

Max Drawdown (10Y)

Largest decline over 10 years

-60.57%

Current Drawdown

Current decline from peak

-2.86%

-48.10%

+45.24%

Average Drawdown

Average peak-to-trough decline

-18.90%

-16.02%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

28.44%

-26.19%

Volatility

IGE vs. IBIT - Volatility Comparison

The current volatility for iShares North American Natural Resources ETF (IGE) is 4.40%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IGE 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


IGEIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

9.50%

-5.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.67%

34.44%

-21.77%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

43.73%

-27.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

50.19%

-27.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.94%

50.19%

-25.25%

IGE vs. IBIT - Expense Ratio Comparison

IGE has a 0.39% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

IGE vs. IBIT - Dividend Comparison

IGE's dividend yield for the trailing twelve months is around 1.89%, 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%
IGE
iShares North American Natural Resources ETF
1.89%2.32%2.54%2.85%2.96%2.92%3.34%5.55%2.68%2.11%1.66%3.08%

Frequently Asked Questions


IGE and IBIT have a correlation of 0.17, 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 IGE (4.40%). In terms of maximum drawdown, IGE dropped -67.55% vs IBIT's -49.36%.

On 1-year performance, IGE leads with 43.74% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IGE has been the lower-risk option at 4.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGE has performed better with a 43.74% 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 0.39% for IGE.

IGE has the higher dividend yield at 1.89%, compared with 0.00% for IBIT.

IGE is categorized as Energy Equities, while IBIT is Cryptocurrency. IGE tracks S&P North American Natural Resources Sector Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.39% for IGE and 0.25% for IBIT.

IGE currently has the higher Sharpe Ratio (2.75 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.

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