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IGRO vs. IBIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGRO vs. IBIT - Performance Comparison

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

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IGRO vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IGRO
iShares International Dividend Growth ETF
1.57%25.03%8.28%
IBIT
iShares Bitcoin Trust ETF
-22.62%-6.41%99.21%

Returns By Period

In the year-to-date period, IGRO achieves a 1.57% return, which is significantly higher than IBIT's -22.62% return.


IGRO

1D
2.91%
1M
-6.70%
YTD
1.57%
6M
6.16%
1Y
18.69%
3Y*
14.34%
5Y*
7.73%
10Y*

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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IGRO vs. IBIT - Expense Ratio Comparison

IGRO has a 0.22% 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%.


Return for Risk

IGRO vs. IBIT — Risk / Return Rank

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

IGRO
IGRO Risk / Return Rank: 7474
Overall Rank
IGRO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IGRO Sortino Ratio Rank: 7474
Sortino Ratio Rank
IGRO Omega Ratio Rank: 7474
Omega Ratio Rank
IGRO Calmar Ratio Rank: 7373
Calmar Ratio Rank
IGRO Martin Ratio Rank: 7272
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.

IGRO vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Dividend Growth ETF (IGRO) 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.


IGROIBITDifference

Sharpe ratio

Return per unit of total volatility

1.31

-0.40

+1.70

Sortino ratio

Return per unit of downside risk

1.80

-0.29

+2.09

Omega ratio

Gain probability vs. loss probability

1.26

0.97

+0.30

Calmar ratio

Return relative to maximum drawdown

1.81

-0.39

+2.20

Martin ratio

Return relative to average drawdown

7.00

-0.83

+7.83

IGRO vs. IBIT - Sharpe Ratio Comparison

The current IGRO Sharpe Ratio is 1.31, which is higher than the IBIT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of IGRO 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


IGROIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

-0.40

+1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.35

+0.16

Correlation

The correlation between IGRO and IBIT is 0.29, 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

IGRO vs. IBIT - Dividend Comparison

IGRO's dividend yield for the trailing twelve months is around 2.51%, while IBIT has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
IGRO
iShares International Dividend Growth ETF
2.51%2.51%2.44%2.79%2.69%2.27%2.41%2.65%2.97%2.43%1.18%
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%

Drawdowns

IGRO vs. IBIT - Drawdown Comparison

The maximum IGRO drawdown since its inception was -36.25%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IGRO and IBIT.


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Drawdown Indicators


IGROIBITDifference

Max Drawdown

Largest peak-to-trough decline

-36.25%

-49.36%

+13.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-49.36%

+39.36%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

Current Drawdown

Current decline from peak

-6.74%

-46.11%

+39.37%

Average Drawdown

Average peak-to-trough decline

-5.74%

-14.13%

+8.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

23.09%

-20.51%

Volatility

IGRO vs. IBIT - Volatility Comparison

The current volatility for iShares International Dividend Growth ETF (IGRO) is 6.63%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.99%. This indicates that IGRO 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


IGROIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

12.99%

-6.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

36.75%

-27.30%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

45.42%

-31.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

51.26%

-37.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

51.26%

-34.37%