PortfoliosLab logoPortfoliosLab logo
IGSB vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGSB vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short-Term Corporate Bond ETF (IGSB) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGSB achieves a 0.72% return, which is significantly higher than IBIT's -25.48% return.


IGSB

1D
-0.06%
1M
0.27%
YTD
0.72%
6M
1.01%
1Y
4.72%
3Y*
5.66%
5Y*
2.43%
10Y*
2.74%

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)

IGSB vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IGSB
iShares Short-Term Corporate Bond ETF
0.72%6.96%4.86%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IGSB and IBIT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IGSB vs. IBIT — Risk / Return Rank

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

IGSB
IGSB Risk / Return Rank: 7575
Overall Rank
IGSB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 8484
Sortino Ratio Rank
IGSB Omega Ratio Rank: 8181
Omega Ratio Rank
IGSB Calmar Ratio Rank: 6565
Calmar Ratio Rank
IGSB Martin Ratio Rank: 7070
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.

IGSB vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term Corporate Bond ETF (IGSB) 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.


IGSBIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.35

Sortino ratioReturn per unit of downside risk

+5.07

Omega ratioGain probability vs. loss probability

1.49

0.86

+0.63

Calmar ratioReturn relative to maximum drawdown

3.25

-0.79

+4.04

Martin ratioReturn relative to average drawdown

13.22

-1.36

+14.58

IGSB vs. IBIT - Sharpe Ratio Comparison

The current IGSB Sharpe Ratio is 2.46, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of IGSB 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.


Loading charts...

Sharpe Ratios by Period


IGSBIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

-0.89

+3.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.30

+0.41

Drawdowns

IGSB vs. IBIT - Drawdown Comparison

The maximum IGSB drawdown since its inception was -13.38%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IGSB and IBIT.


Loading charts...

Drawdown Indicators


IGSBIBITDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-49.36%

+35.98%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-49.36%

+47.90%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

Current Drawdown

Current decline from peak

-0.32%

-48.10%

+47.78%

Average Drawdown

Average peak-to-trough decline

-0.85%

-16.02%

+15.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

28.44%

-28.08%

Volatility

IGSB vs. IBIT - Volatility Comparison

The current volatility for iShares Short-Term Corporate Bond ETF (IGSB) is 0.57%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IGSB 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.


Loading charts...

Volatility by Period


IGSBIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

9.50%

-8.93%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

34.44%

-33.03%

Volatility (1Y)

Calculated over the trailing 1-year period

1.92%

43.73%

-41.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.93%

50.19%

-47.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

50.19%

-46.73%

IGSB vs. IBIT - Expense Ratio Comparison

IGSB has a 0.06% 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

IGSB vs. IBIT - Dividend Comparison

IGSB's dividend yield for the trailing twelve months is around 4.58%, 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%
IGSB
iShares Short-Term Corporate Bond ETF
4.58%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%

Frequently Asked Questions


IGSB and IBIT have a correlation of 0.15, 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 IGSB (0.57%). In terms of maximum drawdown, IGSB dropped -13.38% vs IBIT's -49.36%.

On 1-year performance, IGSB leads with 4.72% vs -38.74% for IBIT. On fees, IGSB is cheaper at 0.06% per year. On volatility, IGSB has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGSB has performed better with a 4.72% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGSB is cheaper with a 0.06% expense ratio, compared with 0.25% for IBIT.

IGSB has the higher dividend yield at 4.58%, compared with 0.00% for IBIT.

IGSB is categorized as Corporate Bonds, while IBIT is Cryptocurrency. IGSB tracks ICE BofAML 1-5 Year US Corporate Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.06% for IGSB and 0.25% for IBIT.

IGSB currently has the higher Sharpe Ratio (2.46 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 IGSB and IBIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer