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IJH vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJH vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Mid-Cap ETF (IJH) 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, IJH achieves a 14.10% return, which is significantly higher than IBIT's -25.48% return.


IJH

1D
-0.12%
1M
3.84%
YTD
14.10%
6M
14.33%
1Y
25.45%
3Y*
16.09%
5Y*
8.17%
10Y*
11.27%

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)

IJH vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IJH
iShares Core S&P Mid-Cap ETF
14.10%7.42%16.02%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IJH and IBIT is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.40

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Return for Risk

IJH vs. IBIT — Risk / Return Rank

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

IJH
IJH Risk / Return Rank: 5151
Overall Rank
IJH Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 4848
Sortino Ratio Rank
IJH Omega Ratio Rank: 4545
Omega Ratio Rank
IJH Calmar Ratio Rank: 5757
Calmar Ratio Rank
IJH Martin Ratio Rank: 5959
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.

IJH vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) 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.


IJHIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.54

Sortino ratioReturn per unit of downside risk

+3.64

Omega ratioGain probability vs. loss probability

1.29

0.86

+0.43

Calmar ratioReturn relative to maximum drawdown

2.90

-0.79

+3.68

Martin ratioReturn relative to average drawdown

10.60

-1.36

+11.96

IJH vs. IBIT - Sharpe Ratio Comparison

The current IJH Sharpe Ratio is 1.65, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of IJH 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


IJHIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

-0.89

+2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.30

+0.17

Drawdowns

IJH vs. IBIT - Drawdown Comparison

The maximum IJH drawdown since its inception was -55.07%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IJH and IBIT.


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Drawdown Indicators


IJHIBITDifference

Max Drawdown

Largest peak-to-trough decline

-55.07%

-49.36%

-5.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-49.36%

+40.53%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

Max Drawdown (10Y)

Largest decline over 10 years

-42.18%

Current Drawdown

Current decline from peak

-0.12%

-48.10%

+47.98%

Average Drawdown

Average peak-to-trough decline

-7.57%

-16.02%

+8.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

28.44%

-26.03%

Volatility

IJH vs. IBIT - Volatility Comparison

The current volatility for iShares Core S&P Mid-Cap ETF (IJH) is 4.37%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IJH 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


IJHIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

9.50%

-5.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

34.44%

-23.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

43.73%

-28.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.74%

50.19%

-30.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.18%

50.19%

-29.01%

IJH vs. IBIT - Expense Ratio Comparison

IJH has a 0.05% 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

IJH vs. IBIT - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.18%, 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%
IJH
iShares Core S&P Mid-Cap ETF
1.18%1.36%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%

Frequently Asked Questions


IJH and IBIT have a correlation of 0.41, 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 IJH (4.37%). In terms of maximum drawdown, IJH dropped -55.07% vs IBIT's -49.36%.

On 1-year performance, IJH leads with 25.45% vs -38.74% for IBIT. On fees, IJH is cheaper at 0.05% per year. On volatility, IJH has been the lower-risk option at 4.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IJH has performed better with a 25.45% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJH is cheaper with a 0.05% expense ratio, compared with 0.25% for IBIT.

IJH has the higher dividend yield at 1.18%, compared with 0.00% for IBIT.

IJH is categorized as Mid Cap Blend Equities, while IBIT is Cryptocurrency. IJH tracks S&P MidCap 400 Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.05% for IJH and 0.25% for IBIT.

IJH currently has the higher Sharpe Ratio (1.65 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

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