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IJS vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJS vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Value ETF (IJS) 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, IJS achieves a 15.13% return, which is significantly higher than IBIT's -25.48% return.


IJS

1D
-1.22%
1M
2.29%
YTD
15.13%
6M
14.62%
1Y
36.88%
3Y*
14.01%
5Y*
5.55%
10Y*
10.07%

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)

IJS vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IJS
iShares S&P SmallCap 600 Value ETF
15.13%6.54%11.84%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IJS and IBIT is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.36

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Return for Risk

IJS vs. IBIT — Risk / Return Rank

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

IJS
IJS Risk / Return Rank: 6464
Overall Rank
IJS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 6161
Sortino Ratio Rank
IJS Omega Ratio Rank: 5656
Omega Ratio Rank
IJS Calmar Ratio Rank: 7777
Calmar Ratio Rank
IJS Martin Ratio Rank: 6969
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.

IJS vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) 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.


IJSIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.92

Sortino ratioReturn per unit of downside risk

+4.13

Omega ratioGain probability vs. loss probability

1.35

0.86

+0.49

Calmar ratioReturn relative to maximum drawdown

3.99

-0.79

+4.78

Martin ratioReturn relative to average drawdown

13.05

-1.36

+14.42

IJS vs. IBIT - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 2.03, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of IJS 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


IJSIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

-0.89

+2.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.30

+0.11

Drawdowns

IJS vs. IBIT - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IJS and IBIT.


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Drawdown Indicators


IJSIBITDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-49.36%

-10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-49.36%

+40.08%

Max Drawdown (3Y)

Largest decline over 3 years

-28.65%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

Current Drawdown

Current decline from peak

-1.22%

-48.10%

+46.88%

Average Drawdown

Average peak-to-trough decline

-9.89%

-16.02%

+6.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

28.44%

-25.61%

Volatility

IJS vs. IBIT - Volatility Comparison

The current volatility for iShares S&P SmallCap 600 Value ETF (IJS) is 4.42%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IJS 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


IJSIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

9.50%

-5.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

34.44%

-22.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.31%

43.73%

-25.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.98%

50.19%

-28.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

50.19%

-26.59%

IJS vs. IBIT - Expense Ratio Comparison

Both IJS and IBIT have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IJS vs. IBIT - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.29%, 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%
IJS
iShares S&P SmallCap 600 Value ETF
1.29%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%

Frequently Asked Questions


IJS and IBIT have a correlation of 0.37, 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 IJS (4.42%). In terms of maximum drawdown, IJS dropped -60.11% vs IBIT's -49.36%.

On 1-year performance, IJS leads with 36.88% vs -38.74% for IBIT. Both ETFs have the same 0.25% expense ratio. On volatility, IJS has been the lower-risk option at 4.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IJS has performed better with a 36.88% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJS and IBIT have the same expense ratio: 0.25% per year.

IJS has the higher dividend yield at 1.29%, compared with 0.00% for IBIT.

IJS is categorized as Small Cap Value Equities, while IBIT is Cryptocurrency. IJS tracks S&P SmallCap 600/Citigroup Value Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant.

IJS currently has the higher Sharpe Ratio (2.03 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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