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IJT vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJT vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Growth ETF (IJT) 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, IJT achieves a 21.22% return, which is significantly higher than IBIT's -28.88% return.


IJT

1D
-0.43%
1M
5.51%
YTD
21.22%
6M
17.80%
1Y
31.64%
3Y*
16.70%
5Y*
6.16%
10Y*
11.60%

IBIT

1D
-3.26%
1M
-17.81%
YTD
-28.88%
6M
-28.88%
1Y
-39.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJT vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IJT
iShares S&P SmallCap 600 Growth ETF
21.22%5.26%12.35%
IBIT
iShares Bitcoin Trust ETF
-28.88%-6.41%89.87%

Correlation

The correlation between IJT and IBIT is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.42

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Return for Risk

IJT vs. IBIT — Risk / Return Rank

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

IJT
IJT Risk / Return Rank: 6161
Overall Rank
IJT Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IJT Sortino Ratio Rank: 5757
Sortino Ratio Rank
IJT Omega Ratio Rank: 5151
Omega Ratio Rank
IJT Calmar Ratio Rank: 7373
Calmar Ratio Rank
IJT 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.

IJT vs. IBIT - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IJTIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.68

Sortino ratioReturn per unit of downside risk

+3.87

Omega ratioGain probability vs. loss probability

1.31

0.86

+0.45

Calmar ratioReturn relative to maximum drawdown

3.50

-0.77

+4.27

Martin ratioReturn relative to average drawdown

12.23

-1.30

+13.53

IJT vs. IBIT - Sharpe Ratio Comparison

The current IJT Sharpe Ratio is 1.78, which is higher than the IBIT Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of IJT 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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Drawdowns

IJT vs. IBIT - Drawdown Comparison

The maximum IJT drawdown since its inception was -57.61%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for IJT and IBIT.


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Drawdown Indicators


IJTIBITDifference

Max Drawdown

Largest peak-to-trough decline

-57.61%

-52.11%

-5.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.08%

-52.11%

+43.03%

Max Drawdown (3Y)

Largest decline over 3 years

-27.41%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

Current Drawdown

Current decline from peak

-0.43%

-50.47%

+50.04%

Average Drawdown

Average peak-to-trough decline

-10.29%

-16.85%

+6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

30.58%

-27.99%

Volatility

IJT vs. IBIT - Volatility Comparison

The current volatility for iShares S&P SmallCap 600 Growth ETF (IJT) is 5.32%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.18%. This indicates that IJT 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


IJTIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

13.18%

-7.86%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

34.64%

-21.64%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

44.31%

-26.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

50.22%

-28.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.02%

50.22%

-27.20%

IJT vs. IBIT - Expense Ratio Comparison

IJT has a 0.18% 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

IJT vs. IBIT - Dividend Comparison

IJT's dividend yield for the trailing twelve months is around 0.71%, 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%
IJT
iShares S&P SmallCap 600 Growth ETF
0.71%0.91%1.06%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%

Frequently Asked Questions


IJT and IBIT have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (13.18%) compared to IJT (5.32%). In terms of maximum drawdown, IJT dropped -57.61% vs IBIT's -52.11%.

On 1-year performance, IJT leads with 31.64% vs -39.82% for IBIT. On fees, IJT is cheaper at 0.18% per year. On volatility, IJT has been the lower-risk option at 5.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IJT has performed better with a 31.64% return vs -39.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJT is cheaper with a 0.18% expense ratio, compared with 0.25% for IBIT.

IJT has the higher dividend yield at 0.71%, compared with 0.00% for IBIT.

IJT is categorized as Small Cap Growth Equities, while IBIT is Cryptocurrency. IJT tracks S&P SmallCap 600 Growth Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.18% for IJT and 0.25% for IBIT.

IJT currently has the higher Sharpe Ratio (1.78 vs -0.90), 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 IJT and IBIT

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