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ILCB vs. IBIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ILCB vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar U.S. Equity ETF (ILCB) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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ILCB vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
ILCB
iShares Morningstar U.S. Equity ETF
-4.57%17.70%24.82%
IBIT
iShares Bitcoin Trust ETF
-22.62%-6.41%99.21%

Returns By Period

In the year-to-date period, ILCB achieves a -4.57% return, which is significantly higher than IBIT's -22.62% return.


ILCB

1D
2.92%
1M
-4.96%
YTD
-4.57%
6M
-2.23%
1Y
17.62%
3Y*
18.30%
5Y*
11.15%
10Y*
13.49%

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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ILCB vs. IBIT - Expense Ratio Comparison

ILCB has a 0.03% 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

ILCB vs. IBIT — Risk / Return Rank

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

ILCB
ILCB Risk / Return Rank: 6262
Overall Rank
ILCB Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ILCB Sortino Ratio Rank: 5858
Sortino Ratio Rank
ILCB Omega Ratio Rank: 6363
Omega Ratio Rank
ILCB Calmar Ratio Rank: 6262
Calmar Ratio Rank
ILCB Martin Ratio Rank: 7171
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.

ILCB vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar U.S. Equity ETF (ILCB) 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.


ILCBIBITDifference

Sharpe ratio

Return per unit of total volatility

0.96

-0.40

+1.36

Sortino ratio

Return per unit of downside risk

1.47

-0.29

+1.76

Omega ratio

Gain probability vs. loss probability

1.22

0.97

+0.26

Calmar ratio

Return relative to maximum drawdown

1.51

-0.39

+1.90

Martin ratio

Return relative to average drawdown

7.11

-0.83

+7.95

ILCB vs. IBIT - Sharpe Ratio Comparison

The current ILCB Sharpe Ratio is 0.96, which is higher than the IBIT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of ILCB 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


ILCBIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

-0.40

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.35

+0.24

Correlation

The correlation between ILCB and IBIT is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ILCB vs. IBIT - Dividend Comparison

ILCB's dividend yield for the trailing twelve months is around 1.13%, while IBIT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ILCB
iShares Morningstar U.S. Equity ETF
1.13%1.11%1.19%1.43%1.65%1.16%1.26%2.25%2.17%1.81%1.97%2.44%
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%

Drawdowns

ILCB vs. IBIT - Drawdown Comparison

The maximum ILCB drawdown since its inception was -51.53%, roughly equal to the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for ILCB and IBIT.


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Drawdown Indicators


ILCBIBITDifference

Max Drawdown

Largest peak-to-trough decline

-51.53%

-49.36%

-2.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-49.36%

+37.29%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

Current Drawdown

Current decline from peak

-6.44%

-46.11%

+39.67%

Average Drawdown

Average peak-to-trough decline

-6.28%

-14.13%

+7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

23.09%

-20.52%

Volatility

ILCB vs. IBIT - Volatility Comparison

The current volatility for iShares Morningstar U.S. Equity ETF (ILCB) is 5.34%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.99%. This indicates that ILCB 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


ILCBIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

12.99%

-7.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

36.75%

-27.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

45.42%

-27.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

51.26%

-34.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.14%

51.26%

-33.12%