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IMTB vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMTB vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 5-10 Year USD Bond ETF (IMTB) 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, IMTB achieves a 0.78% return, which is significantly higher than IBIT's -31.78% return.


IMTB

1D
0.51%
1M
1.14%
YTD
0.78%
6M
0.74%
1Y
5.32%
3Y*
4.98%
5Y*
0.65%
10Y*

IBIT

1D
-4.08%
1M
-21.16%
YTD
-31.78%
6M
-31.52%
1Y
-43.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMTB vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IMTB
iShares Core 5-10 Year USD Bond ETF
0.78%8.88%3.04%
IBIT
iShares Bitcoin Trust ETF
-31.78%-6.41%89.87%

Correlation

The correlation between IMTB and IBIT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.04

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Return for Risk

IMTB vs. IBIT — Risk / Return Rank

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

IMTB
IMTB Risk / Return Rank: 4040
Overall Rank
IMTB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 4343
Sortino Ratio Rank
IMTB Omega Ratio Rank: 3838
Omega Ratio Rank
IMTB Calmar Ratio Rank: 4141
Calmar Ratio Rank
IMTB Martin Ratio Rank: 3838
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 11
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: 11
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.

IMTB vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 5-10 Year USD Bond ETF (IMTB) 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.


IMTBIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+3.42

Omega ratioGain probability vs. loss probability

1.23

0.84

+0.39

Calmar ratioReturn relative to maximum drawdown

1.87

-0.83

+2.70

Martin ratioReturn relative to average drawdown

5.42

-1.42

+6.84

IMTB vs. IBIT - Sharpe Ratio Comparison

The current IMTB Sharpe Ratio is 1.30, which is higher than the IBIT Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of IMTB 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

IMTB vs. IBIT - Drawdown Comparison

The maximum IMTB drawdown since its inception was -18.15%, smaller than the maximum IBIT drawdown of -52.49%. Use the drawdown chart below to compare losses from any high point for IMTB and IBIT.


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Drawdown Indicators


IMTBIBITDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-52.49%

+34.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-52.49%

+49.63%

Max Drawdown (3Y)

Largest decline over 3 years

-6.80%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

Current Drawdown

Current decline from peak

-0.95%

-52.49%

+51.54%

Average Drawdown

Average peak-to-trough decline

-4.12%

-16.91%

+12.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

30.76%

-29.78%

Volatility

IMTB vs. IBIT - Volatility Comparison

The current volatility for iShares Core 5-10 Year USD Bond ETF (IMTB) is 1.45%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.48%. This indicates that IMTB 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


IMTBIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

13.48%

-12.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

34.60%

-31.41%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

44.48%

-40.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

50.25%

-43.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

50.25%

-45.07%

IMTB vs. IBIT - Expense Ratio Comparison

IMTB 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

IMTB vs. IBIT - Dividend Comparison

IMTB's dividend yield for the trailing twelve months is around 4.49%, while IBIT has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
IMTB
iShares Core 5-10 Year USD Bond ETF
4.49%4.40%4.42%4.13%2.90%2.49%2.63%2.91%3.04%2.75%0.40%

Frequently Asked Questions


IMTB and IBIT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (13.48%) compared to IMTB (1.45%). In terms of maximum drawdown, IMTB dropped -18.15% vs IBIT's -52.49%.

On 1-year performance, IMTB leads with 5.32% vs -43.61% for IBIT. On fees, IMTB is cheaper at 0.06% per year. On volatility, IMTB has been the lower-risk option at 1.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IMTB has performed better with a 5.32% return vs -43.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IMTB has the higher dividend yield at 4.49%, compared with 0.00% for IBIT.

IMTB is categorized as Intermediate Core-Plus Bond, while IBIT is Cryptocurrency. IMTB tracks Bloomberg U.S. Universal 5-10 Years Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.06% for IMTB and 0.25% for IBIT.

IMTB currently has the higher Sharpe Ratio (1.30 vs -0.98), 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 IMTB 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.

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