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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 -0.02% return, which is significantly higher than IBIT's -25.48% return.


IMTB

1D
-0.31%
1M
-0.07%
YTD
-0.02%
6M
0.07%
1Y
5.97%
3Y*
4.75%
5Y*
0.55%
10Y*

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)

IMTB vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IMTB
iShares Core 5-10 Year USD Bond ETF
-0.02%8.88%2.40%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IMTB and IBIT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.05

The correlation between IMTB and IBIT shifts across timeframes, from 0.05 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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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: 4242
Overall Rank
IMTB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 4545
Sortino Ratio Rank
IMTB Omega Ratio Rank: 4040
Omega Ratio Rank
IMTB Calmar Ratio Rank: 4343
Calmar Ratio Rank
IMTB Martin Ratio Rank: 4040
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.

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.


IMTBIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.37

Sortino ratioReturn per unit of downside risk

+3.48

Omega ratioGain probability vs. loss probability

1.26

0.86

+0.40

Calmar ratioReturn relative to maximum drawdown

2.10

-0.79

+2.89

Martin ratioReturn relative to average drawdown

6.51

-1.36

+7.87

IMTB vs. IBIT - Sharpe Ratio Comparison

The current IMTB Sharpe Ratio is 1.48, which is higher than the IBIT Sharpe Ratio of -0.89. 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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Sharpe Ratios by Period


IMTBIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

-0.89

+2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.30

+0.07

Drawdowns

IMTB vs. IBIT - Drawdown Comparison

The maximum IMTB drawdown since its inception was -18.15%, smaller than the maximum IBIT drawdown of -49.36%. 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%

-49.36%

+31.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-49.36%

+46.50%

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

-1.74%

-48.10%

+46.36%

Average Drawdown

Average peak-to-trough decline

-4.13%

-16.02%

+11.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

28.44%

-27.52%

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 9.50%. 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%

9.50%

-8.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

34.44%

-31.42%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

43.73%

-39.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

50.19%

-43.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

50.19%

-45.01%

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 4.52%, 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
4.52%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 0.15, 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 IMTB (1.45%). In terms of maximum drawdown, IMTB dropped -18.15% vs IBIT's -49.36%.

On 1-year performance, IMTB leads with 5.97% vs -38.74% 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 5.97% return vs -38.74%. 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 4.52%, 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 (1.48 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

Find the right allocation for IMTB and IBIT

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