INTF vs. IBIT

Last updated Jun 4, 2026

INTF (iShares MSCI Intl Multifactor ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - INTF is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Diversified Multi-Factor, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, INTF returned 25.20% vs -38.74% for IBIT. At a 0.31 correlation, their price movements are largely independent. INTF charges 0.30%/yr vs 0.25%/yr for IBIT.

Performance

INTF vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Multifactor ETF (INTF) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, INTF achieves a 9.48% return, which is significantly higher than IBIT's -25.48% return.

INTF

• 1D: -0.84%
• 1M: 2.45%
• YTD: 9.48%
• 6M: 12.57%
• 1Y: 25.20%
• 3Y*: 19.52%
• 5Y*: 9.49%
• 10Y*: 9.16%

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)

INTF vs. IBIT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
INTF iShares MSCI Intl Multifactor ETF	9.48%	35.50%	6.37%
IBIT iShares Bitcoin Trust ETF	-25.48%	-6.41%	99.21%

Correlation

The correlation between INTF 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	0.31

Return for Risk

INTF vs. IBIT — Risk / Return Rank

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

INTF

INTF Risk / Return Rank: 51
INTF Sharpe Ratio Rank: 50
INTF Sortino Ratio Rank: 49
INTF Omega Ratio Rank: 49
INTF Calmar Ratio Rank: 50
INTF Martin Ratio Rank: 56

IBIT

IBIT Risk / Return Rank: 2
IBIT Sharpe Ratio Rank: 2
IBIT Sortino Ratio Rank: 2
IBIT Omega Ratio Rank: 2
IBIT Calmar Ratio Rank: 2
IBIT Martin Ratio Rank: 2

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.

INTF vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) 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.

	INTF	IBIT	Difference
Sharpe ratio Return per unit of total volatility	1.74	-0.89	+2.63
Sortino ratio Return per unit of downside risk	2.44	-1.23	+3.66
Omega ratio Gain probability vs. loss probability	1.31	0.86	+0.45
Calmar ratio Return relative to maximum drawdown	2.48	-0.79	+3.27
Martin ratio Return relative to average drawdown	9.82	-1.36	+11.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INTF vs. IBIT - Sharpe Ratio Comparison

The current INTF Sharpe Ratio is 1.74, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of INTF 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.

Sharpe Ratios by Period

	INTF	IBIT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.74	-0.89	+2.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.30	+0.15

Drawdowns

INTF vs. IBIT - Drawdown Comparison

The maximum INTF drawdown since its inception was -40.39%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for INTF and IBIT.

Drawdown Indicators

	INTF	IBIT	Difference
Max Drawdown Largest peak-to-trough decline	-40.39%	-49.36%	+8.97%
Max Drawdown (1Y) Largest decline over 1 year	-10.20%	-49.36%	+39.16%
Max Drawdown (3Y) Largest decline over 3 years	-13.64%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.26%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.39%	—	—
Current Drawdown Current decline from peak	-1.03%	-48.10%	+47.07%
Average Drawdown Average peak-to-trough decline	-7.70%	-16.02%	+8.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	28.44%	-25.87%

Volatility

INTF vs. IBIT - Volatility Comparison

The current volatility for iShares MSCI Intl Multifactor ETF (INTF) is 4.52%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that INTF 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.

Volatility by Period

	INTF	IBIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.52%	9.50%	-4.98%
Volatility (6M) Calculated over the trailing 6-month period	11.98%	34.44%	-22.46%
Volatility (1Y) Calculated over the trailing 1-year period	14.55%	43.73%	-29.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.16%	50.19%	-34.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.35%	50.19%	-32.84%

INTF vs. IBIT - Expense Ratio Comparison

INTF has a 0.30% expense ratio, which is higher than IBIT's 0.25% expense ratio.

Dividends

INTF vs. IBIT - Dividend Comparison

INTF's dividend yield for the trailing twelve months is around 2.62%, while IBIT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
INTF iShares MSCI Intl Multifactor ETF	2.62%	2.87%	3.53%	3.59%	2.81%	5.38%	2.06%	3.65%	2.62%	3.26%	1.66%	0.85%

Frequently Asked Questions

Can I hold both INTF and IBIT in my portfolio?

INTF 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.

Which is riskier, INTF or IBIT?

IBIT has higher volatility (9.50%) compared to INTF (4.52%). In terms of maximum drawdown, INTF dropped -40.39% vs IBIT's -49.36%.

Which ETF is better, INTF or IBIT?

On 1-year performance, INTF leads with 25.20% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, INTF has been the lower-risk option at 4.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, INTF or IBIT?

Over the 1-year period, INTF has performed better with a 25.20% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, INTF or IBIT?

IBIT is cheaper with a 0.25% expense ratio, compared with 0.30% for INTF.

Which ETF pays a higher dividend yield, INTF or IBIT?

INTF has the higher dividend yield at 2.62%, compared with 0.00% for IBIT.

What is the main difference between INTF and IBIT?

INTF is categorized as Foreign Large Cap Equities, while IBIT is Cryptocurrency. INTF tracks MSCI World ex USA Diversified Multi-Factor, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.30% for INTF and 0.25% for IBIT.

Which has better risk-adjusted returns?

INTF currently has the higher Sharpe Ratio (1.74 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.