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IS3M.DE vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IS3M.DE vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Ultrashort Bond UCITS ETF (IS3M.DE) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS3M.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS3M.DE achieves a 0.92% return, which is significantly higher than BTC-USD's -26.25% return. Over the past 10 years, IS3M.DE has underperformed BTC-USD with an annualized return of 1.01%, while BTC-USD has yielded a comparatively higher 59.66% annualized return.


IS3M.DE

1D
0.04%
1M
0.34%
YTD
0.92%
6M
1.01%
1Y
2.26%
3Y*
3.34%
5Y*
2.10%
10Y*
1.01%

BTC-USD

1D
0.00%
1M
-20.75%
YTD
-26.25%
6M
-28.42%
1Y
-38.10%
3Y*
29.19%
5Y*
12.64%
10Y*
59.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3M.DE vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
0.92%2.61%4.12%3.42%-0.29%-0.36%0.09%0.34%-0.62%-0.09%
BTC-USD
Bitcoin
-26.25%-17.40%136.59%145.80%-61.85%71.33%271.22%98.48%-73.46%1,229.62%

Correlation

The correlation between IS3M.DE and BTC-USD is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2013

0.01

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Return for Risk

IS3M.DE vs. BTC-USD — Risk / Return Rank

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

IS3M.DE
IS3M.DE Risk / Return Rank: 9393
Overall Rank
IS3M.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IS3M.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
IS3M.DE Omega Ratio Rank: 9393
Omega Ratio Rank
IS3M.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IS3M.DE Martin Ratio Rank: 9797
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2222
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.

IS3M.DE vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Ultrashort Bond UCITS ETF (IS3M.DE) and Bitcoin (BTC-USD). 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.


IS3M.DEBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.85

Sortino ratioReturn per unit of downside risk

+5.88

Omega ratioGain probability vs. loss probability

1.64

0.87

+0.77

Calmar ratioReturn relative to maximum drawdown

7.59

-0.76

+8.35

Martin ratioReturn relative to average drawdown

49.96

-1.35

+51.31

IS3M.DE vs. BTC-USD - Sharpe Ratio Comparison

The current IS3M.DE Sharpe Ratio is 2.95, which is higher than the BTC-USD Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of IS3M.DE and BTC-USD, 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


IS3M.DEBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

-0.90

+3.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.74

0.23

+2.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.89

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.14

-0.28

Drawdowns

IS3M.DE vs. BTC-USD - Drawdown Comparison

The maximum IS3M.DE drawdown since its inception was -3.80%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for IS3M.DE and BTC-USD.


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Drawdown Indicators


IS3M.DEBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-3.80%

-83.05%

+79.25%

Max Drawdown (1Y)

Largest decline over 1 year

-0.30%

-49.93%

+49.63%

Max Drawdown (3Y)

Largest decline over 3 years

-0.47%

-49.93%

+49.46%

Max Drawdown (5Y)

Largest decline over 5 years

-1.21%

-73.60%

+72.39%

Max Drawdown (10Y)

Largest decline over 10 years

-3.80%

-82.51%

+78.71%

Current Drawdown

Current decline from peak

-0.01%

-48.40%

+48.39%

Average Drawdown

Average peak-to-trough decline

-0.29%

-39.96%

+39.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

33.81%

-33.76%

Volatility

IS3M.DE vs. BTC-USD - Volatility Comparison

The current volatility for iShares € Ultrashort Bond UCITS ETF (IS3M.DE) is 0.29%, while Bitcoin (BTC-USD) has a volatility of 10.12%. This indicates that IS3M.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3M.DEBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

10.12%

-9.83%

Volatility (6M)

Calculated over the trailing 6-month period

0.59%

34.33%

-33.74%

Volatility (1Y)

Calculated over the trailing 1-year period

0.76%

35.37%

-34.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.76%

45.05%

-44.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.11%

55.99%

-54.88%

Frequently Asked Questions


IS3M.DE and BTC-USD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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