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ISAC.L vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISAC.L vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) 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, ISAC.L achieves a 9.28% return, which is significantly higher than IBIT's -27.71% return.


ISAC.L

1D
-0.49%
1M
0.23%
YTD
9.28%
6M
10.77%
1Y
25.90%
3Y*
20.19%
5Y*
10.90%
10Y*
12.55%

IBIT

1D
5.13%
1M
-21.03%
YTD
-27.71%
6M
-30.34%
1Y
-39.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISAC.L vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)
9.28%22.36%18.95%
IBIT
iShares Bitcoin Trust ETF
-27.71%-6.41%89.87%

Correlation

The correlation between ISAC.L and IBIT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.29

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Return for Risk

ISAC.L vs. IBIT — Risk / Return Rank

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

ISAC.L
ISAC.L Risk / Return Rank: 7171
Overall Rank
ISAC.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ISAC.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
ISAC.L Omega Ratio Rank: 7070
Omega Ratio Rank
ISAC.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
ISAC.L Martin Ratio Rank: 7272
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
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.

ISAC.L vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) 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.


ISAC.LIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.96

Sortino ratioReturn per unit of downside risk

+4.30

Omega ratioGain probability vs. loss probability

1.38

0.86

+0.52

Calmar ratioReturn relative to maximum drawdown

2.94

-0.76

+3.70

Martin ratioReturn relative to average drawdown

12.26

-1.36

+13.63

ISAC.L vs. IBIT - Sharpe Ratio Comparison

The current ISAC.L Sharpe Ratio is 2.06, which is higher than the IBIT Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of ISAC.L 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


ISAC.LIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

-0.90

+2.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.26

+0.45

Drawdowns

ISAC.L vs. IBIT - Drawdown Comparison

The maximum ISAC.L drawdown since its inception was -33.82%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for ISAC.L and IBIT.


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Drawdown Indicators


ISAC.LIBITDifference

Max Drawdown

Largest peak-to-trough decline

-33.82%

-52.11%

+18.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-52.11%

+43.34%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

Max Drawdown (5Y)

Largest decline over 5 years

-26.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

Current Drawdown

Current decline from peak

-2.73%

-49.66%

+46.93%

Average Drawdown

Average peak-to-trough decline

-4.64%

-16.19%

+11.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

28.97%

-26.86%

Volatility

ISAC.L vs. IBIT - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) is 3.92%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.85%. This indicates that ISAC.L 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


ISAC.LIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

11.85%

-7.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

34.60%

-24.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

44.28%

-31.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

50.32%

-34.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

50.32%

-34.36%

ISAC.L vs. IBIT - Expense Ratio Comparison

ISAC.L has a 0.20% 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

ISAC.L vs. IBIT - Dividend Comparison

Neither ISAC.L nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ISAC.L and IBIT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISAC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISAC.L is cheaper with a 0.20% expense ratio, compared with 0.25% for IBIT.

ISAC.L is categorized as Global Equities, while IBIT is Cryptocurrency. ISAC.L tracks MSCI All Country World Index (Net), while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.20% for ISAC.L and 0.25% for IBIT.

Portfolio Optimizer

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