PortfoliosLab logoPortfoliosLab logo
ISCF vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISCF vs. IBIT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ISCF achieves a 7.28% return, which is significantly higher than IBIT's -25.48% return.


ISCF

1D
-1.13%
1M
1.65%
YTD
7.28%
6M
10.16%
1Y
21.96%
3Y*
17.40%
5Y*
7.26%
10Y*
9.19%

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)

ISCF vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
ISCF
iShares MSCI Intl Small-Cap Multifactor ETF
7.28%33.65%6.67%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between ISCF and IBIT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.34

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ISCF vs. IBIT — Risk / Return Rank

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

ISCF
ISCF Risk / Return Rank: 4242
Overall Rank
ISCF Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ISCF Sortino Ratio Rank: 4343
Sortino Ratio Rank
ISCF Omega Ratio Rank: 4242
Omega Ratio Rank
ISCF Calmar Ratio Rank: 3939
Calmar Ratio Rank
ISCF Martin Ratio Rank: 4444
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.

ISCF vs. IBIT - Risk-Adjusted Trends Comparison

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


ISCFIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+3.40

Omega ratioGain probability vs. loss probability

1.28

0.86

+0.41

Calmar ratioReturn relative to maximum drawdown

1.94

-0.79

+2.73

Martin ratioReturn relative to average drawdown

7.28

-1.36

+8.64

ISCF vs. IBIT - Sharpe Ratio Comparison

The current ISCF Sharpe Ratio is 1.54, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of ISCF 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.


Loading charts...

Sharpe Ratios by Period


ISCFIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

-0.89

+2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.30

+0.19

Drawdowns

ISCF vs. IBIT - Drawdown Comparison

The maximum ISCF drawdown since its inception was -40.79%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for ISCF and IBIT.


Loading charts...

Drawdown Indicators


ISCFIBITDifference

Max Drawdown

Largest peak-to-trough decline

-40.79%

-49.36%

+8.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-49.36%

+38.02%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

Max Drawdown (5Y)

Largest decline over 5 years

-30.70%

Max Drawdown (10Y)

Largest decline over 10 years

-40.79%

Current Drawdown

Current decline from peak

-2.64%

-48.10%

+45.46%

Average Drawdown

Average peak-to-trough decline

-8.14%

-16.02%

+7.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

28.44%

-25.42%

Volatility

ISCF vs. IBIT - Volatility Comparison

The current volatility for iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) is 4.33%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that ISCF 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.


Loading charts...

Volatility by Period


ISCFIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

9.50%

-5.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

34.44%

-22.58%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

43.73%

-29.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

50.19%

-33.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

50.19%

-32.75%

ISCF vs. IBIT - Expense Ratio Comparison

ISCF has a 0.40% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

ISCF vs. IBIT - Dividend Comparison

ISCF's dividend yield for the trailing twelve months is around 3.50%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
ISCF
iShares MSCI Intl Small-Cap Multifactor ETF
3.50%3.76%4.29%3.94%2.73%3.93%2.30%2.87%2.14%1.97%2.89%1.46%

Frequently Asked Questions


ISCF and IBIT have a correlation of 0.38, 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 ISCF (4.33%). In terms of maximum drawdown, ISCF dropped -40.79% vs IBIT's -49.36%.

On 1-year performance, ISCF leads with 21.96% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, ISCF has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ISCF has performed better with a 21.96% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.40% for ISCF.

ISCF has the higher dividend yield at 3.50%, compared with 0.00% for IBIT.

ISCF is categorized as Foreign Small & Mid Cap Equities, while IBIT is Cryptocurrency. ISCF tracks MSCI World exUSA SmallCap Diversified Multi-Factor, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.40% for ISCF and 0.25% for IBIT.

ISCF currently has the higher Sharpe Ratio (1.54 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 ISCF 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.

Open Portfolio Optimizer