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

Performance

ISCV vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Small Cap Value ETF (ISCV) 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, ISCV achieves a 10.08% return, which is significantly higher than IBIT's -25.48% return.


ISCV

1D
-0.57%
1M
2.04%
YTD
10.08%
6M
10.27%
1Y
27.98%
3Y*
15.48%
5Y*
6.54%
10Y*
8.58%

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)

ISCV vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
ISCV
iShares Morningstar Small Cap Value ETF
10.08%10.38%12.70%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between ISCV and IBIT is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.38

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

ISCV vs. IBIT — Risk / Return Rank

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

ISCV
ISCV Risk / Return Rank: 5454
Overall Rank
ISCV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ISCV Sortino Ratio Rank: 5353
Sortino Ratio Rank
ISCV Omega Ratio Rank: 4747
Omega Ratio Rank
ISCV Calmar Ratio Rank: 6161
Calmar Ratio Rank
ISCV Martin Ratio Rank: 5959
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.

ISCV vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small Cap Value ETF (ISCV) 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.


ISCVIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.62

Sortino ratioReturn per unit of downside risk

+3.81

Omega ratioGain probability vs. loss probability

1.30

0.86

+0.44

Calmar ratioReturn relative to maximum drawdown

3.04

-0.79

+3.82

Martin ratioReturn relative to average drawdown

10.55

-1.36

+11.92

ISCV vs. IBIT - Sharpe Ratio Comparison

The current ISCV Sharpe Ratio is 1.73, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of ISCV 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


ISCVIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

-0.89

+2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.30

+0.07

Drawdowns

ISCV vs. IBIT - Drawdown Comparison

The maximum ISCV drawdown since its inception was -63.14%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for ISCV and IBIT.


Loading charts...

Drawdown Indicators


ISCVIBITDifference

Max Drawdown

Largest peak-to-trough decline

-63.14%

-49.36%

-13.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-49.36%

+40.11%

Max Drawdown (3Y)

Largest decline over 3 years

-25.35%

Max Drawdown (5Y)

Largest decline over 5 years

-25.35%

Max Drawdown (10Y)

Largest decline over 10 years

-51.56%

Current Drawdown

Current decline from peak

-0.68%

-48.10%

+47.42%

Average Drawdown

Average peak-to-trough decline

-9.14%

-16.02%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

28.44%

-25.78%

Volatility

ISCV vs. IBIT - Volatility Comparison

The current volatility for iShares Morningstar Small Cap Value ETF (ISCV) is 3.80%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that ISCV 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


ISCVIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

9.50%

-5.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

34.44%

-23.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.28%

43.73%

-27.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.83%

50.19%

-29.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.30%

50.19%

-26.89%

ISCV vs. IBIT - Expense Ratio Comparison

ISCV 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

ISCV vs. IBIT - Dividend Comparison

ISCV's dividend yield for the trailing twelve months is around 1.88%, 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%
ISCV
iShares Morningstar Small Cap Value ETF
1.88%2.04%2.01%2.21%2.12%1.95%2.01%2.36%2.48%1.74%2.49%2.60%

Frequently Asked Questions


ISCV and IBIT have a correlation of 0.39, 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 ISCV (3.80%). In terms of maximum drawdown, ISCV dropped -63.14% vs IBIT's -49.36%.

On 1-year performance, ISCV leads with 27.98% vs -38.74% for IBIT. On fees, ISCV is cheaper at 0.06% per year. On volatility, ISCV has been the lower-risk option at 3.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ISCV has performed better with a 27.98% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISCV is cheaper with a 0.06% expense ratio, compared with 0.25% for IBIT.

ISCV has the higher dividend yield at 1.88%, compared with 0.00% for IBIT.

ISCV is categorized as Small Cap Value Equities, while IBIT is Cryptocurrency. ISCV tracks Morningstar US Small Cap Broad Value Extended Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.06% for ISCV and 0.25% for IBIT.

ISCV currently has the higher Sharpe Ratio (1.73 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 ISCV 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