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ISTB vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISTB vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 1-5 Year USD Bond ETF (ISTB) 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, ISTB achieves a 0.49% return, which is significantly higher than IBIT's -25.48% return.


ISTB

1D
-0.08%
1M
0.15%
YTD
0.49%
6M
0.71%
1Y
4.19%
3Y*
4.95%
5Y*
1.85%
10Y*
2.27%

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)

ISTB vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
ISTB
iShares Core 1-5 Year USD Bond ETF
0.49%6.36%4.29%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between ISTB and IBIT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.04

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Return for Risk

ISTB vs. IBIT — Risk / Return Rank

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

ISTB
ISTB Risk / Return Rank: 7373
Overall Rank
ISTB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ISTB Sortino Ratio Rank: 8181
Sortino Ratio Rank
ISTB Omega Ratio Rank: 7777
Omega Ratio Rank
ISTB Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISTB Martin Ratio Rank: 6868
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.

ISTB vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 1-5 Year USD Bond ETF (ISTB) 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.


ISTBIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.26

Sortino ratioReturn per unit of downside risk

+4.92

Omega ratioGain probability vs. loss probability

1.46

0.86

+0.60

Calmar ratioReturn relative to maximum drawdown

3.34

-0.79

+4.13

Martin ratioReturn relative to average drawdown

12.72

-1.36

+14.08

ISTB vs. IBIT - Sharpe Ratio Comparison

The current ISTB Sharpe Ratio is 2.37, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of ISTB 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


ISTBIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

-0.89

+3.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.30

+0.54

Drawdowns

ISTB vs. IBIT - Drawdown Comparison

The maximum ISTB drawdown since its inception was -9.34%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for ISTB and IBIT.


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Drawdown Indicators


ISTBIBITDifference

Max Drawdown

Largest peak-to-trough decline

-9.34%

-49.36%

+40.02%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

-49.36%

+48.10%

Max Drawdown (3Y)

Largest decline over 3 years

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-9.34%

Max Drawdown (10Y)

Largest decline over 10 years

-9.34%

Current Drawdown

Current decline from peak

-0.42%

-48.10%

+47.68%

Average Drawdown

Average peak-to-trough decline

-1.22%

-16.02%

+14.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

28.44%

-28.11%

Volatility

ISTB vs. IBIT - Volatility Comparison

The current volatility for iShares Core 1-5 Year USD Bond ETF (ISTB) is 0.54%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that ISTB 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


ISTBIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

9.50%

-8.96%

Volatility (6M)

Calculated over the trailing 6-month period

1.28%

34.44%

-33.16%

Volatility (1Y)

Calculated over the trailing 1-year period

1.77%

43.73%

-41.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.79%

50.19%

-47.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.51%

50.19%

-47.68%

ISTB vs. IBIT - Expense Ratio Comparison

ISTB 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

ISTB vs. IBIT - Dividend Comparison

ISTB's dividend yield for the trailing twelve months is around 4.25%, 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%
ISTB
iShares Core 1-5 Year USD Bond ETF
4.25%4.12%3.83%2.97%2.01%1.69%2.20%2.75%2.57%2.06%1.90%1.58%

Frequently Asked Questions


ISTB and IBIT have a correlation of 0.13, 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 ISTB (0.54%). In terms of maximum drawdown, ISTB dropped -9.34% vs IBIT's -49.36%.

On 1-year performance, ISTB leads with 4.19% vs -38.74% for IBIT. On fees, ISTB is cheaper at 0.06% per year. On volatility, ISTB has been the lower-risk option at 0.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ISTB has performed better with a 4.19% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

ISTB has the higher dividend yield at 4.25%, compared with 0.00% for IBIT.

ISTB is categorized as Short-Term Bond, while IBIT is Cryptocurrency. ISTB tracks BBG US Universal 1-5 Year Index (USD), while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.06% for ISTB and 0.25% for IBIT.

ISTB currently has the higher Sharpe Ratio (2.37 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

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