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ITA vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITA vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Aerospace & Defense ETF (ITA) 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, ITA achieves a 4.82% return, which is significantly higher than IBIT's -25.48% return.


ITA

1D
-1.51%
1M
4.93%
YTD
4.82%
6M
11.61%
1Y
26.06%
3Y*
26.89%
5Y*
15.93%
10Y*
14.82%

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)

ITA vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
ITA
iShares U.S. Aerospace & Defense ETF
4.82%48.64%20.70%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between ITA and IBIT is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.29

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Return for Risk

ITA vs. IBIT — Risk / Return Rank

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

ITA
ITA Risk / Return Rank: 3232
Overall Rank
ITA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ITA Sortino Ratio Rank: 3434
Sortino Ratio Rank
ITA Omega Ratio Rank: 3232
Omega Ratio Rank
ITA Calmar Ratio Rank: 3333
Calmar Ratio Rank
ITA Martin Ratio Rank: 3030
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.

ITA vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aerospace & Defense ETF (ITA) 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.


ITAIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.15

Sortino ratioReturn per unit of downside risk

+3.07

Omega ratioGain probability vs. loss probability

1.22

0.86

+0.36

Calmar ratioReturn relative to maximum drawdown

1.65

-0.79

+2.44

Martin ratioReturn relative to average drawdown

4.49

-1.36

+5.85

ITA vs. IBIT - Sharpe Ratio Comparison

The current ITA Sharpe Ratio is 1.26, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of ITA 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


ITAIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

-0.89

+2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.30

+0.21

Drawdowns

ITA vs. IBIT - Drawdown Comparison

The maximum ITA drawdown since its inception was -59.72%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for ITA and IBIT.


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Drawdown Indicators


ITAIBITDifference

Max Drawdown

Largest peak-to-trough decline

-59.72%

-49.36%

-10.36%

Max Drawdown (1Y)

Largest decline over 1 year

-15.82%

-49.36%

+33.54%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

Max Drawdown (5Y)

Largest decline over 5 years

-18.72%

Max Drawdown (10Y)

Largest decline over 10 years

-51.00%

Current Drawdown

Current decline from peak

-10.19%

-48.10%

+37.91%

Average Drawdown

Average peak-to-trough decline

-9.46%

-16.02%

+6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

28.44%

-22.62%

Volatility

ITA vs. IBIT - Volatility Comparison

The current volatility for iShares U.S. Aerospace & Defense ETF (ITA) is 7.28%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that ITA 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


ITAIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.28%

9.50%

-2.22%

Volatility (6M)

Calculated over the trailing 6-month period

17.47%

34.44%

-16.97%

Volatility (1Y)

Calculated over the trailing 1-year period

20.86%

43.73%

-22.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

50.19%

-30.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.14%

50.19%

-27.05%

ITA vs. IBIT - Expense Ratio Comparison

ITA has a 0.38% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

ITA vs. IBIT - Dividend Comparison

ITA's dividend yield for the trailing twelve months is around 0.48%, 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%
ITA
iShares U.S. Aerospace & Defense ETF
0.48%0.55%0.85%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%

Frequently Asked Questions


ITA and IBIT have a correlation of 0.35, 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 ITA (7.28%). In terms of maximum drawdown, ITA dropped -59.72% vs IBIT's -49.36%.

On 1-year performance, ITA leads with 26.06% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, ITA has been the lower-risk option at 7.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ITA has performed better with a 26.06% 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 0.38% for ITA.

ITA has the higher dividend yield at 0.48%, compared with 0.00% for IBIT.

ITA is categorized as Aerospace & Defense, while IBIT is Cryptocurrency. ITA tracks Dow Jones U.S. Select Aerospace & Defense Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.38% for ITA and 0.25% for IBIT.

ITA currently has the higher Sharpe Ratio (1.26 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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