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ITB vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITB vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Home Construction ETF (ITB) 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, ITB achieves a -3.80% return, which is significantly higher than IBIT's -25.48% return.


ITB

1D
-0.85%
1M
1.29%
YTD
-3.80%
6M
-12.12%
1Y
4.04%
3Y*
7.27%
5Y*
6.42%
10Y*
13.64%

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)

ITB vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
ITB
iShares U.S. Home Construction ETF
-3.80%-5.26%1.55%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between ITB and IBIT is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.24

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Return for Risk

ITB vs. IBIT — Risk / Return Rank

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

ITB
ITB Risk / Return Rank: 1111
Overall Rank
ITB Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ITB Sortino Ratio Rank: 1111
Sortino Ratio Rank
ITB Omega Ratio Rank: 1111
Omega Ratio Rank
ITB Calmar Ratio Rank: 1010
Calmar Ratio Rank
ITB Martin Ratio Rank: 1010
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.

ITB vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) 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.


ITBIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.68

Omega ratioGain probability vs. loss probability

1.05

0.86

+0.19

Calmar ratioReturn relative to maximum drawdown

0.16

-0.79

+0.94

Martin ratioReturn relative to average drawdown

0.31

-1.36

+1.67

ITB vs. IBIT - Sharpe Ratio Comparison

The current ITB Sharpe Ratio is 0.14, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of ITB 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


ITBIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

-0.89

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.30

-0.19

Drawdowns

ITB vs. IBIT - Drawdown Comparison

The maximum ITB drawdown since its inception was -86.53%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for ITB and IBIT.


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Drawdown Indicators


ITBIBITDifference

Max Drawdown

Largest peak-to-trough decline

-86.53%

-49.36%

-37.17%

Max Drawdown (1Y)

Largest decline over 1 year

-26.04%

-49.36%

+23.32%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

Max Drawdown (5Y)

Largest decline over 5 years

-40.55%

Max Drawdown (10Y)

Largest decline over 10 years

-52.10%

Current Drawdown

Current decline from peak

-27.07%

-48.10%

+21.03%

Average Drawdown

Average peak-to-trough decline

-37.10%

-16.02%

-21.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.09%

28.44%

-15.35%

Volatility

ITB vs. IBIT - Volatility Comparison

The current volatility for iShares U.S. Home Construction ETF (ITB) is 8.17%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that ITB 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


ITBIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.17%

9.50%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

20.42%

34.44%

-14.02%

Volatility (1Y)

Calculated over the trailing 1-year period

29.47%

43.73%

-14.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.19%

50.19%

-21.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.00%

50.19%

-20.19%

ITB vs. IBIT - Expense Ratio Comparison

ITB has a 0.42% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

ITB vs. IBIT - Dividend Comparison

ITB's dividend yield for the trailing twelve months is around 1.23%, 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%
ITB
iShares U.S. Home Construction ETF
1.23%1.67%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%

Frequently Asked Questions


ITB and IBIT have a correlation of 0.20, 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 ITB (8.17%). In terms of maximum drawdown, ITB dropped -86.53% vs IBIT's -49.36%.

On 1-year performance, ITB leads with 4.04% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, ITB has been the lower-risk option at 8.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ITB has performed better with a 4.04% 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 0.42% for ITB.

ITB has the higher dividend yield at 1.23%, compared with 0.00% for IBIT.

ITB is categorized as Building & Construction, while IBIT is Cryptocurrency. ITB tracks Dow Jones U.S. Select Home Construction Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.42% for ITB and 0.25% for IBIT.

ITB currently has the higher Sharpe Ratio (0.14 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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