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IUSG vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSG vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Growth ETF (IUSG) 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, IUSG achieves a 14.08% return, which is significantly higher than IBIT's -25.48% return.


IUSG

1D
-0.89%
1M
7.35%
YTD
14.08%
6M
13.91%
1Y
33.89%
3Y*
27.59%
5Y*
15.69%
10Y*
17.88%

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)

IUSG vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IUSG
iShares Core S&P U.S. Growth ETF
14.08%21.23%34.12%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IUSG and IBIT is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.39

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Return for Risk

IUSG vs. IBIT — Risk / Return Rank

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

IUSG
IUSG Risk / Return Rank: 5959
Overall Rank
IUSG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 6161
Sortino Ratio Rank
IUSG Omega Ratio Rank: 6060
Omega Ratio Rank
IUSG Calmar Ratio Rank: 5252
Calmar Ratio Rank
IUSG Martin Ratio Rank: 6161
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.

IUSG vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Growth ETF (IUSG) 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.


IUSGIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.06

Sortino ratioReturn per unit of downside risk

+4.15

Omega ratioGain probability vs. loss probability

1.37

0.86

+0.51

Calmar ratioReturn relative to maximum drawdown

2.61

-0.79

+3.39

Martin ratioReturn relative to average drawdown

11.09

-1.36

+12.45

IUSG vs. IBIT - Sharpe Ratio Comparison

The current IUSG Sharpe Ratio is 2.17, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of IUSG 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


IUSGIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

-0.89

+3.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.30

+0.09

Drawdowns

IUSG vs. IBIT - Drawdown Comparison

The maximum IUSG drawdown since its inception was -63.41%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IUSG and IBIT.


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Drawdown Indicators


IUSGIBITDifference

Max Drawdown

Largest peak-to-trough decline

-63.41%

-49.36%

-14.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-49.36%

+36.29%

Max Drawdown (3Y)

Largest decline over 3 years

-22.28%

Max Drawdown (5Y)

Largest decline over 5 years

-32.21%

Max Drawdown (10Y)

Largest decline over 10 years

-32.35%

Current Drawdown

Current decline from peak

-0.98%

-48.10%

+47.12%

Average Drawdown

Average peak-to-trough decline

-21.44%

-16.02%

-5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

28.44%

-25.38%

Volatility

IUSG vs. IBIT - Volatility Comparison

The current volatility for iShares Core S&P U.S. Growth ETF (IUSG) is 4.23%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IUSG 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


IUSGIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

9.50%

-5.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

34.44%

-22.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

43.73%

-28.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.87%

50.19%

-29.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.40%

50.19%

-29.79%

IUSG vs. IBIT - Expense Ratio Comparison

IUSG has a 0.04% 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

IUSG vs. IBIT - Dividend Comparison

IUSG's dividend yield for the trailing twelve months is around 0.47%, 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%
IUSG
iShares Core S&P U.S. Growth ETF
0.47%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%

Frequently Asked Questions


IUSG and IBIT have a correlation of 0.47, 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 IUSG (4.23%). In terms of maximum drawdown, IUSG dropped -63.41% vs IBIT's -49.36%.

On 1-year performance, IUSG leads with 33.89% vs -38.74% for IBIT. On fees, IUSG is cheaper at 0.04% per year. On volatility, IUSG has been the lower-risk option at 4.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IUSG has performed better with a 33.89% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSG is cheaper with a 0.04% expense ratio, compared with 0.25% for IBIT.

IUSG has the higher dividend yield at 0.47%, compared with 0.00% for IBIT.

IUSG is categorized as Large Cap Growth Equities, while IBIT is Cryptocurrency. IUSG tracks Russell 3000 Growth Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.04% for IUSG and 0.25% for IBIT.

IUSG currently has the higher Sharpe Ratio (2.17 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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