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IUSV vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSV vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Value ETF (IUSV) 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, IUSV achieves a 7.63% return, which is significantly higher than IBIT's -25.48% return.


IUSV

1D
-0.37%
1M
2.24%
YTD
7.63%
6M
7.88%
1Y
21.24%
3Y*
15.62%
5Y*
10.47%
10Y*
12.04%

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)

IUSV vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IUSV
iShares Core S&P U.S. Value ETF
7.63%12.85%12.65%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IUSV 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

0.33

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Return for Risk

IUSV vs. IBIT — Risk / Return Rank

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

IUSV
IUSV Risk / Return Rank: 6565
Overall Rank
IUSV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IUSV Sortino Ratio Rank: 6464
Sortino Ratio Rank
IUSV Omega Ratio Rank: 6262
Omega Ratio Rank
IUSV Calmar Ratio Rank: 6767
Calmar Ratio Rank
IUSV 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.

IUSV vs. IBIT - Risk-Adjusted Trends Comparison

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


IUSVIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.03

Sortino ratioReturn per unit of downside risk

+4.24

Omega ratioGain probability vs. loss probability

1.38

0.86

+0.52

Calmar ratioReturn relative to maximum drawdown

3.35

-0.79

+4.14

Martin ratioReturn relative to average drawdown

12.84

-1.36

+14.21

IUSV vs. IBIT - Sharpe Ratio Comparison

The current IUSV Sharpe Ratio is 2.14, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of IUSV 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


IUSVIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

-0.89

+3.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.30

+0.31

Drawdowns

IUSV vs. IBIT - Drawdown Comparison

The maximum IUSV drawdown since its inception was -56.88%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IUSV and IBIT.


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Drawdown Indicators


IUSVIBITDifference

Max Drawdown

Largest peak-to-trough decline

-56.88%

-49.36%

-7.52%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-49.36%

+43.00%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

Max Drawdown (5Y)

Largest decline over 5 years

-17.95%

Max Drawdown (10Y)

Largest decline over 10 years

-37.54%

Current Drawdown

Current decline from peak

-0.51%

-48.10%

+47.59%

Average Drawdown

Average peak-to-trough decline

-6.29%

-16.02%

+9.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

28.44%

-26.78%

Volatility

IUSV vs. IBIT - Volatility Comparison

The current volatility for iShares Core S&P U.S. Value ETF (IUSV) is 2.14%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IUSV 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


IUSVIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.14%

9.50%

-7.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.14%

34.44%

-27.30%

Volatility (1Y)

Calculated over the trailing 1-year period

9.98%

43.73%

-33.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

50.19%

-35.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

50.19%

-33.12%

IUSV vs. IBIT - Expense Ratio Comparison

IUSV 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

IUSV vs. IBIT - Dividend Comparison

IUSV's dividend yield for the trailing twelve months is around 1.68%, 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%
IUSV
iShares Core S&P U.S. Value ETF
1.68%1.78%2.15%1.75%2.22%1.87%2.40%2.19%2.67%1.93%4.44%7.63%

Frequently Asked Questions


IUSV 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 IUSV (2.14%). In terms of maximum drawdown, IUSV dropped -56.88% vs IBIT's -49.36%.

On 1-year performance, IUSV leads with 21.24% vs -38.74% for IBIT. On fees, IUSV is cheaper at 0.04% per year. On volatility, IUSV has been the lower-risk option at 2.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IUSV has performed better with a 21.24% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IUSV has the higher dividend yield at 1.68%, compared with 0.00% for IBIT.

IUSV is categorized as Large Cap Value Equities, while IBIT is Cryptocurrency. IUSV tracks S&P 900 Value Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.04% for IUSV and 0.25% for IBIT.

IUSV currently has the higher Sharpe Ratio (2.14 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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