IVLU vs. IBIT
IVLU (iShares MSCI Intl Value Factor ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, IVLU returned 35.35% vs -38.74% for IBIT. At a 0.26 correlation, their price movements are largely independent. IVLU charges 0.30%/yr vs 0.25%/yr for IBIT.
Performance
IVLU vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, IVLU achieves a 12.64% return, which is significantly higher than IBIT's -25.48% return.
IVLU
- 1D
- -0.74%
- 1M
- 4.72%
- YTD
- 12.64%
- 6M
- 16.60%
- 1Y
- 35.35%
- 3Y*
- 24.56%
- 5Y*
- 14.01%
- 10Y*
- 10.97%
IBIT
- 1D
- -2.76%
- 1M
- -18.50%
- YTD
- -25.48%
- 6M
- -29.84%
- 1Y
- -38.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVLU vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IVLU iShares MSCI Intl Value Factor ETF | 12.64% | 46.09% | 6.72% |
IBIT iShares Bitcoin Trust ETF | -25.48% | -6.41% | 99.21% |
Correlation
The correlation between IVLU and IBIT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2024 | 0.26 |
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Return for Risk
IVLU vs. IBIT — Risk / Return Rank
IVLU
IBIT
IVLU vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) 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.
| IVLU | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.25 | ||
| Sortino ratioReturn per unit of downside risk | +4.45 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.86 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | -0.79 | +3.82 |
| Martin ratioReturn relative to average drawdown | 11.57 | -1.36 | +12.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVLU | IBIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | -0.89 | +3.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.30 | +0.18 |
Drawdowns
IVLU vs. IBIT - Drawdown Comparison
The maximum IVLU drawdown since its inception was -41.85%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IVLU and IBIT.
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Drawdown Indicators
| IVLU | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.85% | -49.36% | +7.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -49.36% | +37.67% |
Max Drawdown (3Y)Largest decline over 3 years | -15.48% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.85% | — | — |
Current DrawdownCurrent decline from peak | -0.81% | -48.10% | +47.29% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -16.02% | +7.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 28.44% | -25.38% |
Volatility
IVLU vs. IBIT - Volatility Comparison
The current volatility for iShares MSCI Intl Value Factor ETF (IVLU) is 4.63%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IVLU 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
| IVLU | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 9.50% | -4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 34.44% | -22.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 43.73% | -28.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 50.19% | -33.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.66% | 50.19% | -32.53% |
IVLU vs. IBIT - Expense Ratio Comparison
IVLU has a 0.30% expense ratio, which is higher than IBIT's 0.25% expense ratio.
Dividends
IVLU vs. IBIT - Dividend Comparison
IVLU's dividend yield for the trailing twelve months is around 3.29%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVLU iShares MSCI Intl Value Factor ETF | 3.29% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
Frequently Asked Questions
IVLU and IBIT have a correlation of 0.32, 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 IVLU (4.63%). In terms of maximum drawdown, IVLU dropped -41.85% vs IBIT's -49.36%.
On 1-year performance, IVLU leads with 35.35% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IVLU has been the lower-risk option at 4.63%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IVLU has performed better with a 35.35% 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 0.30% for IVLU.
IVLU has the higher dividend yield at 3.29%, compared with 0.00% for IBIT.
IVLU is categorized as Foreign Large Cap Equities, while IBIT is Cryptocurrency. IVLU tracks MSCI World ex USA Enhanced Value, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.30% for IVLU and 0.25% for IBIT.
IVLU currently has the higher Sharpe Ratio (2.36 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.
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