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IVV vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVV vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) 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, IVV achieves a 10.85% return, which is significantly higher than IBIT's -25.48% return.


IVV

1D
-0.76%
1M
4.97%
YTD
10.85%
6M
10.87%
1Y
28.00%
3Y*
22.43%
5Y*
13.88%
10Y*
15.54%

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)

IVV vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IVV
iShares Core S&P 500 ETF
10.85%17.85%24.69%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IVV and IBIT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.40

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Return for Risk

IVV vs. IBIT — Risk / Return Rank

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

IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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.

IVV vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) 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.


IVVIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.28

Sortino ratioReturn per unit of downside risk

+4.48

Omega ratioGain probability vs. loss probability

1.43

0.86

+0.57

Calmar ratioReturn relative to maximum drawdown

3.17

-0.79

+3.95

Martin ratioReturn relative to average drawdown

14.71

-1.36

+16.07

IVV vs. IBIT - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.39, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of IVV 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


IVVIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

-0.89

+3.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.30

+0.16

Drawdowns

IVV vs. IBIT - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IVV and IBIT.


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Drawdown Indicators


IVVIBITDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-49.36%

-5.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-49.36%

+40.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-0.76%

-48.10%

+47.34%

Average Drawdown

Average peak-to-trough decline

-10.78%

-16.02%

+5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

28.44%

-26.53%

Volatility

IVV vs. IBIT - Volatility Comparison

The current volatility for iShares Core S&P 500 ETF (IVV) is 2.87%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IVV 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


IVVIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

9.50%

-6.63%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

34.44%

-25.54%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

43.73%

-31.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

50.19%

-33.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

50.19%

-32.14%

IVV vs. IBIT - Expense Ratio Comparison

IVV has a 0.03% 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

IVV vs. IBIT - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.06%, 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%
IVV
iShares Core S&P 500 ETF
1.06%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


IVV and IBIT have a correlation of 0.48, 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 IVV (2.87%). In terms of maximum drawdown, IVV dropped -55.25% vs IBIT's -49.36%.

On 1-year performance, IVV leads with 28.00% vs -38.74% for IBIT. On fees, IVV is cheaper at 0.03% per year. On volatility, IVV has been the lower-risk option at 2.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IVV has performed better with a 28.00% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVV is cheaper with a 0.03% expense ratio, compared with 0.25% for IBIT.

IVV has the higher dividend yield at 1.06%, compared with 0.00% for IBIT.

IVV is categorized as S&P 500, while IBIT is Cryptocurrency. IVV tracks S&P 500 Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.03% for IVV and 0.25% for IBIT.

IVV currently has the higher Sharpe Ratio (2.39 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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