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IVVW vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVVW vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 BuyWrite ETF (IVVW) 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, IVVW achieves a 4.01% return, which is significantly higher than IBIT's -28.88% return.


IVVW

1D
-1.24%
1M
0.16%
YTD
4.01%
6M
4.08%
1Y
17.28%
3Y*
5Y*
10Y*

IBIT

1D
-3.26%
1M
-17.81%
YTD
-28.88%
6M
-28.88%
1Y
-39.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVVW vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IVVW
iShares S&P 500 BuyWrite ETF
4.01%11.71%12.76%
IBIT
iShares Bitcoin Trust ETF
-28.88%-6.41%34.27%

Correlation

The correlation between IVVW and IBIT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2024

0.40

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Return for Risk

IVVW vs. IBIT — Risk / Return Rank

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

IVVW
IVVW Risk / Return Rank: 7373
Overall Rank
IVVW Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVVW Sortino Ratio Rank: 6969
Sortino Ratio Rank
IVVW Omega Ratio Rank: 8383
Omega Ratio Rank
IVVW Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVVW Martin Ratio Rank: 8383
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.

IVVW vs. IBIT - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IVVWIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.06

Sortino ratioReturn per unit of downside risk

+4.20

Omega ratioGain probability vs. loss probability

1.47

0.86

+0.61

Calmar ratioReturn relative to maximum drawdown

2.99

-0.77

+3.75

Martin ratioReturn relative to average drawdown

15.95

-1.30

+17.26

IVVW vs. IBIT - Sharpe Ratio Comparison

The current IVVW Sharpe Ratio is 2.16, which is higher than the IBIT Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of IVVW 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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Drawdowns

IVVW vs. IBIT - Drawdown Comparison

The maximum IVVW drawdown since its inception was -16.79%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for IVVW and IBIT.


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Drawdown Indicators


IVVWIBITDifference

Max Drawdown

Largest peak-to-trough decline

-16.79%

-52.11%

+35.32%

Max Drawdown (1Y)

Largest decline over 1 year

-5.81%

-52.11%

+46.30%

Current Drawdown

Current decline from peak

-1.37%

-50.47%

+49.10%

Average Drawdown

Average peak-to-trough decline

-1.73%

-16.85%

+15.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

30.58%

-29.49%

Volatility

IVVW vs. IBIT - Volatility Comparison

The current volatility for iShares S&P 500 BuyWrite ETF (IVVW) is 3.45%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.18%. This indicates that IVVW 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


IVVWIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

13.18%

-9.73%

Volatility (6M)

Calculated over the trailing 6-month period

6.91%

34.64%

-27.73%

Volatility (1Y)

Calculated over the trailing 1-year period

8.05%

44.31%

-36.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.69%

50.22%

-37.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.69%

50.22%

-37.53%

IVVW vs. IBIT - Expense Ratio Comparison

Both IVVW and IBIT have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IVVW vs. IBIT - Dividend Comparison

IVVW's dividend yield for the trailing twelve months is around 19.86%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%
IVVW
iShares S&P 500 BuyWrite ETF
19.86%18.55%13.72%

Frequently Asked Questions


IVVW and IBIT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (13.18%) compared to IVVW (3.45%). In terms of maximum drawdown, IVVW dropped -16.79% vs IBIT's -52.11%.

On 1-year performance, IVVW leads with 17.28% vs -39.82% for IBIT. Both ETFs have the same 0.25% expense ratio. On volatility, IVVW has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IVVW has performed better with a 17.28% return vs -39.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVVW and IBIT have the same expense ratio: 0.25% per year.

IVVW has the higher dividend yield at 19.86%, compared with 0.00% for IBIT.

IVVW is categorized as Derivative Income, while IBIT is Cryptocurrency. IVVW tracks Cboe S&P 500 Enhanced 1% OTM BuyWrite Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant.

IVVW currently has the higher Sharpe Ratio (2.16 vs -0.90), 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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