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IWB vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWB vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 ETF (IWB) 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, IWB achieves a 10.54% return, which is significantly higher than IBIT's -25.48% return.


IWB

1D
-0.71%
1M
4.95%
YTD
10.54%
6M
10.51%
1Y
27.03%
3Y*
22.02%
5Y*
12.99%
10Y*
15.17%

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)

IWB vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IWB
iShares Russell 1000 ETF
10.54%17.18%24.25%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IWB 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

0.42

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Return for Risk

IWB vs. IBIT — Risk / Return Rank

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

IWB
IWB Risk / Return Rank: 6767
Overall Rank
IWB Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWB Sortino Ratio Rank: 6666
Sortino Ratio Rank
IWB Omega Ratio Rank: 6666
Omega Ratio Rank
IWB Calmar Ratio Rank: 6161
Calmar Ratio Rank
IWB Martin Ratio Rank: 7373
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.

IWB vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 ETF (IWB) 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.


IWBIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.17

Sortino ratioReturn per unit of downside risk

+4.34

Omega ratioGain probability vs. loss probability

1.41

0.86

+0.55

Calmar ratioReturn relative to maximum drawdown

3.06

-0.79

+3.85

Martin ratioReturn relative to average drawdown

14.09

-1.36

+15.46

IWB vs. IBIT - Sharpe Ratio Comparison

The current IWB Sharpe Ratio is 2.28, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of IWB 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


IWBIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

-0.89

+3.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.30

+0.16

Drawdowns

IWB vs. IBIT - Drawdown Comparison

The maximum IWB drawdown since its inception was -55.38%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IWB and IBIT.


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Drawdown Indicators


IWBIBITDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-49.36%

-6.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-49.36%

+40.50%

Max Drawdown (3Y)

Largest decline over 3 years

-19.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.20%

Max Drawdown (10Y)

Largest decline over 10 years

-34.60%

Current Drawdown

Current decline from peak

-0.71%

-48.10%

+47.39%

Average Drawdown

Average peak-to-trough decline

-10.86%

-16.02%

+5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

28.44%

-26.52%

Volatility

IWB vs. IBIT - Volatility Comparison

The current volatility for iShares Russell 1000 ETF (IWB) is 2.88%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IWB 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


IWBIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

9.50%

-6.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.97%

34.44%

-25.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.93%

43.73%

-31.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.10%

50.19%

-33.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.14%

50.19%

-32.05%

IWB vs. IBIT - Expense Ratio Comparison

IWB has a 0.15% 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

IWB vs. IBIT - Dividend Comparison

IWB's dividend yield for the trailing twelve months is around 0.91%, 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%
IWB
iShares Russell 1000 ETF
0.91%1.00%1.14%1.31%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%

Frequently Asked Questions


IWB 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 IWB (2.88%). In terms of maximum drawdown, IWB dropped -55.38% vs IBIT's -49.36%.

On 1-year performance, IWB leads with 27.03% vs -38.74% for IBIT. On fees, IWB is cheaper at 0.15% per year. On volatility, IWB has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IWB has performed better with a 27.03% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWB is cheaper with a 0.15% expense ratio, compared with 0.25% for IBIT.

IWB has the higher dividend yield at 0.91%, compared with 0.00% for IBIT.

IWB is categorized as Large Cap Blend Equities, while IBIT is Cryptocurrency. IWB tracks Russell 1000 Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.15% for IWB and 0.25% for IBIT.

IWB currently has the higher Sharpe Ratio (2.28 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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