IWD vs. BTCT
IWD (iShares Russell 1000 Value ETF) is Large Cap Value Equities fund tracking the Russell 1000 Value Index, while BTCT (BTC Digital Ltd.) is a stock. Over the past 5 years, IWD returned 10.17%/yr vs -71.49%/yr for BTCT. At a 0.21 correlation, their price movements are largely independent.
Performance
IWD vs. BTCT - Performance Comparison
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Returns By Period
In the year-to-date period, IWD achieves a 14.20% return, which is significantly higher than BTCT's -15.38% return.
IWD
- 1D
- -0.01%
- 1M
- 4.22%
- YTD
- 14.20%
- 6M
- 14.76%
- 1Y
- 28.16%
- 3Y*
- 18.40%
- 5Y*
- 10.17%
- 10Y*
- 11.23%
BTCT
- 1D
- -4.35%
- 1M
- -15.38%
- YTD
- -15.38%
- 6M
- -44.44%
- 1Y
- -67.16%
- 3Y*
- -34.75%
- 5Y*
- -71.49%
- 10Y*
- —
IWD vs. BTCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IWD iShares Russell 1000 Value ETF | 14.20% | 15.68% | 14.17% | 11.34% | -7.75% | 24.95% | 40.18% |
BTCT BTC Digital Ltd. | -15.38% | -72.80% | -0.83% | 37.40% | -97.67% | -87.48% | -91.45% |
Correlation
The correlation between IWD and BTCT is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2020 | 0.21 |
The correlation between IWD and BTCT shifts across timeframes, from 0.21 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IWD vs. BTCT — Risk / Return Rank
IWD
BTCT
IWD vs. BTCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and BTC Digital Ltd. (BTCT). 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.
| IWD | BTCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.50 | ||
| Sortino ratioReturn per unit of downside risk | +5.26 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 0.84 | +0.64 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | -0.90 | +5.07 |
| Martin ratioReturn relative to average drawdown | 17.46 | -1.23 | +18.69 |
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
| IWD | BTCT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | -0.88 | +3.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | -0.38 | +1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | -0.45 | +0.88 |
Drawdowns
IWD vs. BTCT - Drawdown Comparison
The maximum IWD drawdown since its inception was -60.10%, smaller than the maximum BTCT drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for IWD and BTCT.
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Drawdown Indicators
| IWD | BTCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.10% | -99.99% | +39.89% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -74.59% | +67.80% |
Max Drawdown (3Y)Largest decline over 3 years | -15.71% | -94.53% | +78.82% |
Max Drawdown (5Y)Largest decline over 5 years | -19.04% | -99.82% | +80.78% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | — | — |
Current DrawdownCurrent decline from peak | -0.01% | -99.99% | +99.98% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -94.86% | +86.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 54.59% | -52.97% |
Volatility
IWD vs. BTCT - Volatility Comparison
The current volatility for iShares Russell 1000 Value ETF (IWD) is 2.90%, while BTC Digital Ltd. (BTCT) has a volatility of 12.24%. This indicates that IWD experiences smaller price fluctuations and is considered to be less risky than BTCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWD | BTCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 12.24% | -9.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.06% | 51.97% | -43.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.77% | 76.92% | -66.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 186.36% | -171.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 174.16% | -156.87% |
Dividends
IWD vs. BTCT - Dividend Comparison
IWD's dividend yield for the trailing twelve months is around 1.50%, while BTCT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTCT BTC Digital Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWD iShares Russell 1000 Value ETF | 1.50% | 1.69% | 1.87% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% |
Frequently Asked Questions
IWD and BTCT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTCT has higher volatility (12.24%) compared to IWD (2.90%). In terms of maximum drawdown, IWD dropped -60.10% vs BTCT's -99.99%.
IWD currently has the higher Sharpe Ratio (2.63 vs -0.88), 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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