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IWF vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWF vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Growth ETF (IWF) 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, IWF achieves a 7.11% return, which is significantly higher than IBIT's -25.48% return.


IWF

1D
-1.29%
1M
5.68%
YTD
7.11%
6M
6.51%
1Y
25.60%
3Y*
24.80%
5Y*
15.24%
10Y*
18.49%

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)

IWF vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IWF
iShares Russell 1000 Growth ETF
7.11%18.33%32.23%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IWF 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 Jan 12, 2024

0.38

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Return for Risk

IWF vs. IBIT — Risk / Return Rank

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

IWF
IWF Risk / Return Rank: 4040
Overall Rank
IWF Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 4545
Sortino Ratio Rank
IWF Omega Ratio Rank: 4444
Omega Ratio Rank
IWF Calmar Ratio Rank: 3131
Calmar Ratio Rank
IWF Martin Ratio Rank: 3434
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.

IWF vs. IBIT - Risk-Adjusted Trends Comparison

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


IWFIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.56

Sortino ratioReturn per unit of downside risk

+3.51

Omega ratioGain probability vs. loss probability

1.29

0.86

+0.43

Calmar ratioReturn relative to maximum drawdown

1.58

-0.79

+2.37

Martin ratioReturn relative to average drawdown

5.28

-1.36

+6.65

IWF vs. IBIT - Sharpe Ratio Comparison

The current IWF Sharpe Ratio is 1.67, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of IWF 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


IWFIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

-0.89

+2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.30

+0.10

Drawdowns

IWF vs. IBIT - Drawdown Comparison

The maximum IWF drawdown since its inception was -64.25%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IWF and IBIT.


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Drawdown Indicators


IWFIBITDifference

Max Drawdown

Largest peak-to-trough decline

-64.25%

-49.36%

-14.89%

Max Drawdown (1Y)

Largest decline over 1 year

-16.27%

-49.36%

+33.09%

Max Drawdown (3Y)

Largest decline over 3 years

-23.36%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

Current Drawdown

Current decline from peak

-1.66%

-48.10%

+46.44%

Average Drawdown

Average peak-to-trough decline

-22.08%

-16.02%

-6.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

28.44%

-23.58%

Volatility

IWF vs. IBIT - Volatility Comparison

The current volatility for iShares Russell 1000 Growth ETF (IWF) is 3.61%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IWF 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


IWFIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

9.50%

-5.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

34.44%

-22.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.44%

43.73%

-28.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.40%

50.19%

-28.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

50.19%

-29.22%

IWF vs. IBIT - Expense Ratio Comparison

IWF has a 0.18% 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

IWF vs. IBIT - Dividend Comparison

IWF's dividend yield for the trailing twelve months is around 0.33%, 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%
IWF
iShares Russell 1000 Growth ETF
0.33%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%

Frequently Asked Questions


IWF 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 (9.50%) compared to IWF (3.61%). In terms of maximum drawdown, IWF dropped -64.25% vs IBIT's -49.36%.

On 1-year performance, IWF leads with 25.60% vs -38.74% for IBIT. On fees, IWF is cheaper at 0.18% per year. On volatility, IWF has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IWF has performed better with a 25.60% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWF is cheaper with a 0.18% expense ratio, compared with 0.25% for IBIT.

IWF has the higher dividend yield at 0.33%, compared with 0.00% for IBIT.

IWF is categorized as Large Cap Growth Equities, while IBIT is Cryptocurrency. IWF tracks Russell 1000 Growth Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.18% for IWF and 0.25% for IBIT.

IWF currently has the higher Sharpe Ratio (1.67 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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