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IWO vs. IBIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWO vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Growth ETF (IWO) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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IWO vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IWO
iShares Russell 2000 Growth ETF
-2.82%12.90%19.01%
IBIT
iShares Bitcoin Trust ETF
-22.62%-6.41%99.21%

Returns By Period

In the year-to-date period, IWO achieves a -2.82% return, which is significantly higher than IBIT's -22.62% return.


IWO

1D
4.25%
1M
-6.37%
YTD
-2.82%
6M
-1.70%
1Y
23.40%
3Y*
12.18%
5Y*
1.22%
10Y*
9.67%

IBIT

1D
1.96%
1M
3.31%
YTD
-22.62%
6M
-40.89%
1Y
-17.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWO vs. IBIT - Expense Ratio Comparison

IWO has a 0.24% 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%.


Return for Risk

IWO vs. IBIT — Risk / Return Rank

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

IWO
IWO Risk / Return Rank: 5757
Overall Rank
IWO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IWO Sortino Ratio Rank: 5959
Sortino Ratio Rank
IWO Omega Ratio Rank: 5050
Omega Ratio Rank
IWO Calmar Ratio Rank: 6363
Calmar Ratio Rank
IWO Martin Ratio Rank: 5656
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 66
Overall Rank
IBIT Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 66
Sortino Ratio Rank
IBIT Omega Ratio Rank: 77
Omega Ratio Rank
IBIT Calmar Ratio Rank: 66
Calmar Ratio Rank
IBIT Martin Ratio Rank: 66
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.

IWO vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Growth ETF (IWO) 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.


IWOIBITDifference

Sharpe ratio

Return per unit of total volatility

0.93

-0.40

+1.33

Sortino ratio

Return per unit of downside risk

1.44

-0.29

+1.73

Omega ratio

Gain probability vs. loss probability

1.18

0.97

+0.21

Calmar ratio

Return relative to maximum drawdown

1.51

-0.39

+1.90

Martin ratio

Return relative to average drawdown

5.11

-0.83

+5.94

IWO vs. IBIT - Sharpe Ratio Comparison

The current IWO Sharpe Ratio is 0.93, which is higher than the IBIT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of IWO and IBIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IWOIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

-0.40

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.35

-0.10

Correlation

The correlation between IWO and IBIT is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IWO vs. IBIT - Dividend Comparison

IWO's dividend yield for the trailing twelve months is around 0.48%, while IBIT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IWO
iShares Russell 2000 Growth ETF
0.48%0.56%0.80%0.73%0.73%0.32%0.44%0.71%0.76%0.73%0.97%0.89%
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%

Drawdowns

IWO vs. IBIT - Drawdown Comparison

The maximum IWO drawdown since its inception was -60.11%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IWO and IBIT.


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Drawdown Indicators


IWOIBITDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-49.36%

-10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-14.87%

-49.36%

+34.49%

Max Drawdown (5Y)

Largest decline over 5 years

-40.51%

Max Drawdown (10Y)

Largest decline over 10 years

-42.02%

Current Drawdown

Current decline from peak

-11.25%

-46.11%

+34.86%

Average Drawdown

Average peak-to-trough decline

-16.80%

-14.13%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

23.09%

-18.70%

Volatility

IWO vs. IBIT - Volatility Comparison

The current volatility for iShares Russell 2000 Growth ETF (IWO) is 8.73%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.99%. This indicates that IWO 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


IWOIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.73%

12.99%

-4.26%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

36.75%

-20.22%

Volatility (1Y)

Calculated over the trailing 1-year period

25.23%

45.42%

-20.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.47%

51.26%

-26.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.06%

51.26%

-27.20%