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IWP vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWP vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Mid-Cap Growth ETF (IWP) 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, IWP achieves a 3.75% return, which is significantly higher than IBIT's -25.48% return.


IWP

1D
-1.05%
1M
4.11%
YTD
3.75%
6M
2.84%
1Y
5.63%
3Y*
15.88%
5Y*
6.59%
10Y*
12.40%

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)

IWP vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IWP
iShares Russell Mid-Cap Growth ETF
3.75%8.45%23.25%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IWP 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

0.42

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Return for Risk

IWP vs. IBIT — Risk / Return Rank

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

IWP
IWP Risk / Return Rank: 1313
Overall Rank
IWP Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IWP Sortino Ratio Rank: 1313
Sortino Ratio Rank
IWP Omega Ratio Rank: 1313
Omega Ratio Rank
IWP Calmar Ratio Rank: 1313
Calmar Ratio Rank
IWP Martin Ratio Rank: 1414
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.

IWP vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Growth ETF (IWP) 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.


IWPIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.07

0.86

+0.21

Calmar ratioReturn relative to maximum drawdown

0.38

-0.79

+1.17

Martin ratioReturn relative to average drawdown

1.12

-1.36

+2.48

IWP vs. IBIT - Sharpe Ratio Comparison

The current IWP Sharpe Ratio is 0.34, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of IWP 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


IWPIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

-0.89

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.30

+0.13

Drawdowns

IWP vs. IBIT - Drawdown Comparison

The maximum IWP drawdown since its inception was -56.92%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IWP and IBIT.


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Drawdown Indicators


IWPIBITDifference

Max Drawdown

Largest peak-to-trough decline

-56.92%

-49.36%

-7.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.79%

-49.36%

+34.57%

Max Drawdown (3Y)

Largest decline over 3 years

-25.20%

Max Drawdown (5Y)

Largest decline over 5 years

-38.62%

Max Drawdown (10Y)

Largest decline over 10 years

-38.62%

Current Drawdown

Current decline from peak

-2.10%

-48.10%

+46.00%

Average Drawdown

Average peak-to-trough decline

-9.68%

-16.02%

+6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

28.44%

-23.38%

Volatility

IWP vs. IBIT - Volatility Comparison

The current volatility for iShares Russell Mid-Cap Growth ETF (IWP) is 3.73%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IWP 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


IWPIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

9.50%

-5.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.62%

34.44%

-21.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

43.73%

-27.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

50.19%

-27.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

50.19%

-28.52%

IWP vs. IBIT - Expense Ratio Comparison

IWP has a 0.23% 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

IWP vs. IBIT - Dividend Comparison

IWP'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%
IWP
iShares Russell Mid-Cap Growth ETF
0.33%0.37%0.40%0.54%0.77%0.30%0.38%0.59%1.02%0.78%1.16%0.98%

Frequently Asked Questions


IWP 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 IWP (3.73%). In terms of maximum drawdown, IWP dropped -56.92% vs IBIT's -49.36%.

On 1-year performance, IWP leads with 5.63% vs -38.74% for IBIT. On fees, IWP is cheaper at 0.23% per year. On volatility, IWP has been the lower-risk option at 3.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IWP has performed better with a 5.63% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWP is cheaper with a 0.23% expense ratio, compared with 0.25% for IBIT.

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

IWP is categorized as Mid Cap Growth Equities, while IBIT is Cryptocurrency. IWP tracks Russell Midcap Growth Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.23% for IWP and 0.25% for IBIT.

IWP currently has the higher Sharpe Ratio (0.34 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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