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IXUS vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXUS vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Total International Stock ETF (IXUS) 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, IXUS achieves a 14.51% return, which is significantly higher than IBIT's -25.48% return.


IXUS

1D
-1.01%
1M
4.91%
YTD
14.51%
6M
17.16%
1Y
32.15%
3Y*
19.44%
5Y*
8.38%
10Y*
9.78%

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)

IXUS vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IXUS
iShares Core MSCI Total International Stock ETF
14.51%32.40%6.67%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IXUS and IBIT is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.35

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Return for Risk

IXUS vs. IBIT — Risk / Return Rank

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

IXUS
IXUS Risk / Return Rank: 6060
Overall Rank
IXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
IXUS Omega Ratio Rank: 6262
Omega Ratio Rank
IXUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
IXUS Martin Ratio Rank: 6161
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.

IXUS vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) 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.


IXUSIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.99

Sortino ratioReturn per unit of downside risk

+4.12

Omega ratioGain probability vs. loss probability

1.39

0.86

+0.52

Calmar ratioReturn relative to maximum drawdown

2.84

-0.79

+3.63

Martin ratioReturn relative to average drawdown

11.13

-1.36

+12.49

IXUS vs. IBIT - Sharpe Ratio Comparison

The current IXUS Sharpe Ratio is 2.10, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of IXUS 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


IXUSIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

-0.89

+2.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.30

+0.20

Drawdowns

IXUS vs. IBIT - Drawdown Comparison

The maximum IXUS drawdown since its inception was -36.22%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IXUS and IBIT.


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Drawdown Indicators


IXUSIBITDifference

Max Drawdown

Largest peak-to-trough decline

-36.22%

-49.36%

+13.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-49.36%

+38.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.75%

Max Drawdown (5Y)

Largest decline over 5 years

-30.04%

Max Drawdown (10Y)

Largest decline over 10 years

-36.22%

Current Drawdown

Current decline from peak

-1.01%

-48.10%

+47.09%

Average Drawdown

Average peak-to-trough decline

-7.50%

-16.02%

+8.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

28.44%

-25.54%

Volatility

IXUS vs. IBIT - Volatility Comparison

The current volatility for iShares Core MSCI Total International Stock ETF (IXUS) is 5.64%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IXUS 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


IXUSIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

9.50%

-3.86%

Volatility (6M)

Calculated over the trailing 6-month period

13.16%

34.44%

-21.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

43.73%

-28.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

50.19%

-33.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

50.19%

-33.12%

IXUS vs. IBIT - Expense Ratio Comparison

IXUS has a 0.09% 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

IXUS vs. IBIT - Dividend Comparison

IXUS's dividend yield for the trailing twelve months is around 2.83%, 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%
IXUS
iShares Core MSCI Total International Stock ETF
2.83%3.24%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.41%2.58%2.81%

Frequently Asked Questions


IXUS and IBIT have a correlation of 0.43, 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 IXUS (5.64%). In terms of maximum drawdown, IXUS dropped -36.22% vs IBIT's -49.36%.

On 1-year performance, IXUS leads with 32.15% vs -38.74% for IBIT. On fees, IXUS is cheaper at 0.09% per year. On volatility, IXUS has been the lower-risk option at 5.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IXUS has performed better with a 32.15% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IXUS is cheaper with a 0.09% expense ratio, compared with 0.25% for IBIT.

IXUS has the higher dividend yield at 2.83%, compared with 0.00% for IBIT.

IXUS is categorized as Foreign Large Cap Equities, while IBIT is Cryptocurrency. IXUS tracks MSCI ACWI ex USA Investable Market Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.09% for IXUS and 0.25% for IBIT.

IXUS currently has the higher Sharpe Ratio (2.10 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.

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