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IYLD vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IYLD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Multi-Asset Income ETF (IYLD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYLD achieves a 5.44% return, which is significantly higher than BTC-USD's -27.04% return. Over the past 10 years, IYLD has underperformed BTC-USD with an annualized return of 3.78%, while BTC-USD has yielded a comparatively higher 57.60% annualized return.


IYLD

1D
-0.20%
1M
0.10%
6M
3.70%
YTD
5.44%
1Y
12.79%
3Y*
9.74%
5Y*
3.26%
10Y*
3.78%

BTC-USD

1D
-1.36%
1M
-2.71%
6M
-33.22%
YTD
-27.04%
1Y
-46.21%
3Y*
28.42%
5Y*
15.15%
10Y*
57.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYLD vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYLD
iShares Morningstar Multi-Asset Income ETF
5.44%15.44%2.00%12.55%-16.80%3.37%-1.18%15.82%-4.77%10.90%
BTC-USD
Bitcoin
-27.04%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between IYLD and BTC-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2012

0.10

Over the past year, IYLD and BTC-USD have become more correlated (0.36) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

IYLD vs. BTC-USD — Risk / Return Rank

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

IYLD
IYLD Risk / Return Rank: 8181
Overall Rank
IYLD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IYLD Sortino Ratio Rank: 8989
Sortino Ratio Rank
IYLD Omega Ratio Rank: 8787
Omega Ratio Rank
IYLD Calmar Ratio Rank: 6969
Calmar Ratio Rank
IYLD Martin Ratio Rank: 7474
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2323
Overall Rank
BTC-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3131
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3131
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4141
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 55
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.

IYLD vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Multi-Asset Income ETF (IYLD) and Bitcoin (BTC-USD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IYLDBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.31

Sortino ratioReturn per unit of downside risk

+4.93

Omega ratioGain probability vs. loss probability

1.43

0.84

+0.59

Calmar ratioReturn relative to maximum drawdown

2.77

-0.87

+3.64

Martin ratioReturn relative to average drawdown

10.85

-1.40

+12.25

IYLD vs. BTC-USD - Sharpe Ratio Comparison

The current IYLD Sharpe Ratio is 2.23, which is higher than the BTC-USD Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of IYLD and BTC-USD, 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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Drawdowns

IYLD vs. BTC-USD - Drawdown Comparison

The maximum IYLD drawdown since its inception was -30.23%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for IYLD and BTC-USD.


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Drawdown Indicators


IYLDBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-30.23%

-85.30%

+55.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-53.08%

+48.45%

Max Drawdown (3Y)

Largest decline over 3 years

-5.20%

-53.08%

+47.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.57%

-76.67%

+54.10%

Max Drawdown (10Y)

Largest decline over 10 years

-30.23%

-83.80%

+53.57%

Current Drawdown

Current decline from peak

-0.27%

-48.82%

+48.55%

Average Drawdown

Average peak-to-trough decline

-4.50%

-42.58%

+38.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

29.30%

-28.12%

Volatility

IYLD vs. BTC-USD - Volatility Comparison

The current volatility for iShares Morningstar Multi-Asset Income ETF (IYLD) is 1.06%, while Bitcoin (BTC-USD) has a volatility of 9.78%. This indicates that IYLD experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYLDBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

9.78%

-8.72%

Volatility (6M)

Calculated over the trailing 6-month period

4.79%

34.90%

-30.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.75%

35.73%

-29.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.87%

43.96%

-36.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.54%

56.33%

-46.79%

Frequently Asked Questions


IYLD and BTC-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (9.78%) compared to IYLD (1.06%). In terms of maximum drawdown, IYLD dropped -30.23% vs BTC-USD's -85.30%.

IYLD currently has the higher Sharpe Ratio (2.23 vs -1.07), 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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