IYLD vs. BTC-USD
Compare and contrast key facts about iShares Morningstar Multi-Asset Income ETF (IYLD) and Bitcoin (BTC-USD).
IYLD is a passively managed fund by iShares that tracks the performance of the Morningstar Multi-Asset High Income Index. It was launched on Apr 5, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYLD or BTC-USD.
Performance
IYLD vs. BTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, IYLD achieves a 3.90% return, which is significantly lower than BTC-USD's 123.21% return. Over the past 10 years, IYLD has underperformed BTC-USD with an annualized return of 2.35%, while BTC-USD has yielded a comparatively higher 74.15% annualized return.
IYLD
3.90%
-1.19%
2.75%
9.94%
0.61%
2.35%
BTC-USD
123.21%
40.04%
36.48%
163.42%
66.85%
74.15%
Key characteristics
| IYLD | BTC-USD | |
|---|---|---|
| Sharpe Ratio | 1.70 | 0.83 |
| Sortino Ratio | 2.47 | 1.51 |
| Omega Ratio | 1.32 | 1.15 |
| Calmar Ratio | 0.82 | 0.64 |
| Martin Ratio | 8.45 | 3.82 |
| Ulcer Index | 1.15% | 11.71% |
| Daily Std Dev | 5.72% | 44.27% |
| Max Drawdown | -30.23% | -93.07% |
| Current Drawdown | -3.08% | 0.00% |
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Correlation
The correlation between IYLD and BTC-USD is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
IYLD vs. BTC-USD - Risk-Adjusted Performance 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.
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 -93.07%. Use the drawdown chart below to compare losses from any high point for IYLD and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
IYLD vs. BTC-USD - Volatility Comparison
The current volatility for iShares Morningstar Multi-Asset Income ETF (IYLD) is 1.18%, while Bitcoin (BTC-USD) has a volatility of 16.54%. 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.