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.
Key characteristics
| IYLD | BTC-USD | |
|---|---|---|
| YTD Return | 4.83% | 109.87% |
| 1Y Return | 13.27% | 139.38% |
| 3Y Return (Ann) | -0.32% | 11.40% |
| 5Y Return (Ann) | 0.84% | 58.71% |
| 10Y Return (Ann) | 2.48% | 71.72% |
| Sharpe Ratio | 2.29 | 0.84 |
| Sortino Ratio | 3.40 | 1.51 |
| Omega Ratio | 1.45 | 1.15 |
| Calmar Ratio | 0.99 | 0.66 |
| Martin Ratio | 12.42 | 3.48 |
| Ulcer Index | 1.09% | 13.18% |
| Daily Std Dev | 5.91% | 44.51% |
| Max Drawdown | -30.23% | -93.07% |
| Current Drawdown | -2.22% | 0.00% |
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.
Performance
IYLD vs. BTC-USD - Performance Comparison
In the year-to-date period, IYLD achieves a 4.83% return, which is significantly lower than BTC-USD's 109.87% return. Over the past 10 years, IYLD has underperformed BTC-USD with an annualized return of 2.48%, while BTC-USD has yielded a comparatively higher 71.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 1.15%, while Bitcoin (BTC-USD) has a volatility of 16.04%. 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.