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IYLD vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYLD vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Multi-Asset Income ETF (IYLD) 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, IYLD achieves a 4.72% return, which is significantly higher than IBIT's -32.49% return.


IYLD

1D
-0.04%
1M
-0.33%
YTD
4.72%
6M
4.52%
1Y
12.68%
3Y*
10.29%
5Y*
3.29%
10Y*
4.12%

IBIT

1D
-1.03%
1M
-22.03%
YTD
-32.49%
6M
-32.23%
1Y
-45.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYLD vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IYLD
iShares Morningstar Multi-Asset Income ETF
4.72%15.44%3.65%
IBIT
iShares Bitcoin Trust ETF
-32.49%-6.41%89.87%

Correlation

The correlation between IYLD and IBIT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.35

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Return for Risk

IYLD vs. IBIT — Risk / Return Rank

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

IYLD
IYLD Risk / Return Rank: 7575
Overall Rank
IYLD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IYLD Sortino Ratio Rank: 8484
Sortino Ratio Rank
IYLD Omega Ratio Rank: 8181
Omega Ratio Rank
IYLD Calmar Ratio Rank: 6464
Calmar Ratio Rank
IYLD Martin Ratio Rank: 6767
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 11
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: 11
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. IBIT - Risk-Adjusted Trends Comparison

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

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.


IYLDIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.22

Sortino ratioReturn per unit of downside risk

+4.79

Omega ratioGain probability vs. loss probability

1.42

0.83

+0.59

Calmar ratioReturn relative to maximum drawdown

2.75

-0.86

+3.61

Martin ratioReturn relative to average drawdown

10.57

-1.47

+12.03

IYLD vs. IBIT - Sharpe Ratio Comparison

The current IYLD Sharpe Ratio is 2.20, which is higher than the IBIT Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of IYLD 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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Drawdowns

IYLD vs. IBIT - Drawdown Comparison

The maximum IYLD drawdown since its inception was -30.23%, smaller than the maximum IBIT drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for IYLD and IBIT.


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Drawdown Indicators


IYLDIBITDifference

Max Drawdown

Largest peak-to-trough decline

-30.23%

-52.98%

+22.75%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-52.98%

+48.35%

Max Drawdown (3Y)

Largest decline over 3 years

-5.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.57%

Max Drawdown (10Y)

Largest decline over 10 years

-30.23%

Current Drawdown

Current decline from peak

-0.77%

-52.98%

+52.21%

Average Drawdown

Average peak-to-trough decline

-4.52%

-16.97%

+12.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

30.94%

-29.74%

Volatility

IYLD vs. IBIT - Volatility Comparison

The current volatility for iShares Morningstar Multi-Asset Income ETF (IYLD) is 1.43%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.43%. This indicates that IYLD 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


IYLDIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

13.43%

-12.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.76%

34.60%

-29.84%

Volatility (1Y)

Calculated over the trailing 1-year period

5.81%

44.41%

-38.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.87%

50.21%

-42.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.56%

50.21%

-40.65%

IYLD vs. IBIT - Expense Ratio Comparison

IYLD has a 0.60% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

IYLD vs. IBIT - Dividend Comparison

IYLD's dividend yield for the trailing twelve months is around 4.62%, 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%
IYLD
iShares Morningstar Multi-Asset Income ETF
4.62%4.72%5.32%5.76%5.45%3.47%4.38%5.25%5.78%4.22%4.84%5.26%

Frequently Asked Questions


IYLD and IBIT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (13.43%) compared to IYLD (1.43%). In terms of maximum drawdown, IYLD dropped -30.23% vs IBIT's -52.98%.

On 1-year performance, IYLD leads with 12.68% vs -45.30% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IYLD has been the lower-risk option at 1.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IYLD has performed better with a 12.68% return vs -45.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.60% for IYLD.

IYLD has the higher dividend yield at 4.62%, compared with 0.00% for IBIT.

IYLD is categorized as Diversified Portfolio, while IBIT is Cryptocurrency. IYLD tracks Morningstar Multi-Asset High Income Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.60% for IYLD and 0.25% for IBIT.

IYLD currently has the higher Sharpe Ratio (2.20 vs -1.02), 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

Find the right allocation for IYLD and IBIT

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