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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 4.95% return, which is significantly higher than IBIT's -25.48% return.


IYLD

1D
-0.20%
1M
1.01%
YTD
4.95%
6M
5.45%
1Y
14.02%
3Y*
10.59%
5Y*
3.36%
10Y*
4.00%

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)

IYLD vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IYLD
iShares Morningstar Multi-Asset Income ETF
4.95%15.44%3.54%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IYLD and IBIT is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.34

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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: 7272
Overall Rank
IYLD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IYLD Sortino Ratio Rank: 8181
Sortino Ratio Rank
IYLD Omega Ratio Rank: 7878
Omega Ratio Rank
IYLD Calmar Ratio Rank: 6161
Calmar Ratio Rank
IYLD Martin Ratio Rank: 6464
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.

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.


IYLDIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.35

Sortino ratioReturn per unit of downside risk

+4.87

Omega ratioGain probability vs. loss probability

1.47

0.86

+0.61

Calmar ratioReturn relative to maximum drawdown

3.04

-0.79

+3.82

Martin ratioReturn relative to average drawdown

11.80

-1.36

+13.16

IYLD vs. IBIT - Sharpe Ratio Comparison

The current IYLD Sharpe Ratio is 2.46, which is higher than the IBIT Sharpe Ratio of -0.89. 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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Sharpe Ratios by Period


IYLDIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

-0.89

+3.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.30

+0.20

Drawdowns

IYLD vs. IBIT - Drawdown Comparison

The maximum IYLD drawdown since its inception was -30.23%, smaller than the maximum IBIT drawdown of -49.36%. 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%

-49.36%

+19.13%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-49.36%

+44.73%

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

-0.55%

-48.10%

+47.55%

Average Drawdown

Average peak-to-trough decline

-4.53%

-16.02%

+11.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

28.44%

-27.25%

Volatility

IYLD vs. IBIT - Volatility Comparison

The current volatility for iShares Morningstar Multi-Asset Income ETF (IYLD) is 1.53%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. 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

1.53%

9.50%

-7.97%

Volatility (6M)

Calculated over the trailing 6-month period

4.72%

34.44%

-29.72%

Volatility (1Y)

Calculated over the trailing 1-year period

5.73%

43.73%

-38.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.86%

50.19%

-42.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.58%

50.19%

-40.61%

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 4.61%, 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
4.61%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 0.39, 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 IYLD (1.53%). In terms of maximum drawdown, IYLD dropped -30.23% vs IBIT's -49.36%.

On 1-year performance, IYLD leads with 14.02% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IYLD has been the lower-risk option at 1.53%. 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 14.02% return vs -38.74%. 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 4.61%, 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 (2.46 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.

Portfolio Optimizer

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