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IYZ vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYZ vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Telecommunications ETF (IYZ) 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, IYZ achieves a 32.03% return, which is significantly higher than IBIT's -25.48% return.


IYZ

1D
-2.96%
1M
4.94%
YTD
32.03%
6M
38.73%
1Y
59.79%
3Y*
30.34%
5Y*
8.18%
10Y*
6.28%

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)

IYZ vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IYZ
iShares U.S. Telecommunications ETF
32.03%29.28%20.69%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IYZ and IBIT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.27

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Return for Risk

IYZ vs. IBIT — Risk / Return Rank

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

IYZ
IYZ Risk / Return Rank: 9393
Overall Rank
IYZ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IYZ Sortino Ratio Rank: 9292
Sortino Ratio Rank
IYZ Omega Ratio Rank: 9090
Omega Ratio Rank
IYZ Calmar Ratio Rank: 9696
Calmar Ratio Rank
IYZ Martin Ratio Rank: 9595
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.

IYZ vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) 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.


IYZIBITDifference
Sharpe ratioReturn per unit of total volatility

+4.24

Sortino ratioReturn per unit of downside risk

+5.67

Omega ratioGain probability vs. loss probability

1.58

0.86

+0.72

Calmar ratioReturn relative to maximum drawdown

9.54

-0.79

+10.33

Martin ratioReturn relative to average drawdown

32.08

-1.36

+33.45

IYZ vs. IBIT - Sharpe Ratio Comparison

The current IYZ Sharpe Ratio is 3.35, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of IYZ 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


IYZIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

-0.89

+4.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.30

-0.22

Drawdowns

IYZ vs. IBIT - Drawdown Comparison

The maximum IYZ drawdown since its inception was -77.11%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IYZ and IBIT.


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Drawdown Indicators


IYZIBITDifference

Max Drawdown

Largest peak-to-trough decline

-77.11%

-49.36%

-27.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-49.36%

+43.06%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

Max Drawdown (10Y)

Largest decline over 10 years

-39.74%

Current Drawdown

Current decline from peak

-2.96%

-48.10%

+45.14%

Average Drawdown

Average peak-to-trough decline

-40.14%

-16.02%

-24.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

28.44%

-26.57%

Volatility

IYZ vs. IBIT - Volatility Comparison

The current volatility for iShares U.S. Telecommunications ETF (IYZ) is 7.44%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IYZ 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


IYZIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

9.50%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

34.44%

-19.68%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

43.73%

-25.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.75%

50.19%

-31.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

50.19%

-30.94%

IYZ vs. IBIT - Expense Ratio Comparison

IYZ has a 0.42% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

IYZ vs. IBIT - Dividend Comparison

IYZ's dividend yield for the trailing twelve months is around 1.50%, 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%
IYZ
iShares U.S. Telecommunications ETF
1.50%2.04%1.94%2.27%2.55%2.51%2.60%2.36%2.15%3.54%2.27%1.98%

Frequently Asked Questions


IYZ and IBIT have a correlation of 0.28, 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 IYZ (7.44%). In terms of maximum drawdown, IYZ dropped -77.11% vs IBIT's -49.36%.

On 1-year performance, IYZ leads with 59.79% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IYZ has been the lower-risk option at 7.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IYZ has performed better with a 59.79% 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 0.42% for IYZ.

IYZ has the higher dividend yield at 1.50%, compared with 0.00% for IBIT.

IYZ is categorized as Communications Equities, while IBIT is Cryptocurrency. IYZ tracks Dow Jones U.S. Select Telecommunications Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.42% for IYZ and 0.25% for IBIT.

IYZ currently has the higher Sharpe Ratio (3.35 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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