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MUB vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUB vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares National AMT-Free Muni Bond ETF (MUB) 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, MUB achieves a 1.78% return, which is significantly higher than IBIT's -32.49% return.


MUB

1D
0.11%
1M
1.14%
YTD
1.78%
6M
1.92%
1Y
6.60%
3Y*
3.29%
5Y*
1.00%
10Y*
1.90%

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)

MUB vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
MUB
iShares National AMT-Free Muni Bond ETF
1.78%3.78%1.37%
IBIT
iShares Bitcoin Trust ETF
-32.49%-6.41%89.87%

Correlation

The correlation between MUB and IBIT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.06

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Return for Risk

MUB vs. IBIT — Risk / Return Rank

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

MUB
MUB Risk / Return Rank: 7373
Overall Rank
MUB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 8686
Sortino Ratio Rank
MUB Omega Ratio Rank: 8888
Omega Ratio Rank
MUB Calmar Ratio Rank: 5656
Calmar Ratio Rank
MUB Martin Ratio Rank: 5454
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.

MUB vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares National AMT-Free Muni Bond ETF (MUB) 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.


MUBIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.32

Sortino ratioReturn per unit of downside risk

+4.88

Omega ratioGain probability vs. loss probability

1.48

0.83

+0.65

Calmar ratioReturn relative to maximum drawdown

2.38

-0.86

+3.24

Martin ratioReturn relative to average drawdown

8.27

-1.47

+9.73

MUB vs. IBIT - Sharpe Ratio Comparison

The current MUB Sharpe Ratio is 2.30, which is higher than the IBIT Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of MUB 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

MUB vs. IBIT - Drawdown Comparison

The maximum MUB drawdown since its inception was -13.68%, smaller than the maximum IBIT drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for MUB and IBIT.


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Drawdown Indicators


MUBIBITDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-52.98%

+39.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-52.98%

+50.19%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

Current Drawdown

Current decline from peak

-0.17%

-52.98%

+52.81%

Average Drawdown

Average peak-to-trough decline

-2.23%

-16.97%

+14.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

30.94%

-30.14%

Volatility

MUB vs. IBIT - Volatility Comparison

The current volatility for iShares National AMT-Free Muni Bond ETF (MUB) is 0.67%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.43%. This indicates that MUB 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


MUBIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

13.43%

-12.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

34.60%

-32.32%

Volatility (1Y)

Calculated over the trailing 1-year period

2.89%

44.41%

-41.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.07%

50.21%

-46.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

50.21%

-45.29%

MUB vs. IBIT - Expense Ratio Comparison

MUB has a 0.07% expense ratio, which is lower than IBIT's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MUB vs. IBIT - Dividend Comparison

MUB's dividend yield for the trailing twelve months is around 3.16%, 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%
MUB
iShares National AMT-Free Muni Bond ETF
3.16%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Frequently Asked Questions


MUB and IBIT have a correlation of 0.12, 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 MUB (0.67%). In terms of maximum drawdown, MUB dropped -13.68% vs IBIT's -52.98%.

On 1-year performance, MUB leads with 6.60% vs -45.30% for IBIT. On fees, MUB is cheaper at 0.07% per year. On volatility, MUB has been the lower-risk option at 0.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MUB has performed better with a 6.60% return vs -45.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MUB is cheaper with a 0.07% expense ratio, compared with 0.25% for IBIT.

MUB has the higher dividend yield at 3.16%, compared with 0.00% for IBIT.

MUB is categorized as Municipal Bonds, while IBIT is Cryptocurrency. MUB tracks S&P National AMT-Free Municipal Bond Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.07% for MUB and 0.25% for IBIT.

MUB currently has the higher Sharpe Ratio (2.30 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

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