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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 1.24% return, which is significantly higher than IBIT's -25.48% return.


MUB

1D
-0.08%
1M
0.56%
YTD
1.24%
6M
1.74%
1Y
6.95%
3Y*
3.43%
5Y*
0.86%
10Y*
2.00%

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)

MUB vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
MUB
iShares National AMT-Free Muni Bond ETF
1.24%3.78%1.11%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

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 12, 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: 6666
Overall Rank
MUB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 7676
Sortino Ratio Rank
MUB Omega Ratio Rank: 8181
Omega Ratio Rank
MUB Calmar Ratio Rank: 5050
Calmar Ratio Rank
MUB Martin Ratio Rank: 5151
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.

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.


MUBIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.28

Sortino ratioReturn per unit of downside risk

+4.72

Omega ratioGain probability vs. loss probability

1.50

0.86

+0.64

Calmar ratioReturn relative to maximum drawdown

2.50

-0.79

+3.29

Martin ratioReturn relative to average drawdown

8.85

-1.36

+10.21

MUB vs. IBIT - Sharpe Ratio Comparison

The current MUB Sharpe Ratio is 2.39, which is higher than the IBIT Sharpe Ratio of -0.89. 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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Sharpe Ratios by Period


MUBIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

-0.89

+3.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.30

+0.29

Drawdowns

MUB vs. IBIT - Drawdown Comparison

The maximum MUB drawdown since its inception was -13.68%, smaller than the maximum IBIT drawdown of -49.36%. 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%

-49.36%

+35.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-49.36%

+46.57%

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

-0.70%

-48.10%

+47.40%

Average Drawdown

Average peak-to-trough decline

-2.23%

-16.02%

+13.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

28.44%

-27.65%

Volatility

MUB vs. IBIT - Volatility Comparison

The current volatility for iShares National AMT-Free Muni Bond ETF (MUB) is 0.97%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. 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

0.97%

9.50%

-8.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.22%

34.44%

-32.22%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

43.73%

-40.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

50.19%

-46.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

50.19%

-45.27%

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 3.17%, 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
3.17%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 (9.50%) compared to MUB (0.97%). In terms of maximum drawdown, MUB dropped -13.68% vs IBIT's -49.36%.

On 1-year performance, MUB leads with 6.95% vs -38.74% for IBIT. On fees, MUB is cheaper at 0.07% per year. On volatility, MUB has been the lower-risk option at 0.97%. 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 6.95% return vs -38.74%. 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 3.17%, 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 (2.39 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.

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