OEF vs. BTC-USD
OEF (iShares S&P 100 ETF) is Large Cap Blend Equities fund tracking the S&P 100 Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, OEF returned 16.78%/yr vs 56.48%/yr for BTC-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
OEF vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, OEF achieves a 8.71% return, which is significantly higher than BTC-USD's -24.33% return. Over the past 10 years, OEF has underperformed BTC-USD with an annualized return of 16.78%, while BTC-USD has yielded a comparatively higher 56.48% annualized return.
OEF
- 1D
- 2.03%
- 1M
- 0.66%
- YTD
- 8.71%
- 6M
- 9.60%
- 1Y
- 28.24%
- 3Y*
- 23.02%
- 5Y*
- 15.42%
- 10Y*
- 16.78%
BTC-USD
- 1D
- 0.77%
- 1M
- -15.23%
- YTD
- -24.33%
- 6M
- -23.38%
- 1Y
- -37.30%
- 3Y*
- 35.99%
- 5Y*
- 11.54%
- 10Y*
- 56.48%
OEF vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 8.71% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
BTC-USD Bitcoin | -24.33% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between OEF and BTC-USD is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2012 | 0.12 |
Over the past year, OEF and BTC-USD have become more correlated (0.35) than their long-term average of 0.12, meaning their price movements have been converging.
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Return for Risk
OEF vs. BTC-USD — Risk / Return Rank
OEF
BTC-USD
OEF vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) and Bitcoin (BTC-USD). 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.
| OEF | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.01 | ||
| Sortino ratioReturn per unit of downside risk | +4.04 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.88 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | -0.73 | +3.29 |
| Martin ratioReturn relative to average drawdown | 10.52 | -1.26 | +11.78 |
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Drawdowns
OEF vs. BTC-USD - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for OEF and BTC-USD.
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Drawdown Indicators
| OEF | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -85.30% | +31.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -51.21% | +40.15% |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | -51.21% | +31.41% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -76.67% | +50.20% |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | -83.80% | +52.36% |
Current DrawdownCurrent decline from peak | -1.67% | -46.91% | +45.24% |
Average DrawdownAverage peak-to-trough decline | -11.74% | -42.38% | +30.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 34.75% | -32.06% |
Volatility
OEF vs. BTC-USD - Volatility Comparison
The current volatility for iShares S&P 100 ETF (OEF) is 4.96%, while Bitcoin (BTC-USD) has a volatility of 12.14%. This indicates that OEF experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OEF | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 12.14% | -7.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 34.59% | -24.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.29% | 35.62% | -22.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 44.55% | -26.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.49% | 56.55% | -38.06% |
Frequently Asked Questions
OEF and BTC-USD have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.14%) compared to OEF (4.96%). In terms of maximum drawdown, OEF dropped -54.11% vs BTC-USD's -85.30%.
OEF currently has the higher Sharpe Ratio (2.14 vs -0.87), 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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