PortfoliosLab logoPortfoliosLab logo
OEF vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OEF vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 100 ETF (OEF) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OEF achieves a 9.51% return, which is significantly higher than IBIT's -25.48% return.


OEF

1D
-0.87%
1M
5.44%
YTD
9.51%
6M
9.34%
1Y
29.54%
3Y*
24.53%
5Y*
15.70%
10Y*
16.71%

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)

OEF vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
OEF
iShares S&P 100 ETF
9.51%19.80%29.92%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between OEF and IBIT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.38

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

OEF vs. IBIT — Risk / Return Rank

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

OEF
OEF Risk / Return Rank: 6464
Overall Rank
OEF Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 6767
Sortino Ratio Rank
OEF Omega Ratio Rank: 6868
Omega Ratio Rank
OEF Calmar Ratio Rank: 5353
Calmar Ratio Rank
OEF Martin Ratio Rank: 6262
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.

OEF vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.


OEFIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.22

Sortino ratioReturn per unit of downside risk

+4.38

Omega ratioGain probability vs. loss probability

1.42

0.86

+0.56

Calmar ratioReturn relative to maximum drawdown

2.68

-0.79

+3.47

Martin ratioReturn relative to average drawdown

11.29

-1.36

+12.66

OEF vs. IBIT - Sharpe Ratio Comparison

The current OEF Sharpe Ratio is 2.33, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of OEF 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.


Loading charts...

Sharpe Ratios by Period


OEFIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

-0.89

+3.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.30

+0.15

Drawdowns

OEF vs. IBIT - Drawdown Comparison

The maximum OEF drawdown since its inception was -54.11%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for OEF and IBIT.


Loading charts...

Drawdown Indicators


OEFIBITDifference

Max Drawdown

Largest peak-to-trough decline

-54.11%

-49.36%

-4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-49.36%

+38.30%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

Max Drawdown (5Y)

Largest decline over 5 years

-26.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.44%

Current Drawdown

Current decline from peak

-0.94%

-48.10%

+47.16%

Average Drawdown

Average peak-to-trough decline

-11.76%

-16.02%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

28.44%

-25.82%

Volatility

OEF vs. IBIT - Volatility Comparison

The current volatility for iShares S&P 100 ETF (OEF) is 3.14%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that OEF 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.


Loading charts...

Volatility by Period


OEFIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

9.50%

-6.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

34.44%

-24.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.73%

43.73%

-31.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.69%

50.19%

-32.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.44%

50.19%

-31.75%

OEF vs. IBIT - Expense Ratio Comparison

OEF has a 0.20% 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

OEF vs. IBIT - Dividend Comparison

OEF's dividend yield for the trailing twelve months is around 0.83%, 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%
OEF
iShares S&P 100 ETF
0.83%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%

Frequently Asked Questions


OEF and IBIT have a correlation of 0.46, 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 OEF (3.14%). In terms of maximum drawdown, OEF dropped -54.11% vs IBIT's -49.36%.

On 1-year performance, OEF leads with 29.54% vs -38.74% for IBIT. On fees, OEF is cheaper at 0.20% per year. On volatility, OEF has been the lower-risk option at 3.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OEF has performed better with a 29.54% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OEF is cheaper with a 0.20% expense ratio, compared with 0.25% for IBIT.

OEF has the higher dividend yield at 0.83%, compared with 0.00% for IBIT.

OEF is categorized as Large Cap Blend Equities, while IBIT is Cryptocurrency. OEF tracks S&P 100 Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.20% for OEF and 0.25% for IBIT.

OEF currently has the higher Sharpe Ratio (2.33 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

Find the right allocation for OEF and IBIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer