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PICK vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PICK vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Metals & Mining Producers ETF (PICK) 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, PICK achieves a 17.36% return, which is significantly higher than IBIT's -28.88% return.


PICK

1D
-4.38%
1M
-5.22%
YTD
17.36%
6M
17.02%
1Y
69.31%
3Y*
18.27%
5Y*
10.54%
10Y*
16.67%

IBIT

1D
-3.26%
1M
-17.81%
YTD
-28.88%
6M
-28.88%
1Y
-39.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PICK vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
PICK
iShares MSCI Global Metals & Mining Producers ETF
17.36%51.89%-12.06%
IBIT
iShares Bitcoin Trust ETF
-28.88%-6.41%89.87%

Correlation

The correlation between PICK and IBIT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.32

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Return for Risk

PICK vs. IBIT — Risk / Return Rank

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

PICK
PICK Risk / Return Rank: 7171
Overall Rank
PICK Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PICK Sortino Ratio Rank: 6363
Sortino Ratio Rank
PICK Omega Ratio Rank: 6969
Omega Ratio Rank
PICK Calmar Ratio Rank: 7373
Calmar Ratio Rank
PICK Martin Ratio Rank: 7474
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.

PICK vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Metals & Mining Producers ETF (PICK) 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.


PICKIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.21

Sortino ratioReturn per unit of downside risk

+4.05

Omega ratioGain probability vs. loss probability

1.39

0.86

+0.53

Calmar ratioReturn relative to maximum drawdown

3.56

-0.77

+4.33

Martin ratioReturn relative to average drawdown

13.38

-1.30

+14.68

PICK vs. IBIT - Sharpe Ratio Comparison

The current PICK Sharpe Ratio is 2.31, which is higher than the IBIT Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of PICK 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

PICK vs. IBIT - Drawdown Comparison

The maximum PICK drawdown since its inception was -68.87%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for PICK and IBIT.


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Drawdown Indicators


PICKIBITDifference

Max Drawdown

Largest peak-to-trough decline

-68.87%

-52.11%

-16.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.54%

-52.11%

+32.57%

Max Drawdown (3Y)

Largest decline over 3 years

-32.52%

Max Drawdown (5Y)

Largest decline over 5 years

-36.37%

Max Drawdown (10Y)

Largest decline over 10 years

-52.72%

Current Drawdown

Current decline from peak

-12.59%

-50.47%

+37.88%

Average Drawdown

Average peak-to-trough decline

-24.06%

-16.85%

-7.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

30.58%

-25.38%

Volatility

PICK vs. IBIT - Volatility Comparison

iShares MSCI Global Metals & Mining Producers ETF (PICK) and iShares Bitcoin Trust ETF (IBIT) have volatilities of 13.12% and 13.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PICKIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.12%

13.18%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

26.56%

34.64%

-8.08%

Volatility (1Y)

Calculated over the trailing 1-year period

30.14%

44.31%

-14.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.14%

50.22%

-22.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.34%

50.22%

-21.88%

PICK vs. IBIT - Expense Ratio Comparison

PICK has a 0.39% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

PICK vs. IBIT - Dividend Comparison

PICK's dividend yield for the trailing twelve months is around 2.21%, 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%
PICK
iShares MSCI Global Metals & Mining Producers ETF
2.21%2.88%3.26%4.19%6.93%5.89%2.27%5.51%4.77%2.41%1.15%15.77%

Frequently Asked Questions


PICK and IBIT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (13.18%) compared to PICK (13.12%). In terms of maximum drawdown, PICK dropped -68.87% vs IBIT's -52.11%.

On 1-year performance, PICK leads with 69.31% vs -39.82% for IBIT. On fees, IBIT is cheaper at 0.25% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PICK has performed better with a 69.31% return vs -39.82%. 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 0.39% for PICK.

PICK has the higher dividend yield at 2.21%, compared with 0.00% for IBIT.

PICK is categorized as Metals, while IBIT is Cryptocurrency. PICK tracks MSCI ACWI Select Metals & Mining Producers ex Gold and Silver Investable Market Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.39% for PICK and 0.25% for IBIT.

PICK currently has the higher Sharpe Ratio (2.31 vs -0.90), 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 PICK and IBIT

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