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PPA vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPA vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Aerospace & Defense ETF (PPA) 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, PPA achieves a 8.41% return, which is significantly higher than IBIT's -27.71% return.


PPA

1D
-0.43%
1M
1.28%
YTD
8.41%
6M
11.71%
1Y
25.14%
3Y*
28.15%
5Y*
17.94%
10Y*
17.28%

IBIT

1D
5.13%
1M
-21.03%
YTD
-27.71%
6M
-30.34%
1Y
-39.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPA vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
PPA
Invesco Aerospace & Defense ETF
8.41%37.15%27.67%
IBIT
iShares Bitcoin Trust ETF
-27.71%-6.41%89.87%

Correlation

The correlation between PPA and IBIT is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.33

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Return for Risk

PPA vs. IBIT — Risk / Return Rank

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

PPA
PPA Risk / Return Rank: 4040
Overall Rank
PPA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PPA Sortino Ratio Rank: 4242
Sortino Ratio Rank
PPA Omega Ratio Rank: 3838
Omega Ratio Rank
PPA Calmar Ratio Rank: 4141
Calmar Ratio Rank
PPA Martin Ratio Rank: 3737
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
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.

PPA vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Aerospace & Defense ETF (PPA) 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.


PPAIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.21

Sortino ratioReturn per unit of downside risk

+3.18

Omega ratioGain probability vs. loss probability

1.23

0.86

+0.37

Calmar ratioReturn relative to maximum drawdown

1.84

-0.76

+2.60

Martin ratioReturn relative to average drawdown

5.29

-1.36

+6.66

PPA vs. IBIT - Sharpe Ratio Comparison

The current PPA Sharpe Ratio is 1.32, which is higher than the IBIT Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of PPA 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


PPAIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

-0.90

+2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.26

+0.39

Drawdowns

PPA vs. IBIT - Drawdown Comparison

The maximum PPA drawdown since its inception was -57.37%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for PPA and IBIT.


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Drawdown Indicators


PPAIBITDifference

Max Drawdown

Largest peak-to-trough decline

-57.37%

-52.11%

-5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

-52.11%

+38.40%

Max Drawdown (3Y)

Largest decline over 3 years

-15.24%

Max Drawdown (5Y)

Largest decline over 5 years

-18.37%

Max Drawdown (10Y)

Largest decline over 10 years

-43.92%

Current Drawdown

Current decline from peak

-8.50%

-49.66%

+41.16%

Average Drawdown

Average peak-to-trough decline

-9.18%

-16.19%

+7.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

28.97%

-24.21%

Volatility

PPA vs. IBIT - Volatility Comparison

The current volatility for Invesco Aerospace & Defense ETF (PPA) is 6.71%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.85%. This indicates that PPA 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


PPAIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

11.85%

-5.14%

Volatility (6M)

Calculated over the trailing 6-month period

16.11%

34.60%

-18.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.23%

44.28%

-25.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

50.32%

-31.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.66%

50.32%

-29.66%

PPA vs. IBIT - Expense Ratio Comparison

PPA has a 0.58% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

PPA vs. IBIT - Dividend Comparison

PPA's dividend yield for the trailing twelve months is around 0.39%, 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%
PPA
Invesco Aerospace & Defense ETF
0.39%0.42%0.61%0.67%0.83%0.59%0.88%0.95%0.90%0.67%1.70%1.41%

Frequently Asked Questions


PPA and IBIT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (11.85%) compared to PPA (6.71%). In terms of maximum drawdown, PPA dropped -57.37% vs IBIT's -52.11%.

On 1-year performance, PPA leads with 25.14% vs -39.44% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, PPA has been the lower-risk option at 6.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PPA has performed better with a 25.14% return vs -39.44%. 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 0.58% for PPA.

PPA has the higher dividend yield at 0.39%, compared with 0.00% for IBIT.

PPA is categorized as Aerospace & Defense, while IBIT is Cryptocurrency. PPA tracks SPADE Defense Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.58% for PPA and 0.25% for IBIT.

PPA currently has the higher Sharpe Ratio (1.32 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

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