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QBTC.TO vs. IBIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QBTC.TO and IBIT is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

QBTC.TO vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Bitcoin Fund (QBTC.TO) and iShares Bitcoin Trust (IBIT). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
103.96%
107.25%
QBTC.TO
IBIT

Key characteristics

Sharpe Ratio

QBTC.TO:

1.36

IBIT:

1.19

Sortino Ratio

QBTC.TO:

2.04

IBIT:

1.85

Omega Ratio

QBTC.TO:

1.23

IBIT:

1.22

Calmar Ratio

QBTC.TO:

2.34

IBIT:

2.28

Martin Ratio

QBTC.TO:

5.63

IBIT:

5.01

Ulcer Index

QBTC.TO:

11.98%

IBIT:

12.84%

Daily Std Dev

QBTC.TO:

49.72%

IBIT:

53.99%

Max Drawdown

QBTC.TO:

-78.06%

IBIT:

-28.22%

Current Drawdown

QBTC.TO:

-11.51%

IBIT:

-9.12%

Returns By Period

In the year-to-date period, QBTC.TO achieves a 0.65% return, which is significantly lower than IBIT's 4.03% return.


QBTC.TO

YTD

0.65%

1M

12.88%

6M

40.67%

1Y

55.02%

5Y*

N/A

10Y*

N/A

IBIT

YTD

4.03%

1M

15.68%

6M

40.18%

1Y

55.90%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

QBTC.TO vs. IBIT — Risk-Adjusted Performance Rank

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

QBTC.TO
The Risk-Adjusted Performance Rank of QBTC.TO is 8787
Overall Rank
The Sharpe Ratio Rank of QBTC.TO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of QBTC.TO is 8686
Sortino Ratio Rank
The Omega Ratio Rank of QBTC.TO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of QBTC.TO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of QBTC.TO is 8888
Martin Ratio Rank

IBIT
The Risk-Adjusted Performance Rank of IBIT is 8585
Overall Rank
The Sharpe Ratio Rank of IBIT is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 7979
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 9494
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QBTC.TO vs. IBIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Bitcoin Fund (QBTC.TO) and iShares Bitcoin Trust (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.


The chart of Sharpe ratio for QBTC.TO, currently valued at 1.04, compared to the broader market-2.00-1.000.001.002.003.00
QBTC.TO: 1.04
IBIT: 1.05
The chart of Sortino ratio for QBTC.TO, currently valued at 1.71, compared to the broader market-6.00-4.00-2.000.002.004.00
QBTC.TO: 1.71
IBIT: 1.70
The chart of Omega ratio for QBTC.TO, currently valued at 1.20, compared to the broader market0.501.001.502.00
QBTC.TO: 1.20
IBIT: 1.20
The chart of Calmar ratio for QBTC.TO, currently valued at 1.82, compared to the broader market0.001.002.003.004.005.00
QBTC.TO: 1.82
IBIT: 1.98
The chart of Martin ratio for QBTC.TO, currently valued at 4.43, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
QBTC.TO: 4.43
IBIT: 4.33

The current QBTC.TO Sharpe Ratio is 1.36, which is comparable to the IBIT Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of QBTC.TO and IBIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27
1.04
1.05
QBTC.TO
IBIT

Dividends

QBTC.TO vs. IBIT - Dividend Comparison

Neither QBTC.TO nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QBTC.TO vs. IBIT - Drawdown Comparison

The maximum QBTC.TO drawdown since its inception was -78.06%, which is greater than IBIT's maximum drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for QBTC.TO and IBIT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.38%
-9.12%
QBTC.TO
IBIT

Volatility

QBTC.TO vs. IBIT - Volatility Comparison

The Bitcoin Fund (QBTC.TO) and iShares Bitcoin Trust (IBIT) have volatilities of 15.44% and 15.83%, 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.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%December2025FebruaryMarchAprilMay
15.44%
15.83%
QBTC.TO
IBIT