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QPX vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QPX vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Q Dynamic Growth ETF (QPX) 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, QPX achieves a 9.47% return, which is significantly higher than IBIT's -27.03% return.


QPX

1D
0.23%
1M
1.31%
6M
6.47%
YTD
9.47%
1Y
24.72%
3Y*
19.71%
5Y*
11.26%
10Y*

IBIT

1D
1.17%
1M
0.53%
6M
-29.18%
YTD
-27.03%
1Y
-46.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QPX vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
QPX
AdvisorShares Q Dynamic Growth ETF
9.47%24.12%17.96%
IBIT
iShares Bitcoin Trust ETF
-27.03%-6.41%89.87%

Correlation

The correlation between QPX and IBIT is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.42

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Return for Risk

QPX vs. IBIT — Risk / Return Rank

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

QPX
QPX Risk / Return Rank: 5757
Overall Rank
QPX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QPX Sortino Ratio Rank: 5757
Sortino Ratio Rank
QPX Omega Ratio Rank: 5757
Omega Ratio Rank
QPX Calmar Ratio Rank: 5353
Calmar Ratio Rank
QPX Martin Ratio Rank: 5757
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 11
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.

QPX vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Q Dynamic Growth ETF (QPX) 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.


QPXIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.60

Sortino ratioReturn per unit of downside risk

+3.64

Omega ratioGain probability vs. loss probability

1.28

0.84

+0.44

Calmar ratioReturn relative to maximum drawdown

2.13

-0.82

+2.95

Martin ratioReturn relative to average drawdown

8.02

-1.35

+9.37

QPX vs. IBIT - Sharpe Ratio Comparison

The current QPX Sharpe Ratio is 1.61, which is higher than the IBIT Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of QPX 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

QPX vs. IBIT - Drawdown Comparison

The maximum QPX drawdown since its inception was -34.74%, smaller than the maximum IBIT drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for QPX and IBIT.


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Drawdown Indicators


QPXIBITDifference

Max Drawdown

Largest peak-to-trough decline

-34.74%

-53.30%

+18.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-53.30%

+41.74%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

Current Drawdown

Current decline from peak

-1.92%

-49.18%

+47.26%

Average Drawdown

Average peak-to-trough decline

-7.98%

-17.51%

+9.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

32.56%

-29.50%

Volatility

QPX vs. IBIT - Volatility Comparison

The current volatility for AdvisorShares Q Dynamic Growth ETF (QPX) is 6.06%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.12%. This indicates that QPX 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


QPXIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

11.12%

-5.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

34.70%

-22.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

44.47%

-29.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.11%

49.98%

-29.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.02%

49.98%

-29.96%

QPX vs. IBIT - Expense Ratio Comparison

QPX has a 1.46% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

QPX vs. IBIT - Dividend Comparison

Neither QPX nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QPX and IBIT have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (11.12%) compared to QPX (6.06%). In terms of maximum drawdown, QPX dropped -34.74% vs IBIT's -53.30%.

On 1-year performance, QPX leads with 24.72% vs -46.09% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, QPX has been the lower-risk option at 6.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QPX has performed better with a 24.72% return vs -46.09%. 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 1.46% for QPX.

QPX and IBIT have nearly identical dividend yields, around 0.00%.

QPX is categorized as Large Cap Growth Equities, while IBIT is Cryptocurrency. They also come from different issuers: AdvisorShares and iShares. Their fees differ too: 1.46% for QPX and 0.25% for IBIT.

QPX currently has the higher Sharpe Ratio (1.61 vs -0.99), 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 QPX and IBIT

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