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RSBA vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSBA vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked Bonds & Merger Arbitrage ETF (RSBA) 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, RSBA achieves a 0.31% return, which is significantly higher than IBIT's -28.88% return.


RSBA

1D
0.24%
1M
1.06%
YTD
0.31%
6M
0.42%
1Y
3.97%
3Y*
5Y*
10Y*

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)

RSBA vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
RSBA
Return Stacked Bonds & Merger Arbitrage ETF
0.31%7.73%-0.11%
IBIT
iShares Bitcoin Trust ETF
-28.88%-6.41%-12.65%

Correlation

The correlation between RSBA and IBIT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2024

0.06

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Return for Risk

RSBA vs. IBIT — Risk / Return Rank

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

RSBA
RSBA Risk / Return Rank: 2727
Overall Rank
RSBA Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RSBA Sortino Ratio Rank: 2525
Sortino Ratio Rank
RSBA Omega Ratio Rank: 2323
Omega Ratio Rank
RSBA Calmar Ratio Rank: 3131
Calmar Ratio Rank
RSBA Martin Ratio Rank: 2929
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.

RSBA vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Merger Arbitrage ETF (RSBA) 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.


RSBAIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.79

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.15

0.86

+0.29

Calmar ratioReturn relative to maximum drawdown

1.45

-0.77

+2.22

Martin ratioReturn relative to average drawdown

3.84

-1.30

+5.14

RSBA vs. IBIT - Sharpe Ratio Comparison

The current RSBA Sharpe Ratio is 0.88, which is higher than the IBIT Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of RSBA 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

RSBA vs. IBIT - Drawdown Comparison

The maximum RSBA drawdown since its inception was -2.83%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for RSBA and IBIT.


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Drawdown Indicators


RSBAIBITDifference

Max Drawdown

Largest peak-to-trough decline

-2.83%

-52.11%

+49.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-52.11%

+49.37%

Current Drawdown

Current decline from peak

-1.02%

-50.47%

+49.45%

Average Drawdown

Average peak-to-trough decline

-0.83%

-16.85%

+16.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

30.58%

-29.54%

Volatility

RSBA vs. IBIT - Volatility Comparison

The current volatility for Return Stacked Bonds & Merger Arbitrage ETF (RSBA) is 1.31%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.18%. This indicates that RSBA 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


RSBAIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

13.18%

-11.87%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

34.64%

-31.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

44.31%

-39.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.08%

50.22%

-45.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

50.22%

-45.14%

RSBA vs. IBIT - Expense Ratio Comparison

RSBA has a 0.96% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

RSBA vs. IBIT - Dividend Comparison

RSBA's dividend yield for the trailing twelve months is around 3.36%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%
RSBA
Return Stacked Bonds & Merger Arbitrage ETF
3.36%3.37%0.01%

Frequently Asked Questions


RSBA and IBIT have a correlation of 0.15, 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 RSBA (1.31%). In terms of maximum drawdown, RSBA dropped -2.83% vs IBIT's -52.11%.

On 1-year performance, RSBA leads with 3.97% vs -39.82% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, RSBA has been the lower-risk option at 1.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RSBA has performed better with a 3.97% 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 0.96% for RSBA.

RSBA has the higher dividend yield at 3.36%, compared with 0.00% for IBIT.

RSBA is categorized as Leveraged Bonds, while IBIT is Cryptocurrency. They also come from different issuers: Return Stacked and iShares. Their fees differ too: 0.96% for RSBA and 0.25% for IBIT.

RSBA currently has the higher Sharpe Ratio (0.88 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 RSBA and IBIT

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