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SCHG vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHG vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Growth ETF (SCHG) 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, SCHG achieves a 2.92% return, which is significantly higher than IBIT's -29.22% return.


SCHG

1D
-0.80%
1M
-1.73%
YTD
2.92%
6M
2.08%
1Y
19.69%
3Y*
23.70%
5Y*
14.48%
10Y*
18.43%

IBIT

1D
-2.09%
1M
-22.68%
YTD
-29.22%
6M
-33.51%
1Y
-43.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHG vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
SCHG
Schwab U.S. Large-Cap Growth ETF
2.92%17.50%34.21%
IBIT
iShares Bitcoin Trust ETF
-29.22%-6.41%89.87%

Correlation

The correlation between SCHG 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

0.40

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Return for Risk

SCHG vs. IBIT — Risk / Return Rank

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

SCHG
SCHG Risk / Return Rank: 3434
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3737
Sortino Ratio Rank
SCHG Omega Ratio Rank: 3838
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2727
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3131
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: 11
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.

SCHG vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) 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.


SCHGIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.24

Sortino ratioReturn per unit of downside risk

+3.17

Omega ratioGain probability vs. loss probability

1.22

0.84

+0.38

Calmar ratioReturn relative to maximum drawdown

1.21

-0.83

+2.03

Martin ratioReturn relative to average drawdown

4.01

-1.48

+5.49

SCHG vs. IBIT - Sharpe Ratio Comparison

The current SCHG Sharpe Ratio is 1.25, which is higher than the IBIT Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of SCHG 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


SCHGIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

-0.98

+2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.20

+0.63

Drawdowns

SCHG vs. IBIT - Drawdown Comparison

The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for SCHG and IBIT.


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Drawdown Indicators


SCHGIBITDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

-52.11%

+17.52%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

-52.11%

+35.70%

Max Drawdown (3Y)

Largest decline over 3 years

-23.39%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-5.01%

-50.71%

+45.70%

Average Drawdown

Average peak-to-trough decline

-5.20%

-16.37%

+11.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

29.14%

-24.22%

Volatility

SCHG vs. IBIT - Volatility Comparison

The current volatility for Schwab U.S. Large-Cap Growth ETF (SCHG) is 4.53%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.82%. This indicates that SCHG 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


SCHGIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

11.82%

-7.29%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

34.49%

-22.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

44.23%

-28.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

50.35%

-28.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.57%

50.35%

-28.78%

SCHG vs. IBIT - Expense Ratio Comparison

SCHG has a 0.04% expense ratio, which is lower than IBIT's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SCHG vs. IBIT - Dividend Comparison

SCHG's dividend yield for the trailing twelve months is around 0.38%, 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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.38%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Frequently Asked Questions


SCHG 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 (11.82%) compared to SCHG (4.53%). In terms of maximum drawdown, SCHG dropped -34.59% vs IBIT's -52.11%.

On 1-year performance, SCHG leads with 19.69% vs -43.11% for IBIT. On fees, SCHG is cheaper at 0.04% per year. On volatility, SCHG has been the lower-risk option at 4.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SCHG has performed better with a 19.69% return vs -43.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHG is cheaper with a 0.04% expense ratio, compared with 0.25% for IBIT.

SCHG has the higher dividend yield at 0.38%, compared with 0.00% for IBIT.

SCHG is categorized as Large Cap Growth Equities, while IBIT is Cryptocurrency. SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.04% for SCHG and 0.25% for IBIT.

SCHG currently has the higher Sharpe Ratio (1.25 vs -0.98), 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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