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TEK vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TEK vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Technology Opportunities Active ETF (TEK) 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, TEK achieves a 39.87% return, which is significantly higher than IBIT's -27.45% return.


TEK

1D
-1.99%
1M
13.74%
YTD
39.87%
6M
37.87%
1Y
61.28%
3Y*
5Y*
10Y*

IBIT

1D
-2.65%
1M
-22.17%
YTD
-27.45%
6M
-31.40%
1Y
-39.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEK vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
TEK
iShares Technology Opportunities Active ETF
39.87%18.63%2.35%
IBIT
iShares Bitcoin Trust ETF
-27.45%-6.41%38.12%

Correlation

The correlation between TEK and IBIT is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2024

0.47

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Return for Risk

TEK vs. IBIT — Risk / Return Rank

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

TEK
TEK Risk / Return Rank: 6666
Overall Rank
TEK Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TEK Sortino Ratio Rank: 6868
Sortino Ratio Rank
TEK Omega Ratio Rank: 6767
Omega Ratio Rank
TEK Calmar Ratio Rank: 6666
Calmar Ratio Rank
TEK Martin Ratio Rank: 5454
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.

TEK vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Technology Opportunities Active ETF (TEK) 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.


TEKIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.30

Sortino ratioReturn per unit of downside risk

+4.32

Omega ratioGain probability vs. loss probability

1.39

0.86

+0.54

Calmar ratioReturn relative to maximum drawdown

3.19

-0.80

+4.00

Martin ratioReturn relative to average drawdown

9.29

-1.39

+10.67

TEK vs. IBIT - Sharpe Ratio Comparison

The current TEK Sharpe Ratio is 2.40, which is higher than the IBIT Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of TEK 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


TEKIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

-0.91

+3.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.27

+1.07

Drawdowns

TEK vs. IBIT - Drawdown Comparison

The maximum TEK drawdown since its inception was -28.24%, smaller than the maximum IBIT drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for TEK and IBIT.


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Drawdown Indicators


TEKIBITDifference

Max Drawdown

Largest peak-to-trough decline

-28.24%

-49.47%

+21.23%

Max Drawdown (1Y)

Largest decline over 1 year

-19.29%

-49.47%

+30.18%

Current Drawdown

Current decline from peak

-2.64%

-49.47%

+46.83%

Average Drawdown

Average peak-to-trough decline

-5.88%

-16.07%

+10.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

28.61%

-21.99%

Volatility

TEK vs. IBIT - Volatility Comparison

iShares Technology Opportunities Active ETF (TEK) and iShares Bitcoin Trust ETF (IBIT) have volatilities of 9.38% and 9.14%, 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.


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Volatility by Period


TEKIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.38%

9.14%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

21.28%

33.89%

-12.61%

Volatility (1Y)

Calculated over the trailing 1-year period

25.71%

43.76%

-18.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.20%

50.18%

-20.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.20%

50.18%

-20.98%

TEK vs. IBIT - Expense Ratio Comparison

TEK has a 0.75% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

TEK vs. IBIT - Dividend Comparison

TEK's dividend yield for the trailing twelve months is around 1.16%, while IBIT has not paid dividends to shareholders.


Frequently Asked Questions


TEK and IBIT have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TEK has higher volatility (9.38%) compared to IBIT (9.14%). In terms of maximum drawdown, TEK dropped -28.24% vs IBIT's -49.47%.

On 1-year performance, TEK leads with 61.28% vs -39.60% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IBIT has been the lower-risk option at 9.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TEK has performed better with a 61.28% return vs -39.60%. 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 0.75% for TEK.

TEK has the higher dividend yield at 1.16%, compared with 0.00% for IBIT.

TEK is categorized as Technology Equities, while IBIT is Cryptocurrency. Their fees differ too: 0.75% for TEK and 0.25% for IBIT.

TEK currently has the higher Sharpe Ratio (2.40 vs -0.91), 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.

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