USRT vs. BTC-USD
USRT (iShares Core U.S. REIT ETF) is REIT fund tracking the FTSE NAREIT Equity REITs Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, USRT returned 6.67%/yr vs 57.32%/yr for BTC-USD. At a 0.08 correlation, their price movements are largely independent.
Performance
USRT vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, USRT achieves a 17.79% return, which is significantly higher than BTC-USD's -27.32% return. Over the past 10 years, USRT has underperformed BTC-USD with an annualized return of 6.67%, while BTC-USD has yielded a comparatively higher 57.32% annualized return.
USRT
- 1D
- 0.94%
- 1M
- 3.13%
- YTD
- 17.79%
- 6M
- 17.95%
- 1Y
- 19.33%
- 3Y*
- 12.69%
- 5Y*
- 5.06%
- 10Y*
- 6.67%
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
USRT vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USRT iShares Core U.S. REIT ETF | 17.79% | 2.44% | 8.58% | 13.64% | -24.43% | 43.26% | -8.06% | 25.98% | -4.67% | 5.27% |
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between USRT and BTC-USD is 0.14, 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 (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.08 |
The correlation between USRT and BTC-USD shifts across timeframes, from 0.08 (all time) to 0.19 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
USRT vs. BTC-USD — Risk / Return Rank
USRT
BTC-USD
USRT vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) and Bitcoin (BTC-USD). 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.
| USRT | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.36 | ||
| Sortino ratioReturn per unit of downside risk | +3.30 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.87 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | -0.78 | +3.19 |
| Martin ratioReturn relative to average drawdown | 7.79 | -1.36 | +9.15 |
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Drawdowns
USRT vs. BTC-USD - Drawdown Comparison
The maximum USRT drawdown since its inception was -69.92%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for USRT and BTC-USD.
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Drawdown Indicators
| USRT | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.92% | -85.30% | +15.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.04% | -51.21% | +43.17% |
Max Drawdown (3Y)Largest decline over 3 years | -18.70% | -51.21% | +32.51% |
Max Drawdown (5Y)Largest decline over 5 years | -31.03% | -76.67% | +45.64% |
Max Drawdown (10Y)Largest decline over 10 years | -44.38% | -83.80% | +39.42% |
Current DrawdownCurrent decline from peak | 0.00% | -49.01% | +49.01% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -42.35% | +29.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 35.02% | -32.53% |
Volatility
USRT vs. BTC-USD - Volatility Comparison
The current volatility for iShares Core U.S. REIT ETF (USRT) is 4.71%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that USRT experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USRT | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 12.11% | -7.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 34.59% | -24.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 35.62% | -22.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 44.71% | -25.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.30% | 56.62% | -35.32% |
Frequently Asked Questions
USRT and BTC-USD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.11%) compared to USRT (4.71%). In terms of maximum drawdown, USRT dropped -69.92% vs BTC-USD's -85.30%.
USRT currently has the higher Sharpe Ratio (1.43 vs -0.93), 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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