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VTIP vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTIP vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) 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, VTIP achieves a 1.85% return, which is significantly higher than IBIT's -27.41% return.


VTIP

1D
-0.04%
1M
-0.12%
YTD
1.85%
6M
1.95%
1Y
4.51%
3Y*
5.25%
5Y*
3.37%
10Y*
3.09%

IBIT

1D
-0.03%
1M
-21.94%
YTD
-27.41%
6M
-29.61%
1Y
-39.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTIP vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.85%6.07%4.92%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between VTIP and IBIT is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

-0.00

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Return for Risk

VTIP vs. IBIT — Risk / Return Rank

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

VTIP
VTIP Risk / Return Rank: 9595
Overall Rank
VTIP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9595
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9595
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9595
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
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.

VTIP vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) 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.


VTIPIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.99

Sortino ratioReturn per unit of downside risk

+6.54

Omega ratioGain probability vs. loss probability

1.65

0.85

+0.80

Calmar ratioReturn relative to maximum drawdown

6.57

-0.78

+7.35

Martin ratioReturn relative to average drawdown

25.36

-1.37

+26.74

VTIP vs. IBIT - Sharpe Ratio Comparison

The current VTIP Sharpe Ratio is 3.07, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of VTIP 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

VTIP vs. IBIT - Drawdown Comparison

The maximum VTIP drawdown since its inception was -6.27%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for VTIP and IBIT.


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Drawdown Indicators


VTIPIBITDifference

Max Drawdown

Largest peak-to-trough decline

-6.27%

-52.11%

+45.84%

Max Drawdown (1Y)

Largest decline over 1 year

-0.70%

-52.11%

+51.41%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-6.27%

Current Drawdown

Current decline from peak

-0.22%

-49.45%

+49.23%

Average Drawdown

Average peak-to-trough decline

-1.04%

-16.53%

+15.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

29.64%

-29.46%

Volatility

VTIP vs. IBIT - Volatility Comparison

The current volatility for Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) is 0.40%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that VTIP 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


VTIPIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

12.07%

-11.67%

Volatility (6M)

Calculated over the trailing 6-month period

1.04%

34.45%

-33.41%

Volatility (1Y)

Calculated over the trailing 1-year period

1.50%

44.10%

-42.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.77%

50.26%

-47.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.74%

50.26%

-47.52%

VTIP vs. IBIT - Expense Ratio Comparison

VTIP has a 0.03% 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

VTIP vs. IBIT - Dividend Comparison

VTIP's dividend yield for the trailing twelve months is around 3.59%, while IBIT has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.59%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Frequently Asked Questions


VTIP and IBIT have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (12.07%) compared to VTIP (0.40%). In terms of maximum drawdown, VTIP dropped -6.27% vs IBIT's -52.11%.

On 1-year performance, VTIP leads with 4.51% vs -39.67% for IBIT. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VTIP has performed better with a 4.51% return vs -39.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.25% for IBIT.

VTIP has the higher dividend yield at 3.59%, compared with 0.00% for IBIT.

VTIP is categorized as Inflation-Protected Bonds, while IBIT is Cryptocurrency. VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VTIP and 0.25% for IBIT.

VTIP currently has the higher Sharpe Ratio (3.07 vs -0.92), 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 VTIP and IBIT

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