VYM vs. IBIT
VYM (Vanguard High Dividend Yield ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - VYM is a Dividend fund tracking the FTSE High Dividend Yield Index, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, VYM returned 24.08% vs -39.82% for IBIT. At a 0.32 correlation, their price movements are largely independent. VYM charges 0.04%/yr vs 0.25%/yr for IBIT.
Performance
VYM vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, VYM achieves a 11.51% return, which is significantly higher than IBIT's -28.88% return.
VYM
- 1D
- -0.16%
- 1M
- 0.26%
- YTD
- 11.51%
- 6M
- 10.83%
- 1Y
- 24.08%
- 3Y*
- 18.41%
- 5Y*
- 11.88%
- 10Y*
- 11.98%
IBIT
- 1D
- -3.26%
- 1M
- -17.81%
- YTD
- -28.88%
- 6M
- -28.88%
- 1Y
- -39.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VYM vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 11.51% | 15.42% | 17.43% |
IBIT iShares Bitcoin Trust ETF | -28.88% | -6.41% | 89.87% |
Correlation
The correlation between VYM and IBIT is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.32 |
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Return for Risk
VYM vs. IBIT — Risk / Return Rank
VYM
IBIT
VYM vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) 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.
| VYM | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.23 | ||
| Sortino ratioReturn per unit of downside risk | +4.59 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.86 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 3.61 | -0.77 | +4.38 |
| Martin ratioReturn relative to average drawdown | 13.43 | -1.30 | +14.73 |
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Drawdowns
VYM vs. IBIT - Drawdown Comparison
The maximum VYM drawdown since its inception was -56.98%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for VYM and IBIT.
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Drawdown Indicators
| VYM | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.98% | -52.11% | -4.87% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -52.11% | +45.42% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -50.47% | +49.19% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -16.85% | +9.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 30.58% | -28.78% |
Volatility
VYM vs. IBIT - Volatility Comparison
The current volatility for Vanguard High Dividend Yield ETF (VYM) is 3.02%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.18%. This indicates that VYM 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
| VYM | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 13.18% | -10.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 34.64% | -27.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.39% | 44.31% | -33.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 50.22% | -36.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 50.22% | -33.90% |
VYM vs. IBIT - Expense Ratio Comparison
VYM 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
VYM vs. IBIT - Dividend Comparison
VYM's dividend yield for the trailing twelve months is around 2.30%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYM Vanguard High Dividend Yield ETF | 2.30% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
VYM and IBIT have a correlation of 0.33, 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 VYM (3.02%). In terms of maximum drawdown, VYM dropped -56.98% vs IBIT's -52.11%.
On 1-year performance, VYM leads with 24.08% vs -39.82% for IBIT. On fees, VYM is cheaper at 0.04% per year. On volatility, VYM has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VYM has performed better with a 24.08% return vs -39.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYM is cheaper with a 0.04% expense ratio, compared with 0.25% for IBIT.
VYM has the higher dividend yield at 2.30%, compared with 0.00% for IBIT.
VYM is categorized as Dividend, while IBIT is Cryptocurrency. VYM tracks FTSE High Dividend Yield 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: 0.04% for VYM and 0.25% for IBIT.
VYM currently has the higher Sharpe Ratio (2.33 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.
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