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VYMI vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VYMI vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International High Dividend Yield ETF (VYMI) 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, VYMI achieves a 11.38% return, which is significantly higher than IBIT's -28.88% return.


VYMI

1D
-1.23%
1M
-0.28%
YTD
11.38%
6M
11.17%
1Y
30.40%
3Y*
21.85%
5Y*
12.40%
10Y*
11.21%

IBIT

1D
-3.26%
1M
-17.81%
YTD
-28.88%
6M
-28.88%
1Y
-39.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYMI vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
VYMI
Vanguard International High Dividend Yield ETF
11.38%38.05%8.03%
IBIT
iShares Bitcoin Trust ETF
-28.88%-6.41%89.87%

Correlation

The correlation between VYMI and IBIT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.29

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Return for Risk

VYMI vs. IBIT — Risk / Return Rank

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

VYMI
VYMI Risk / Return Rank: 7070
Overall Rank
VYMI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 7373
Sortino Ratio Rank
VYMI Omega Ratio Rank: 7474
Omega Ratio Rank
VYMI Calmar Ratio Rank: 6363
Calmar Ratio Rank
VYMI Martin Ratio Rank: 6767
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.

VYMI vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International High Dividend Yield ETF (VYMI) 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.


VYMIIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.20

Sortino ratioReturn per unit of downside risk

+4.39

Omega ratioGain probability vs. loss probability

1.42

0.86

+0.56

Calmar ratioReturn relative to maximum drawdown

3.01

-0.77

+3.78

Martin ratioReturn relative to average drawdown

11.81

-1.30

+13.11

VYMI vs. IBIT - Sharpe Ratio Comparison

The current VYMI Sharpe Ratio is 2.30, which is higher than the IBIT Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of VYMI 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

VYMI vs. IBIT - Drawdown Comparison

The maximum VYMI drawdown since its inception was -40.00%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for VYMI and IBIT.


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Drawdown Indicators


VYMIIBITDifference

Max Drawdown

Largest peak-to-trough decline

-40.00%

-52.11%

+12.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-52.11%

+41.97%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.00%

Current Drawdown

Current decline from peak

-1.97%

-50.47%

+48.50%

Average Drawdown

Average peak-to-trough decline

-6.28%

-16.85%

+10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

30.58%

-28.00%

Volatility

VYMI vs. IBIT - Volatility Comparison

The current volatility for Vanguard International High Dividend Yield ETF (VYMI) is 4.14%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.18%. This indicates that VYMI 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


VYMIIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

13.18%

-9.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.20%

34.64%

-23.44%

Volatility (1Y)

Calculated over the trailing 1-year period

13.27%

44.31%

-31.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

50.22%

-35.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

50.22%

-33.61%

VYMI vs. IBIT - Expense Ratio Comparison

VYMI has a 0.07% 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

VYMI vs. IBIT - Dividend Comparison

VYMI's dividend yield for the trailing twelve months is around 3.67%, 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%
VYMI
Vanguard International High Dividend Yield ETF
3.67%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Frequently Asked Questions


VYMI and IBIT have a correlation of 0.34, 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 VYMI (4.14%). In terms of maximum drawdown, VYMI dropped -40.00% vs IBIT's -52.11%.

On 1-year performance, VYMI leads with 30.40% vs -39.82% for IBIT. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 4.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VYMI has performed better with a 30.40% return vs -39.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.25% for IBIT.

VYMI has the higher dividend yield at 3.67%, compared with 0.00% for IBIT.

VYMI is categorized as Dividend, while IBIT is Cryptocurrency. VYMI tracks FTSE All-World ex US 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: 0.07% for VYMI and 0.25% for IBIT.

VYMI currently has the higher Sharpe Ratio (2.30 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.

Portfolio Optimizer

Find the right allocation for VYMI and IBIT

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