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WTIP vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTIP vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Inflation Plus Fund (WTIP) 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, WTIP achieves a 4.15% return, which is significantly higher than IBIT's -31.78% return.


WTIP

1D
-2.14%
1M
-10.71%
YTD
4.15%
6M
3.35%
1Y
18.95%
3Y*
5Y*
10Y*

IBIT

1D
-4.08%
1M
-21.16%
YTD
-31.78%
6M
-31.52%
1Y
-43.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTIP vs. IBIT - Yearly Performance Comparison


2026 (YTD)2025
WTIP
WisdomTree Inflation Plus Fund
4.15%13.49%
IBIT
iShares Bitcoin Trust ETF
-31.78%-16.55%

Correlation

The correlation between WTIP and IBIT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2025

0.18

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Return for Risk

WTIP vs. IBIT — Risk / Return Rank

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

WTIP
WTIP Risk / Return Rank: 3333
Overall Rank
WTIP Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
WTIP Sortino Ratio Rank: 3030
Sortino Ratio Rank
WTIP Omega Ratio Rank: 3838
Omega Ratio Rank
WTIP Calmar Ratio Rank: 2626
Calmar Ratio Rank
WTIP Martin Ratio Rank: 3838
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 11
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: 11
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.

WTIP vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inflation Plus Fund (WTIP) 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.


WTIPIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.09

Sortino ratioReturn per unit of downside risk

+2.92

Omega ratioGain probability vs. loss probability

1.23

0.84

+0.39

Calmar ratioReturn relative to maximum drawdown

1.15

-0.83

+1.99

Martin ratioReturn relative to average drawdown

5.29

-1.42

+6.71

WTIP vs. IBIT - Sharpe Ratio Comparison

The current WTIP Sharpe Ratio is 1.10, which is higher than the IBIT Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of WTIP 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

WTIP vs. IBIT - Drawdown Comparison

The maximum WTIP drawdown since its inception was -16.52%, smaller than the maximum IBIT drawdown of -52.49%. Use the drawdown chart below to compare losses from any high point for WTIP and IBIT.


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Drawdown Indicators


WTIPIBITDifference

Max Drawdown

Largest peak-to-trough decline

-16.52%

-52.49%

+35.97%

Max Drawdown (1Y)

Largest decline over 1 year

-16.52%

-52.49%

+35.97%

Current Drawdown

Current decline from peak

-16.52%

-52.49%

+35.97%

Average Drawdown

Average peak-to-trough decline

-1.98%

-16.91%

+14.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

30.76%

-27.17%

Volatility

WTIP vs. IBIT - Volatility Comparison

The current volatility for WisdomTree Inflation Plus Fund (WTIP) is 10.20%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.48%. This indicates that WTIP 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


WTIPIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

13.48%

-3.28%

Volatility (6M)

Calculated over the trailing 6-month period

16.06%

34.60%

-18.54%

Volatility (1Y)

Calculated over the trailing 1-year period

17.26%

44.48%

-27.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

50.25%

-33.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.18%

50.25%

-33.07%

WTIP vs. IBIT - Expense Ratio Comparison

WTIP has a 0.65% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

WTIP vs. IBIT - Dividend Comparison

WTIP's dividend yield for the trailing twelve months is around 3.08%, while IBIT has not paid dividends to shareholders.


PositionTTM2025
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%
WTIP
WisdomTree Inflation Plus Fund
3.08%1.59%

Frequently Asked Questions


WTIP and IBIT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (13.48%) compared to WTIP (10.20%). In terms of maximum drawdown, WTIP dropped -16.52% vs IBIT's -52.49%.

On 1-year performance, WTIP leads with 18.95% vs -43.61% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, WTIP has been the lower-risk option at 10.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WTIP has performed better with a 18.95% return vs -43.61%. 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 0.65% for WTIP.

WTIP has the higher dividend yield at 3.08%, compared with 0.00% for IBIT.

WTIP is categorized as Long-Short, while IBIT is Cryptocurrency. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.65% for WTIP and 0.25% for IBIT.

WTIP currently has the higher Sharpe Ratio (1.10 vs -0.98), 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 WTIP and IBIT

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