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XBCI vs. IBLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XBCI vs. IBLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Boosted Bitcoin High Income ETF (XBCI) and iShares Blockchain and Tech ETF (IBLC). The values are adjusted to include any dividend payments, if applicable.

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XBCI vs. IBLC - Yearly Performance Comparison


Returns By Period


XBCI

1D
2.50%
1M
5.12%
YTD
6M
1Y
3Y*
5Y*
10Y*

IBLC

1D
6.56%
1M
-5.99%
YTD
-10.68%
6M
-29.99%
1Y
57.18%
3Y*
34.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XBCI vs. IBLC - Expense Ratio Comparison

XBCI has a 0.98% expense ratio, which is higher than IBLC's 0.47% expense ratio.


Return for Risk

XBCI vs. IBLC — Risk / Return Rank

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

XBCI

IBLC
IBLC Risk / Return Rank: 5151
Overall Rank
IBLC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IBLC Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBLC Omega Ratio Rank: 5252
Omega Ratio Rank
IBLC Calmar Ratio Rank: 4949
Calmar Ratio Rank
IBLC Martin Ratio Rank: 3131
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.

XBCI vs. IBLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Boosted Bitcoin High Income ETF (XBCI) and iShares Blockchain and Tech ETF (IBLC). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XBCI vs. IBLC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XBCIIBLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

0.23

-0.89

Correlation

The correlation between XBCI and IBLC is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XBCI vs. IBLC - Dividend Comparison

XBCI's dividend yield for the trailing twelve months is around 7.29%, more than IBLC's 7.06% yield.


TTM2025202420232022
XBCI
NEOS Boosted Bitcoin High Income ETF
7.29%0.00%0.00%0.00%0.00%
IBLC
iShares Blockchain and Tech ETF
7.06%6.31%1.60%1.79%0.84%

Drawdowns

XBCI vs. IBLC - Drawdown Comparison

The maximum XBCI drawdown since its inception was -19.49%, smaller than the maximum IBLC drawdown of -62.54%. Use the drawdown chart below to compare losses from any high point for XBCI and IBLC.


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Drawdown Indicators


XBCIIBLCDifference

Max Drawdown

Largest peak-to-trough decline

-19.49%

-62.54%

+43.05%

Max Drawdown (1Y)

Largest decline over 1 year

-44.94%

Current Drawdown

Current decline from peak

-12.38%

-41.28%

+28.90%

Average Drawdown

Average peak-to-trough decline

-11.11%

-26.00%

+14.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.15%

Volatility

XBCI vs. IBLC - Volatility Comparison


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Volatility by Period


XBCIIBLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.51%

Volatility (6M)

Calculated over the trailing 6-month period

44.23%

Volatility (1Y)

Calculated over the trailing 1-year period

87.41%

58.34%

+29.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.41%

65.16%

+22.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.41%

65.16%

+22.25%