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XBCI vs. IBLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period


XBCI

1D
-3.22%
1M
3.82%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

IBLC

1D
-2.87%
1M
-4.33%
6M
0.61%
YTD
5.99%
1Y
17.60%
3Y*
26.70%
5Y*
10Y*
ALL TIME*
17.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$395.00K$481.87K$794.27K
$3.48M$3.42M$5.46M

XBCI vs. IBLC - Yearly Performance Comparison


Correlation

The correlation between XBCI and IBLC is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 3, 2026

0.68

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Return for Risk

XBCI vs. IBLC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XBCI

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


IBLC
IBLC Risk / Return Rank: 1616
Overall Rank
IBLC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IBLC Sortino Ratio Rank: 1919
Sortino Ratio Rank
IBLC Omega Ratio Rank: 1818
Omega Ratio Rank
IBLC Calmar Ratio Rank: 1414
Calmar Ratio Rank
IBLC Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


XBCIIBLCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.07

Calmar ratioReturn relative to maximum drawdown

0.20

Martin ratioReturn relative to average drawdown

0.36

XBCI vs. IBLC - Sharpe Ratio Comparison


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Drawdowns

XBCI vs. IBLC - Drawdown Comparison

The maximum XBCI drawdown since its inception was -37.31%, 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

-37.31%

-62.54%

+25.23%

Max Drawdown (1Y)

Largest decline over 1 year

-44.94%

Max Drawdown (3Y)

Largest decline over 3 years

-51.68%

Current Drawdown

Current decline from peak

-30.97%

-30.32%

-0.65%

Average Drawdown

Average peak-to-trough decline

-15.82%

-25.78%

+9.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.44%

Volatility

XBCI vs. IBLC - Volatility Comparison


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Volatility by Period


XBCIIBLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.77%

Volatility (6M)

Calculated over the trailing 6-month period

43.51%

Volatility (1Y)

Calculated over the trailing 1-year period

62.61%

57.85%

+4.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.61%

64.48%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.61%

64.48%

-1.87%

XBCI vs. IBLC - Expense Ratio Comparison

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


Dividends

XBCI vs. IBLC - Dividend Comparison

XBCI's dividend yield for the trailing twelve months is around 26.04%, more than IBLC's 5.91% yield.


PositionTTM2025202420232022
IBLC
iShares Blockchain and Tech ETF
5.91%6.31%1.60%1.79%0.84%
XBCI
NEOS Boosted Bitcoin High Income ETF
26.04%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XBCI and IBLC have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBLC is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBLC is cheaper with a 0.47% expense ratio, compared with 0.98% for XBCI.

XBCI has the higher dividend yield at 26.04%, compared with 5.91% for IBLC.

They also come from different issuers: Neos and iShares. Their fees differ too: 0.98% for XBCI and 0.47% for IBLC.

Portfolio Optimizer

Find the right allocation for XBCI and IBLC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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