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XJH vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XJH vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Screened S&P Mid-Cap ETF (XJH) 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, XJH achieves a 11.87% return, which is significantly higher than IBIT's -31.24% return.


XJH

1D
-2.05%
1M
-0.88%
YTD
11.87%
6M
11.82%
1Y
24.57%
3Y*
14.70%
5Y*
7.22%
10Y*

IBIT

1D
-5.22%
1M
-26.09%
YTD
-31.24%
6M
-32.65%
1Y
-41.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XJH vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
XJH
iShares ESG Screened S&P Mid-Cap ETF
11.87%8.12%14.36%
IBIT
iShares Bitcoin Trust ETF
-31.24%-6.41%99.21%

Correlation

The correlation between XJH and IBIT is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.38

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Return for Risk

XJH vs. IBIT — Risk / Return Rank

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

XJH
XJH Risk / Return Rank: 4949
Overall Rank
XJH Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XJH Sortino Ratio Rank: 4747
Sortino Ratio Rank
XJH Omega Ratio Rank: 4242
Omega Ratio Rank
XJH Calmar Ratio Rank: 5454
Calmar Ratio Rank
XJH Martin Ratio Rank: 5757
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.

XJH vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P Mid-Cap ETF (XJH) 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.


XJHIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.44

Sortino ratioReturn per unit of downside risk

+3.53

Omega ratioGain probability vs. loss probability

1.26

0.85

+0.41

Calmar ratioReturn relative to maximum drawdown

2.57

-0.79

+3.36

Martin ratioReturn relative to average drawdown

9.44

-1.43

+10.87

XJH vs. IBIT - Sharpe Ratio Comparison

The current XJH Sharpe Ratio is 1.51, which is higher than the IBIT Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of XJH 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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Sharpe Ratios by Period


XJHIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

-0.94

+2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.22

+0.52

Drawdowns

XJH vs. IBIT - Drawdown Comparison

The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for XJH and IBIT.


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Drawdown Indicators


XJHIBITDifference

Max Drawdown

Largest peak-to-trough decline

-25.07%

-52.11%

+27.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-52.11%

+42.50%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

Current Drawdown

Current decline from peak

-2.05%

-52.11%

+50.06%

Average Drawdown

Average peak-to-trough decline

-6.82%

-16.13%

+9.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

28.80%

-26.19%

Volatility

XJH vs. IBIT - Volatility Comparison

The current volatility for iShares ESG Screened S&P Mid-Cap ETF (XJH) is 4.49%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.97%. This indicates that XJH 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


XJHIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

9.97%

-5.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

34.18%

-22.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

44.04%

-27.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

50.26%

-30.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

50.26%

-30.37%

XJH vs. IBIT - Expense Ratio Comparison

XJH has a 0.12% 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

XJH vs. IBIT - Dividend Comparison

XJH's dividend yield for the trailing twelve months is around 1.12%, while IBIT has not paid dividends to shareholders.


PositionTTM202520242023202220212020
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XJH
iShares ESG Screened S&P Mid-Cap ETF
1.12%1.24%1.24%1.38%1.45%1.04%0.36%

Frequently Asked Questions


XJH and IBIT have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.97%) compared to XJH (4.49%). In terms of maximum drawdown, XJH dropped -25.07% vs IBIT's -52.11%.

On 1-year performance, XJH leads with 24.57% vs -41.01% for IBIT. On fees, XJH is cheaper at 0.12% per year. On volatility, XJH has been the lower-risk option at 4.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XJH has performed better with a 24.57% return vs -41.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XJH is cheaper with a 0.12% expense ratio, compared with 0.25% for IBIT.

XJH has the higher dividend yield at 1.12%, compared with 0.00% for IBIT.

XJH is categorized as Mid Cap Blend Equities, while IBIT is Cryptocurrency. XJH tracks S&P MidCap 400 Sustainability Screened Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.12% for XJH and 0.25% for IBIT.

XJH currently has the higher Sharpe Ratio (1.51 vs -0.94), 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 XJH and IBIT

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