PortfoliosLab logoPortfoliosLab logo
XMMO vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMMO vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap Momentum ETF (XMMO) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XMMO achieves a 19.66% return, which is significantly higher than IBIT's -27.71% return.


XMMO

1D
0.46%
1M
-0.10%
YTD
19.66%
6M
19.51%
1Y
31.14%
3Y*
29.91%
5Y*
15.72%
10Y*
19.50%

IBIT

1D
5.13%
1M
-21.03%
YTD
-27.71%
6M
-30.34%
1Y
-39.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMMO vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
XMMO
Invesco S&P MidCap Momentum ETF
19.66%13.04%38.68%
IBIT
iShares Bitcoin Trust ETF
-27.71%-6.41%89.87%

Correlation

The correlation between XMMO 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 11, 2024

0.39

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XMMO vs. IBIT — Risk / Return Rank

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

XMMO
XMMO Risk / Return Rank: 6464
Overall Rank
XMMO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 5252
Sortino Ratio Rank
XMMO Omega Ratio Rank: 5252
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8080
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8383
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
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.

XMMO vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Momentum ETF (XMMO) 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.


XMMOIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.53

Sortino ratioReturn per unit of downside risk

+3.53

Omega ratioGain probability vs. loss probability

1.29

0.86

+0.43

Calmar ratioReturn relative to maximum drawdown

3.75

-0.76

+4.51

Martin ratioReturn relative to average drawdown

15.23

-1.36

+16.59

XMMO vs. IBIT - Sharpe Ratio Comparison

The current XMMO Sharpe Ratio is 1.63, which is higher than the IBIT Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of XMMO 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.


Loading charts...

Sharpe Ratios by Period


XMMOIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

-0.90

+2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.26

+0.30

Drawdowns

XMMO vs. IBIT - Drawdown Comparison

The maximum XMMO drawdown since its inception was -55.37%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for XMMO and IBIT.


Loading charts...

Drawdown Indicators


XMMOIBITDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-52.11%

-3.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-52.11%

+43.77%

Max Drawdown (3Y)

Largest decline over 3 years

-24.93%

Max Drawdown (5Y)

Largest decline over 5 years

-27.91%

Max Drawdown (10Y)

Largest decline over 10 years

-36.74%

Current Drawdown

Current decline from peak

-3.69%

-49.66%

+45.97%

Average Drawdown

Average peak-to-trough decline

-9.45%

-16.19%

+6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

28.97%

-26.90%

Volatility

XMMO vs. IBIT - Volatility Comparison

The current volatility for Invesco S&P MidCap Momentum ETF (XMMO) is 7.70%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.85%. This indicates that XMMO 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.


Loading charts...

Volatility by Period


XMMOIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

11.85%

-4.15%

Volatility (6M)

Calculated over the trailing 6-month period

16.07%

34.60%

-18.53%

Volatility (1Y)

Calculated over the trailing 1-year period

19.18%

44.28%

-25.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.52%

50.32%

-28.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.31%

50.32%

-28.01%

XMMO vs. IBIT - Expense Ratio Comparison

XMMO has a 0.35% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

XMMO vs. IBIT - Dividend Comparison

XMMO's dividend yield for the trailing twelve months is around 0.62%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
XMMO
Invesco S&P MidCap Momentum ETF
0.62%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

Frequently Asked Questions


XMMO 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 (11.85%) compared to XMMO (7.70%). In terms of maximum drawdown, XMMO dropped -55.37% vs IBIT's -52.11%.

On 1-year performance, XMMO leads with 31.14% vs -39.44% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, XMMO has been the lower-risk option at 7.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XMMO has performed better with a 31.14% return vs -39.44%. 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 0.35% for XMMO.

XMMO has the higher dividend yield at 0.62%, compared with 0.00% for IBIT.

XMMO is categorized as Momentum, while IBIT is Cryptocurrency. XMMO tracks S&P MidCap 400 Momentum Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.35% for XMMO and 0.25% for IBIT.

XMMO currently has the higher Sharpe Ratio (1.63 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 XMMO and IBIT

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

Open Portfolio Optimizer