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XVV vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XVV vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Screened S&P 500 ETF (XVV) 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, XVV achieves a 9.37% return, which is significantly higher than IBIT's -25.48% return.


XVV

1D
-0.86%
1M
4.81%
YTD
9.37%
6M
9.29%
1Y
26.65%
3Y*
22.30%
5Y*
13.55%
10Y*

IBIT

1D
-2.76%
1M
-18.50%
YTD
-25.48%
6M
-29.84%
1Y
-38.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XVV vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
XVV
iShares ESG Screened S&P 500 ETF
9.37%17.53%25.36%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between XVV and IBIT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.39

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Return for Risk

XVV vs. IBIT — Risk / Return Rank

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

XVV
XVV Risk / Return Rank: 5959
Overall Rank
XVV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XVV Sortino Ratio Rank: 6060
Sortino Ratio Rank
XVV Omega Ratio Rank: 6161
Omega Ratio Rank
XVV Calmar Ratio Rank: 5050
Calmar Ratio Rank
XVV Martin Ratio Rank: 6161
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.

XVV vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P 500 ETF (XVV) 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.


XVVIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.00

Sortino ratioReturn per unit of downside risk

+4.12

Omega ratioGain probability vs. loss probability

1.38

0.86

+0.52

Calmar ratioReturn relative to maximum drawdown

2.53

-0.79

+3.32

Martin ratioReturn relative to average drawdown

11.18

-1.36

+12.54

XVV vs. IBIT - Sharpe Ratio Comparison

The current XVV Sharpe Ratio is 2.11, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of XVV 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


XVVIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

-0.89

+3.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.30

+0.70

Drawdowns

XVV vs. IBIT - Drawdown Comparison

The maximum XVV drawdown since its inception was -27.20%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for XVV and IBIT.


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Drawdown Indicators


XVVIBITDifference

Max Drawdown

Largest peak-to-trough decline

-27.20%

-49.36%

+22.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-49.36%

+38.77%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

Current Drawdown

Current decline from peak

-0.86%

-48.10%

+47.24%

Average Drawdown

Average peak-to-trough decline

-5.88%

-16.02%

+10.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

28.44%

-26.05%

Volatility

XVV vs. IBIT - Volatility Comparison

The current volatility for iShares ESG Screened S&P 500 ETF (XVV) is 3.09%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that XVV 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


XVVIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

9.50%

-6.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

34.44%

-24.82%

Volatility (1Y)

Calculated over the trailing 1-year period

12.68%

43.73%

-31.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.61%

50.19%

-32.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.35%

50.19%

-32.84%

XVV vs. IBIT - Expense Ratio Comparison

XVV has a 0.08% 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

XVV vs. IBIT - Dividend Comparison

XVV's dividend yield for the trailing twelve months is around 0.88%, 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%
XVV
iShares ESG Screened S&P 500 ETF
0.88%0.94%1.05%1.25%1.57%0.81%0.31%

Frequently Asked Questions


XVV and IBIT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.50%) compared to XVV (3.09%). In terms of maximum drawdown, XVV dropped -27.20% vs IBIT's -49.36%.

On 1-year performance, XVV leads with 26.65% vs -38.74% for IBIT. On fees, XVV is cheaper at 0.08% per year. On volatility, XVV has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XVV has performed better with a 26.65% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XVV is cheaper with a 0.08% expense ratio, compared with 0.25% for IBIT.

XVV has the higher dividend yield at 0.88%, compared with 0.00% for IBIT.

XVV is categorized as S&P 500, while IBIT is Cryptocurrency. XVV tracks S&P 500 Sustainablility Screened Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.08% for XVV and 0.25% for IBIT.

XVV currently has the higher Sharpe Ratio (2.11 vs -0.89), 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

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