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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 6.55% return, which is significantly higher than IBIT's -28.88% return.


XVV

1D
-1.36%
1M
-1.49%
YTD
6.55%
6M
5.50%
1Y
22.18%
3Y*
20.50%
5Y*
12.69%
10Y*

IBIT

1D
-3.26%
1M
-17.81%
YTD
-28.88%
6M
-28.88%
1Y
-39.82%
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
6.55%17.53%25.40%
IBIT
iShares Bitcoin Trust ETF
-28.88%-6.41%89.87%

Correlation

The correlation between XVV and IBIT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.40

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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: 5050
Overall Rank
XVV Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XVV Sortino Ratio Rank: 4949
Sortino Ratio Rank
XVV Omega Ratio Rank: 5050
Omega Ratio Rank
XVV Calmar Ratio Rank: 4444
Calmar Ratio Rank
XVV Martin Ratio Rank: 5454
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.

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.


XVVIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.58

Sortino ratioReturn per unit of downside risk

+3.56

Omega ratioGain probability vs. loss probability

1.30

0.86

+0.44

Calmar ratioReturn relative to maximum drawdown

2.10

-0.77

+2.87

Martin ratioReturn relative to average drawdown

9.02

-1.30

+10.32

XVV vs. IBIT - Sharpe Ratio Comparison

The current XVV Sharpe Ratio is 1.68, which is higher than the IBIT Sharpe Ratio of -0.90. 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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Drawdowns

XVV vs. IBIT - Drawdown Comparison

The maximum XVV drawdown since its inception was -27.20%, smaller than the maximum IBIT drawdown of -52.11%. 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%

-52.11%

+24.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-52.11%

+41.52%

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

-3.41%

-50.47%

+47.06%

Average Drawdown

Average peak-to-trough decline

-5.84%

-16.85%

+11.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

30.58%

-28.12%

Volatility

XVV vs. IBIT - Volatility Comparison

The current volatility for iShares ESG Screened S&P 500 ETF (XVV) is 5.00%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.18%. 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

5.00%

13.18%

-8.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

34.64%

-24.11%

Volatility (1Y)

Calculated over the trailing 1-year period

13.29%

44.31%

-31.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

50.22%

-32.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

50.22%

-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 0.95%, 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
0.95%0.94%1.05%1.25%1.57%0.81%0.31%

Frequently Asked Questions


XVV and IBIT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (13.18%) compared to XVV (5.00%). In terms of maximum drawdown, XVV dropped -27.20% vs IBIT's -52.11%.

On 1-year performance, XVV leads with 22.18% vs -39.82% for IBIT. On fees, XVV is cheaper at 0.08% per year. On volatility, XVV has been the lower-risk option at 5.00%. 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 22.18% return vs -39.82%. 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 0.95%, 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 (1.68 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

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