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^GSPTXDV vs. IBIT
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^GSPTXDV and IBIT is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

^GSPTXDV vs. IBIT

Last updated May 31, 2025

Compare and contrast key facts about S&P/TSX Dividend Aristocrats (^GSPTXDV) and iShares Bitcoin Trust (IBIT).

IBIT is a passively managed fund by iShares that tracks the performance of the CME CF Bitcoin Reference Rate - New York Variant. It was launched on Jan 5, 2024.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^GSPTXDV or IBIT.

Performance

^GSPTXDV vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P/TSX Dividend Aristocrats (^GSPTXDV) and iShares Bitcoin Trust (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^GSPTXDV:

1.69

IBIT:

0.99

Sortino Ratio

^GSPTXDV:

2.23

IBIT:

1.63

Omega Ratio

^GSPTXDV:

1.32

IBIT:

1.19

Calmar Ratio

^GSPTXDV:

1.41

IBIT:

1.86

Martin Ratio

^GSPTXDV:

4.53

IBIT:

4.07

Ulcer Index

^GSPTXDV:

3.98%

IBIT:

12.91%

Daily Std Dev

^GSPTXDV:

10.85%

IBIT:

53.01%

Max Drawdown

^GSPTXDV:

-46.09%

IBIT:

-28.22%

Current Drawdown

^GSPTXDV:

-1.41%

IBIT:

-5.96%

Returns By Period

In the year-to-date period, ^GSPTXDV achieves a 3.25% return, which is significantly lower than IBIT's 12.08% return.

^GSPTXDV

YTD

3.25%

1M

4.24%

6M

-0.81%

1Y

18.84%

3Y*

4.76%

5Y*

10.84%

10Y*

3.35%

IBIT

YTD

12.08%

1M

11.12%

6M

7.70%

1Y

51.84%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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S&P/TSX Dividend Aristocrats

iShares Bitcoin Trust

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^GSPTXDV vs. IBIT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^GSPTXDV
The Risk-Adjusted Performance Rank of ^GSPTXDV is 9696
Overall Rank
The Sharpe Ratio Rank of ^GSPTXDV is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPTXDV is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPTXDV is 9999
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPTXDV is 9595
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPTXDV is 9292
Martin Ratio Rank
IBIT
The Risk-Adjusted Performance Rank of IBIT is 8181
Overall Rank
The Sharpe Ratio Rank of IBIT is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 8383
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 7777
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 9292
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^GSPTXDV vs. IBIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P/TSX Dividend Aristocrats (^GSPTXDV) and iShares Bitcoin Trust (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.

The current ^GSPTXDV Sharpe Ratio is 1.69, which is higher than the IBIT Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ^GSPTXDV and IBIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

^GSPTXDV vs. IBIT - Drawdown Comparison

The maximum ^GSPTXDV drawdown since its inception was -46.09%, which is greater than IBIT's maximum drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for ^GSPTXDV and IBIT.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^GSPTXDV vs. IBIT - Volatility Comparison

The current volatility for S&P/TSX Dividend Aristocrats (^GSPTXDV) is 2.03%, while iShares Bitcoin Trust (IBIT) has a volatility of 9.41%. This indicates that ^GSPTXDV 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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