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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.


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.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
15.49%
116.37%
^GSPTXDV
IBIT

Key characteristics

Sharpe Ratio

^GSPTXDV:

1.22

IBIT:

1.17

Sortino Ratio

^GSPTXDV:

1.58

IBIT:

1.77

Omega Ratio

^GSPTXDV:

1.22

IBIT:

1.21

Calmar Ratio

^GSPTXDV:

0.99

IBIT:

2.13

Martin Ratio

^GSPTXDV:

3.17

IBIT:

4.65

Ulcer Index

^GSPTXDV:

3.99%

IBIT:

12.90%

Daily Std Dev

^GSPTXDV:

10.95%

IBIT:

53.97%

Max Drawdown

^GSPTXDV:

-46.09%

IBIT:

-28.22%

Current Drawdown

^GSPTXDV:

-4.20%

IBIT:

-5.12%

Returns By Period

In the year-to-date period, ^GSPTXDV achieves a 0.33% return, which is significantly lower than IBIT's 8.61% return.


^GSPTXDV

YTD

0.33%

1M

9.92%

6M

-2.65%

1Y

13.72%

5Y*

10.68%

10Y*

3.11%

IBIT

YTD

8.61%

1M

32.19%

6M

32.16%

1Y

62.86%

5Y*

N/A

10Y*

N/A

*Annualized

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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 9393
Overall Rank
The Sharpe Ratio Rank of ^GSPTXDV is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPTXDV is 9595
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPTXDV is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPTXDV is 9191
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPTXDV is 8989
Martin Ratio Rank

IBIT
The Risk-Adjusted Performance Rank of IBIT is 8686
Overall Rank
The Sharpe Ratio Rank of IBIT is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 8686
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 8282
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 9494
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 8383
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 1.22, which is comparable to the IBIT Sharpe Ratio of 1.17. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27May 04
1.21
1.14
^GSPTXDV
IBIT

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. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.20%
-5.12%
^GSPTXDV
IBIT

Volatility

^GSPTXDV vs. IBIT - Volatility Comparison

The current volatility for S&P/TSX Dividend Aristocrats (^GSPTXDV) is 5.17%, while iShares Bitcoin Trust (IBIT) has a volatility of 12.38%. 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.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
5.17%
12.38%
^GSPTXDV
IBIT