See what your fund actually adds
iShares Bitcoin Trust IBIT
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | IBIT | Replication |
|---|---|---|
| Annualized growth | 25.6% | 25.6% |
| Annualized volatility | 45.8% | 45.9% |
| Sharpe ratio | 0.72 | 0.72 |
| Maximum drawdown | 51.5% | 51.5% |
| Replication fit (R²) | 1.00 · Tracking error 0.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model IBIT’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| FBTC | Alternatives · Bitcoin | 100.0% |