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BITB vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BITB and VTI is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

BITB vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise Bitcoin ETF (BITB) and Vanguard Total Stock Market ETF (VTI). 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%NovemberDecember2025FebruaryMarchApril
99.53%
15.39%
BITB
VTI

Key characteristics

Sharpe Ratio

BITB:

0.74

VTI:

0.50

Sortino Ratio

BITB:

1.37

VTI:

0.84

Omega Ratio

BITB:

1.16

VTI:

1.12

Calmar Ratio

BITB:

1.43

VTI:

0.52

Martin Ratio

BITB:

3.14

VTI:

2.14

Ulcer Index

BITB:

12.84%

VTI:

4.72%

Daily Std Dev

BITB:

54.32%

VTI:

20.04%

Max Drawdown

BITB:

-28.19%

VTI:

-55.45%

Current Drawdown

BITB:

-12.35%

VTI:

-10.95%

Returns By Period

In the year-to-date period, BITB achieves a 0.22% return, which is significantly higher than VTI's -6.86% return.


BITB

YTD

0.22%

1M

6.17%

6M

37.03%

1Y

46.18%

5Y*

N/A

10Y*

N/A

VTI

YTD

-6.86%

1M

-5.12%

6M

-5.25%

1Y

8.76%

5Y*

15.45%

10Y*

11.34%

*Annualized

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BITB vs. VTI - Expense Ratio Comparison

BITB has a 0.20% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for BITB: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BITB: 0.20%
Expense ratio chart for VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

BITB vs. VTI — Risk-Adjusted Performance Rank

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

BITB
The Risk-Adjusted Performance Rank of BITB is 7777
Overall Rank
The Sharpe Ratio Rank of BITB is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of BITB is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BITB is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BITB is 8989
Calmar Ratio Rank
The Martin Ratio Rank of BITB is 7575
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6262
Overall Rank
The Sharpe Ratio Rank of VTI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6363
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.

BITB vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Bitcoin ETF (BITB) and Vanguard Total Stock Market ETF (VTI). 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 chart of Sharpe ratio for BITB, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.00
BITB: 0.74
VTI: 0.50
The chart of Sortino ratio for BITB, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.00
BITB: 1.37
VTI: 0.84
The chart of Omega ratio for BITB, currently valued at 1.16, compared to the broader market0.501.001.502.00
BITB: 1.16
VTI: 1.12
The chart of Calmar ratio for BITB, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.00
BITB: 1.43
VTI: 0.52
The chart of Martin ratio for BITB, currently valued at 3.14, compared to the broader market0.0020.0040.0060.00
BITB: 3.14
VTI: 2.14

The current BITB Sharpe Ratio is 0.74, which is higher than the VTI Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of BITB and VTI, 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 Ratio-0.500.000.501.001.502.002.503.00Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
0.74
0.50
BITB
VTI

Dividends

BITB vs. VTI - Dividend Comparison

BITB has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.39%.


TTM20242023202220212020201920182017201620152014
BITB
Bitwise Bitcoin ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

BITB vs. VTI - Drawdown Comparison

The maximum BITB drawdown since its inception was -28.19%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BITB and VTI. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.35%
-10.95%
BITB
VTI

Volatility

BITB vs. VTI - Volatility Comparison

Bitwise Bitcoin ETF (BITB) has a higher volatility of 16.46% compared to Vanguard Total Stock Market ETF (VTI) at 14.84%. This indicates that BITB's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.46%
14.84%
BITB
VTI