BITW vs. VGT

In the year-to-date period, BITW achieves a -8.77% return, which is significantly higher than VGT's -13.30% return.

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This table presents a comparison of risk-adjusted performance metrics for Bitwise 10 Crypto Index Fund (BITW) and Vanguard Information Technology ETF (VGT). 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 BITW Sharpe Ratio is 1.08, which is higher than the VGT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of BITW and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BITW has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.59%.

The maximum BITW drawdown since its inception was -96.46%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for BITW and VGT. For additional features, visit the drawdowns tool.

Bitwise 10 Crypto Index Fund (BITW) and Vanguard Information Technology ETF (VGT) have volatilities of 18.84% and 19.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.