BND vs. ETH-USD
BND (Vanguard Total Bond Market ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, BND returned 1.56%/yr vs 59.97%/yr for ETH-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
BND vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BND achieves a -0.05% return, which is significantly higher than ETH-USD's -46.29% return. Over the past 10 years, BND has underperformed ETH-USD with an annualized return of 1.56%, while ETH-USD has yielded a comparatively higher 59.97% annualized return.
BND
- 1D
- -0.45%
- 1M
- -0.64%
- YTD
- -0.05%
- 6M
- 0.11%
- 1Y
- 4.33%
- 3Y*
- 3.80%
- 5Y*
- 0.02%
- 10Y*
- 1.56%
ETH-USD
- 1D
- -9.90%
- 1M
- -32.21%
- YTD
- -46.29%
- 6M
- -47.28%
- 1Y
- -34.03%
- 3Y*
- -5.45%
- 5Y*
- -10.08%
- 10Y*
- 59.97%
BND vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | -0.05% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
ETH-USD Ethereum | -46.29% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between BND and ETH-USD is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.03 |
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Return for Risk
BND vs. ETH-USD — Risk / Return Rank
BND
ETH-USD
BND vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Ethereum (ETH-USD). 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.
| BND | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.96 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | -0.51 | +2.13 |
| Martin ratioReturn relative to average drawdown | 4.86 | -0.89 | +5.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BND | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | -0.50 | +1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | -0.14 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.64 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.74 | -0.16 |
Drawdowns
BND vs. ETH-USD - Drawdown Comparison
The maximum BND drawdown since its inception was -18.58%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for BND and ETH-USD.
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Drawdown Indicators
| BND | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.58% | -94.01% | +75.43% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -67.02% | +64.34% |
Max Drawdown (3Y)Largest decline over 3 years | -5.92% | -67.02% | +61.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.91% | -79.35% | +61.44% |
Max Drawdown (10Y)Largest decline over 10 years | -18.58% | -94.01% | +75.43% |
Current DrawdownCurrent decline from peak | -2.67% | -67.02% | +64.35% |
Average DrawdownAverage peak-to-trough decline | -3.06% | -50.88% | +47.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 44.01% | -43.12% |
Volatility
BND vs. ETH-USD - Volatility Comparison
The current volatility for Vanguard Total Bond Market ETF (BND) is 1.23%, while Ethereum (ETH-USD) has a volatility of 14.30%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BND | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.23% | 14.30% | -13.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.70% | 46.06% | -43.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.76% | 56.49% | -52.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.02% | 59.61% | -53.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.53% | 78.01% | -72.48% |
Frequently Asked Questions
BND and ETH-USD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (14.30%) compared to BND (1.23%). In terms of maximum drawdown, BND dropped -18.58% vs ETH-USD's -94.01%.
BND currently has the higher Sharpe Ratio (1.16 vs -0.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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