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 1.52%/yr vs 62.59%/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 1.16% return, which is significantly higher than ETH-USD's -46.31% return. Over the past 10 years, BND has underperformed ETH-USD with an annualized return of 1.52%, while ETH-USD has yielded a comparatively higher 62.59% annualized return.
BND
- 1D
- 0.05%
- 1M
- 0.68%
- YTD
- 1.16%
- 6M
- 0.85%
- 1Y
- 4.52%
- 3Y*
- 4.25%
- 5Y*
- 0.15%
- 10Y*
- 1.52%
ETH-USD
- 1D
- 1.49%
- 1M
- -21.13%
- YTD
- -46.31%
- 6M
- -45.72%
- 1Y
- -36.31%
- 3Y*
- -6.26%
- 5Y*
- -6.90%
- 10Y*
- 62.59%
BND vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 1.16% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
ETH-USD Ethereum | -46.31% | -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 0.09, 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 | 0.09 |
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 7, 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BND | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.76 | ||
| Sortino ratioReturn per unit of downside risk | +2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.95 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | -0.54 | +2.23 |
| Martin ratioReturn relative to average drawdown | 4.81 | -0.87 | +5.68 |
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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% | -67.60% | +64.92% |
Max Drawdown (3Y)Largest decline over 3 years | -5.92% | -67.60% | +61.68% |
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 | -1.50% | -67.03% | +65.53% |
Average DrawdownAverage peak-to-trough decline | -3.06% | -50.95% | +47.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 42.23% | -41.29% |
Volatility
BND vs. ETH-USD - Volatility Comparison
The current volatility for Vanguard Total Bond Market ETF (BND) is 1.12%, while Ethereum (ETH-USD) has a volatility of 18.46%. 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 | 1.12% | 18.46% | -17.34% |
Volatility (6M)Calculated over the trailing 6-month period | 2.79% | 46.40% | -43.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.73% | 55.72% | -51.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.03% | 58.96% | -52.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.53% | 76.95% | -71.42% |
Frequently Asked Questions
BND and ETH-USD have a correlation of 0.09, 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 (18.46%) compared to BND (1.12%). In terms of maximum drawdown, BND dropped -18.58% vs ETH-USD's -94.01%.
BND currently has the higher Sharpe Ratio (1.22 vs -0.54), 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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