BTC-USD vs. ACWV
BTC-USD (Bitcoin) is a cryptocurrency, while ACWV (iShares MSCI Global Min Vol Factor ETF) is Large Cap Blend Equities fund tracking the MSCI ACWI Minimum Volatility Index. Over the past 10 years, BTC-USD returned 57.23%/yr vs 7.48%/yr for ACWV. At a 0.09 correlation, their price movements are largely independent.
Performance
BTC-USD vs. ACWV - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -26.27% return, which is significantly lower than ACWV's 2.88% return. Over the past 10 years, BTC-USD has outperformed ACWV with an annualized return of 57.23%, while ACWV has yielded a comparatively lower 7.48% annualized return.
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
ACWV
- 1D
- 0.34%
- 1M
- 0.59%
- YTD
- 2.88%
- 6M
- 2.95%
- 1Y
- 5.56%
- 3Y*
- 9.98%
- 5Y*
- 5.46%
- 10Y*
- 7.48%
BTC-USD vs. ACWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
ACWV iShares MSCI Global Min Vol Factor ETF | 2.88% | 11.04% | 11.38% | 8.23% | -10.36% | 13.97% | 3.04% | 21.04% | -1.42% | 18.57% |
Correlation
The correlation between BTC-USD and ACWV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.09 |
The correlation between BTC-USD and ACWV shifts across timeframes, from 0.09 (all time) to 0.22 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. ACWV — Risk / Return Rank
BTC-USD
ACWV
BTC-USD vs. ACWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and iShares MSCI Global Min Vol Factor ETF (ACWV). 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.
| BTC-USD | ACWV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.11 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 0.76 | -1.52 |
| Martin ratioReturn relative to average drawdown | -1.33 | 2.31 | -3.64 |
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Drawdowns
BTC-USD vs. ACWV - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than ACWV's maximum drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for BTC-USD and ACWV.
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Drawdown Indicators
| BTC-USD | ACWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -28.82% | -56.48% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -6.37% | -44.84% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -7.56% | -43.65% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -18.14% | -58.53% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -28.82% | -54.98% |
Current DrawdownCurrent decline from peak | -48.27% | -2.42% | -45.85% |
Average DrawdownAverage peak-to-trough decline | -42.36% | -3.11% | -39.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.16% | 2.10% | +33.06% |
Volatility
BTC-USD vs. ACWV - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.97% compared to iShares MSCI Global Min Vol Factor ETF (ACWV) at 2.18%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than ACWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | ACWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.97% | 2.18% | +9.79% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 5.63% | +29.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.59% | 7.80% | +27.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.57% | 10.23% | +34.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 12.30% | +44.31% |
Frequently Asked Questions
BTC-USD and ACWV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.97%) compared to ACWV (2.18%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs ACWV's -28.82%.
ACWV currently has the higher Sharpe Ratio (0.62 vs -0.92), 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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