BTC-USD vs. AVDV
BTC-USD (Bitcoin) is a cryptocurrency, while AVDV (Avantis International Small Cap Value ETF) is Foreign Small & Mid Cap Equities fund actively managed by Avantis. Over the past 5 years, BTC-USD returned 10.27%/yr vs 13.63%/yr for AVDV. At a 0.24 correlation, their price movements are largely independent.
Performance
BTC-USD vs. AVDV - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -27.32% return, which is significantly lower than AVDV's 14.99% return.
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
AVDV
- 1D
- 0.89%
- 1M
- -1.95%
- YTD
- 14.99%
- 6M
- 17.18%
- 1Y
- 40.93%
- 3Y*
- 26.72%
- 5Y*
- 13.63%
- 10Y*
- —
BTC-USD vs. AVDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | -15.08% |
AVDV Avantis International Small Cap Value ETF | 14.99% | 49.37% | 8.67% | 16.85% | -11.47% | 15.80% | 5.01% | 11.78% |
Correlation
The correlation between BTC-USD and AVDV is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.24 |
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Return for Risk
BTC-USD vs. AVDV — Risk / Return Rank
BTC-USD
AVDV
BTC-USD vs. AVDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Avantis International Small Cap Value ETF (AVDV). 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 | AVDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.46 | ||
| Sortino ratioReturn per unit of downside risk | -4.67 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.46 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 3.12 | -3.90 |
| Martin ratioReturn relative to average drawdown | -1.36 | 12.44 | -13.81 |
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Drawdowns
BTC-USD vs. AVDV - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for BTC-USD and AVDV.
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Drawdown Indicators
| BTC-USD | AVDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -43.01% | -42.29% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -13.19% | -38.02% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -14.17% | -37.04% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -28.08% | -48.59% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -49.01% | -2.24% | -46.77% |
Average DrawdownAverage peak-to-trough decline | -42.35% | -6.76% | -35.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.02% | 3.30% | +31.72% |
Volatility
BTC-USD vs. AVDV - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.11% compared to Avantis International Small Cap Value ETF (AVDV) at 6.26%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than AVDV 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 | AVDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.11% | 6.26% | +5.85% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 13.88% | +20.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.62% | 16.25% | +19.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.71% | 17.41% | +27.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.62% | 19.77% | +36.85% |
Frequently Asked Questions
BTC-USD and AVDV have a correlation of 0.28, 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 (12.11%) compared to AVDV (6.26%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs AVDV's -43.01%.
AVDV currently has the higher Sharpe Ratio (2.53 vs -0.93), 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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