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 15.31%/yr vs 13.62%/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 -25.13% return, which is significantly lower than AVDV's 10.24% return.
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
AVDV
- 1D
- -0.43%
- 1M
- -4.31%
- 6M
- 4.67%
- YTD
- 10.24%
- 1Y
- 31.22%
- 3Y*
- 23.59%
- 5Y*
- 13.62%
- 10Y*
- —
- ALL TIME*
- 14.50%
BTC-USD vs. AVDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -25.13% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | -15.08% |
AVDV Avantis International Small Cap Value ETF | 10.24% | 49.37% | 8.67% | 16.85% | -11.47% | 15.80% | 5.01% | 11.78% |
Correlation
The correlation between BTC-USD and AVDV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
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 | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -4.08 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.34 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 2.38 | -3.21 |
| Martin ratioReturn relative to average drawdown | -1.32 | 8.81 | -10.13 |
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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 | -53.08% | -13.19% | -39.89% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -14.17% | -38.91% |
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 | -47.48% | -6.28% | -41.20% |
Average DrawdownAverage peak-to-trough decline | -42.61% | -6.72% | -35.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.88% | 3.55% | +24.33% |
Volatility
BTC-USD vs. AVDV - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 9.37% compared to Avantis International Small Cap Value ETF (AVDV) at 4.46%. 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 | 9.37% | 4.46% | +4.91% |
Volatility (6M)Calculated over the trailing 6-month period | 34.93% | 14.46% | +20.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.76% | 16.66% | +19.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.93% | 17.38% | +26.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.33% | 19.71% | +36.62% |
Frequently Asked Questions
BTC-USD and AVDV have a correlation of 0.29, 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 (9.37%) compared to AVDV (4.46%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs AVDV's -43.01%.
AVDV currently has the higher Sharpe Ratio (1.89 vs -1.03), 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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