BTC-USD vs. BSV
BTC-USD (Bitcoin) is a cryptocurrency, while BSV (Vanguard Short-Term Bond Index Fund ETF Shares) is Short-Term Bond fund tracking the Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. Over the past 10 years, BTC-USD returned 57.32%/yr vs 1.94%/yr for BSV. At a 0.01 correlation, their price movements are largely independent.
Performance
BTC-USD vs. BSV - 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 BSV's 0.42% return. Over the past 10 years, BTC-USD has outperformed BSV with an annualized return of 57.32%, while BSV has yielded a comparatively lower 1.94% annualized 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%
BSV
- 1D
- 0.00%
- 1M
- 0.14%
- YTD
- 0.42%
- 6M
- 0.75%
- 1Y
- 3.58%
- 3Y*
- 4.57%
- 5Y*
- 1.63%
- 10Y*
- 1.94%
BTC-USD vs. BSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 0.42% | 6.00% | 3.78% | 4.90% | -5.49% | -1.09% | 4.70% | 4.98% | 1.34% | 1.20% |
Correlation
The correlation between BTC-USD and BSV is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.01 |
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Return for Risk
BTC-USD vs. BSV — Risk / Return Rank
BTC-USD
BSV
BTC-USD vs. BSV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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 | BSV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.94 | ||
| Sortino ratioReturn per unit of downside risk | -4.54 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.39 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 2.79 | -3.57 |
| Martin ratioReturn relative to average drawdown | -1.36 | 9.42 | -10.78 |
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Drawdowns
BTC-USD vs. BSV - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for BTC-USD and BSV.
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Drawdown Indicators
| BTC-USD | BSV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -8.54% | -76.76% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -1.29% | -49.92% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -1.53% | -49.68% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -8.54% | -68.13% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -8.54% | -75.26% |
Current DrawdownCurrent decline from peak | -49.01% | -0.50% | -48.51% |
Average DrawdownAverage peak-to-trough decline | -42.35% | -0.97% | -41.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.02% | 0.38% | +34.64% |
Volatility
BTC-USD vs. BSV - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.11% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.57%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than BSV 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 | BSV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.11% | 0.57% | +11.54% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 1.28% | +33.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.62% | 1.79% | +33.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.71% | 2.73% | +41.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.62% | 2.38% | +54.24% |
Frequently Asked Questions
BTC-USD and BSV have a correlation of 0.11, 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 BSV (0.57%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs BSV's -8.54%.
BSV currently has the higher Sharpe Ratio (2.01 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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