BTC-USD vs. DGS
BTC-USD (Bitcoin) is a cryptocurrency, while DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) is Emerging Markets Diversified fund tracking the WisdomTree Emerging Markets SmallCap Dividend Index. Over the past 10 years, BTC-USD returned 57.32%/yr vs 10.14%/yr for DGS. At a 0.10 correlation, their price movements are largely independent.
Performance
BTC-USD vs. DGS - 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 DGS's 14.94% return. Over the past 10 years, BTC-USD has outperformed DGS with an annualized return of 57.32%, while DGS has yielded a comparatively lower 10.14% 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%
DGS
- 1D
- 0.65%
- 1M
- 1.57%
- YTD
- 14.94%
- 6M
- 17.07%
- 1Y
- 23.81%
- 3Y*
- 15.36%
- 5Y*
- 8.06%
- 10Y*
- 10.14%
BTC-USD vs. DGS - 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% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 14.94% | 21.18% | 1.13% | 19.08% | -12.35% | 15.33% | 4.06% | 18.90% | -16.52% | 37.47% |
Correlation
The correlation between BTC-USD and DGS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.10 |
Over the past year, BTC-USD and DGS have become more correlated (0.35) than their long-term average of 0.10, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. DGS — Risk / Return Rank
BTC-USD
DGS
BTC-USD vs. DGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). 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 | DGS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.27 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 2.38 | -3.16 |
| Martin ratioReturn relative to average drawdown | -1.36 | 7.84 | -9.20 |
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Drawdowns
BTC-USD vs. DGS - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than DGS's maximum drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for BTC-USD and DGS.
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Drawdown Indicators
| BTC-USD | DGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -61.83% | -23.47% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -10.06% | -41.15% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -19.31% | -31.90% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -24.86% | -51.81% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -44.08% | -39.72% |
Current DrawdownCurrent decline from peak | -49.01% | -1.05% | -47.96% |
Average DrawdownAverage peak-to-trough decline | -42.35% | -12.57% | -29.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.02% | 3.05% | +31.97% |
Volatility
BTC-USD vs. DGS - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.11% compared to WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) at 7.30%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than DGS 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 | DGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.11% | 7.30% | +4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 14.27% | +20.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.62% | 16.60% | +19.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.71% | 15.08% | +29.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.62% | 17.39% | +39.23% |
Frequently Asked Questions
BTC-USD and DGS have a correlation of 0.35, 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 DGS (7.30%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs DGS's -61.83%.
DGS currently has the higher Sharpe Ratio (1.44 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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