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 58.50%/yr vs 8.34%/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 -25.13% return, which is significantly lower than DGS's 8.98% return. Over the past 10 years, BTC-USD has outperformed DGS with an annualized return of 58.50%, while DGS has yielded a comparatively lower 8.34% annualized 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%
DGS
- 1D
- -1.07%
- 1M
- -6.46%
- 6M
- 5.11%
- YTD
- 8.98%
- 1Y
- 13.93%
- 3Y*
- 12.27%
- 5Y*
- 6.87%
- 10Y*
- 8.34%
- ALL TIME*
- 4.68%
BTC-USD vs. DGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -25.13% | -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 | 8.98% | 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 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2012 | 0.10 |
Over the past year, BTC-USD and DGS have become more correlated (0.33) 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 | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.72 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.16 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 1.39 | -2.22 |
| Martin ratioReturn relative to average drawdown | -1.32 | 4.39 | -5.72 |
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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 | -53.08% | -10.06% | -43.02% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -19.31% | -33.77% |
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 | -47.48% | -6.64% | -40.84% |
Average DrawdownAverage peak-to-trough decline | -42.61% | -12.52% | -30.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.88% | 3.18% | +24.70% |
Volatility
BTC-USD vs. DGS - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 9.37% compared to WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) at 5.89%. 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 | 9.37% | 5.89% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 34.93% | 15.35% | +19.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.76% | 17.25% | +18.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.93% | 15.29% | +28.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.33% | 17.33% | +39.00% |
Frequently Asked Questions
BTC-USD and DGS have a correlation of 0.33, 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 DGS (5.89%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs DGS's -61.83%.
DGS currently has the higher Sharpe Ratio (0.81 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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