BTC-USD vs. URTH
BTC-USD (Bitcoin) is a cryptocurrency, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 10 years, BTC-USD returned 57.23%/yr vs 13.38%/yr for URTH. At a 0.13 correlation, their price movements are largely independent.
Performance
BTC-USD vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -26.27% return, which is significantly lower than URTH's 8.91% return. Over the past 10 years, BTC-USD has outperformed URTH with an annualized return of 57.23%, while URTH has yielded a comparatively lower 13.38% annualized return.
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
URTH
- 1D
- 0.39%
- 1M
- -0.21%
- YTD
- 8.91%
- 6M
- 9.60%
- 1Y
- 24.56%
- 3Y*
- 19.60%
- 5Y*
- 11.45%
- 10Y*
- 13.38%
BTC-USD vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
URTH iShares MSCI World ETF | 8.91% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
Correlation
The correlation between BTC-USD and URTH is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.13 |
Over the past year, BTC-USD and URTH have become more correlated (0.39) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. URTH — Risk / Return Rank
BTC-USD
URTH
BTC-USD vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and iShares MSCI World ETF (URTH). 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 | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.82 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.33 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 2.56 | -3.33 |
| Martin ratioReturn relative to average drawdown | -1.33 | 11.37 | -12.70 |
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Drawdowns
BTC-USD vs. URTH - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for BTC-USD and URTH.
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Drawdown Indicators
| BTC-USD | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -34.01% | -51.29% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -9.06% | -42.15% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -16.94% | -34.27% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -26.05% | -50.62% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -34.01% | -49.79% |
Current DrawdownCurrent decline from peak | -48.27% | -1.87% | -46.40% |
Average DrawdownAverage peak-to-trough decline | -42.36% | -4.37% | -37.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.16% | 2.04% | +33.12% |
Volatility
BTC-USD vs. URTH - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.97% compared to iShares MSCI World ETF (URTH) at 4.55%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than URTH 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 | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.97% | 4.55% | +7.42% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 10.11% | +24.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.59% | 12.57% | +23.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.57% | 16.26% | +28.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 17.29% | +39.32% |
Frequently Asked Questions
BTC-USD and URTH have a correlation of 0.39, 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 (11.97%) compared to URTH (4.55%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs URTH's -34.01%.
URTH currently has the higher Sharpe Ratio (1.85 vs -0.92), 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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