BTC-USD vs. VCLT
BTC-USD (Bitcoin) is a cryptocurrency, while VCLT (Vanguard Long-Term Corporate Bond ETF) is Corporate Bonds fund tracking the Barclays U.S. 10+ Year Corporate Index. Over the past 10 years, BTC-USD returned 59.68%/yr vs 2.14%/yr for VCLT. At a 0.04 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VCLT - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -28.54% return, which is significantly lower than VCLT's 0.19% return. Over the past 10 years, BTC-USD has outperformed VCLT with an annualized return of 59.68%, while VCLT has yielded a comparatively lower 2.14% annualized return.
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
VCLT
- 1D
- -0.30%
- 1M
- -0.62%
- YTD
- 0.19%
- 6M
- -0.19%
- 1Y
- 6.74%
- 3Y*
- 4.19%
- 5Y*
- -2.13%
- 10Y*
- 2.14%
BTC-USD vs. VCLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VCLT Vanguard Long-Term Corporate Bond ETF | 0.19% | 7.18% | -1.90% | 11.17% | -25.50% | -1.73% | 13.27% | 23.89% | -7.04% | 11.70% |
Correlation
The correlation between BTC-USD and VCLT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.04 |
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Return for Risk
BTC-USD vs. VCLT — Risk / Return Rank
BTC-USD
VCLT
BTC-USD vs. VCLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Long-Term Corporate Bond ETF (VCLT). 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.
| BTC-USD | VCLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.15 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.29 | -2.09 |
| Martin ratioReturn relative to average drawdown | -1.42 | 3.15 | -4.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTC-USD | VCLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 0.86 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | -0.17 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.17 | +0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.39 | +0.74 |
Drawdowns
BTC-USD vs. VCLT - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VCLT's maximum drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VCLT.
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Drawdown Indicators
| BTC-USD | VCLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -34.31% | -50.99% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -5.25% | -45.96% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -13.03% | -38.18% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -34.31% | -42.36% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -34.31% | -49.49% |
Current DrawdownCurrent decline from peak | -49.86% | -15.03% | -34.83% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -8.16% | -34.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 2.14% | +32.32% |
Volatility
BTC-USD vs. VCLT - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Vanguard Long-Term Corporate Bond ETF (VCLT) at 2.27%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VCLT 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 | VCLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 2.27% | +9.32% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 5.80% | +28.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 7.88% | +27.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 12.77% | +32.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 12.85% | +43.86% |
Frequently Asked Questions
BTC-USD and VCLT have a correlation of 0.13, 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 (11.59%) compared to VCLT (2.27%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VCLT's -34.31%.
VCLT currently has the higher Sharpe Ratio (0.86 vs -0.95), 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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