BTC-USD vs. VDE
BTC-USD (Bitcoin) is a cryptocurrency, while VDE (Vanguard Energy ETF) is Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. Over the past 10 years, BTC-USD returned 59.68%/yr vs 9.47%/yr for VDE. At a 0.04 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VDE - 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 VDE's 31.33% return. Over the past 10 years, BTC-USD has outperformed VDE with an annualized return of 59.68%, while VDE has yielded a comparatively lower 9.47% 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%
VDE
- 1D
- 1.27%
- 1M
- 3.82%
- YTD
- 31.33%
- 6M
- 29.93%
- 1Y
- 44.64%
- 3Y*
- 16.98%
- 5Y*
- 20.26%
- 10Y*
- 9.47%
BTC-USD vs. VDE - 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% |
VDE Vanguard Energy ETF | 31.33% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
Correlation
The correlation between BTC-USD and VDE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2012 | 0.04 |
The correlation between BTC-USD and VDE shifts across timeframes, from 0.01 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. VDE — Risk / Return Rank
BTC-USD
VDE
BTC-USD vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Energy ETF (VDE). 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 | VDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.16 | ||
| Sortino ratioReturn per unit of downside risk | -4.18 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.35 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 3.80 | -4.60 |
| Martin ratioReturn relative to average drawdown | -1.42 | 10.98 | -12.40 |
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 | VDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 2.21 | -3.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.77 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.32 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.28 | +0.85 |
Drawdowns
BTC-USD vs. VDE - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VDE's maximum drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VDE.
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Drawdown Indicators
| BTC-USD | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -74.20% | -11.10% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -11.80% | -39.41% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -21.41% | -29.80% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -26.58% | -50.09% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -69.29% | -14.51% |
Current DrawdownCurrent decline from peak | -49.86% | -7.08% | -42.78% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -19.96% | -22.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 4.08% | +30.38% |
Volatility
BTC-USD vs. VDE - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Vanguard Energy ETF (VDE) at 6.96%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VDE 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 | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 6.96% | +4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 16.37% | +18.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 20.36% | +15.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 26.42% | +18.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 29.93% | +26.78% |
Frequently Asked Questions
BTC-USD and VDE have a correlation of 0.01, 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 VDE (6.96%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VDE's -74.20%.
VDE currently has the higher Sharpe Ratio (2.21 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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