BTC-USD vs. VEA
BTC-USD (Bitcoin) is a cryptocurrency, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, BTC-USD returned 58.50%/yr vs 9.92%/yr for VEA. At a 0.12 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VEA - 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 VEA's 11.59% return. Over the past 10 years, BTC-USD has outperformed VEA with an annualized return of 58.50%, while VEA has yielded a comparatively lower 9.92% 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%
VEA
- 1D
- -0.67%
- 1M
- -4.26%
- 6M
- 7.02%
- YTD
- 11.59%
- 1Y
- 25.76%
- 3Y*
- 17.14%
- 5Y*
- 9.55%
- 10Y*
- 9.92%
- ALL TIME*
- 5.03%
BTC-USD vs. VEA - 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% |
VEA Vanguard FTSE Developed Markets ETF | 11.59% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Correlation
The correlation between BTC-USD and VEA 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 | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2012 | 0.12 |
Over the past year, BTC-USD and VEA have become more correlated (0.33) than their long-term average of 0.12, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. VEA — Risk / Return Rank
BTC-USD
VEA
BTC-USD vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.54 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.28 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 2.23 | -3.06 |
| Martin ratioReturn relative to average drawdown | -1.32 | 8.35 | -9.68 |
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Drawdowns
BTC-USD vs. VEA - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VEA.
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Drawdown Indicators
| BTC-USD | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -60.68% | -24.62% |
Max Drawdown (1Y)Largest decline over 1 year | -53.08% | -11.63% | -41.45% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -13.45% | -39.63% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -29.71% | -46.96% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -35.73% | -48.07% |
Current DrawdownCurrent decline from peak | -47.48% | -4.37% | -43.11% |
Average DrawdownAverage peak-to-trough decline | -42.61% | -13.22% | -29.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.88% | 3.09% | +24.79% |
Volatility
BTC-USD vs. VEA - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 9.37% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.31%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VEA 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 | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 5.31% | +4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 34.93% | 15.14% | +19.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.76% | 17.09% | +18.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.93% | 16.78% | +27.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.33% | 17.18% | +39.15% |
Frequently Asked Questions
BTC-USD and VEA 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 VEA (5.31%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.52 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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