BTC-USD vs. VT
BTC-USD (Bitcoin) is a cryptocurrency, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, BTC-USD returned 59.68%/yr vs 12.61%/yr for VT. At a 0.13 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VT - 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 VT's 9.77% return. Over the past 10 years, BTC-USD has outperformed VT with an annualized return of 59.68%, while VT has yielded a comparatively lower 12.61% 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%
VT
- 1D
- 0.52%
- 1M
- -0.45%
- YTD
- 9.77%
- 6M
- 10.59%
- 1Y
- 25.47%
- 3Y*
- 19.82%
- 5Y*
- 10.54%
- 10Y*
- 12.61%
BTC-USD vs. VT - 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% |
VT Vanguard Total World Stock ETF | 9.77% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Correlation
The correlation between BTC-USD and VT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.13 |
Over the past year, BTC-USD and VT have become more correlated (0.40) 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. VT — Risk / Return Rank
BTC-USD
VT
BTC-USD vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Total World Stock ETF (VT). 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 | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -4.03 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.36 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.64 | -3.44 |
| Martin ratioReturn relative to average drawdown | -1.42 | 11.68 | -13.10 |
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 | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 1.96 | -2.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.66 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.73 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.43 | +0.70 |
Drawdowns
BTC-USD vs. VT - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VT.
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Drawdown Indicators
| BTC-USD | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -50.27% | -35.03% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -9.67% | -41.54% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -16.51% | -34.70% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -26.38% | -50.29% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -34.24% | -49.56% |
Current DrawdownCurrent decline from peak | -49.86% | -3.06% | -46.80% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -7.02% | -35.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 2.19% | +32.27% |
Volatility
BTC-USD vs. VT - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Vanguard Total World Stock ETF (VT) at 4.55%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VT 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 | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 4.55% | +7.04% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 10.67% | +23.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 13.10% | +22.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 16.10% | +28.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 17.26% | +39.45% |
Frequently Asked Questions
BTC-USD and VT have a correlation of 0.40, 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 VT (4.55%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.96 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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