BTC-USD vs. VTV
BTC-USD (Bitcoin) is a cryptocurrency, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, BTC-USD returned 58.69%/yr vs 12.33%/yr for VTV. At a 0.09 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -23.90% return, which is significantly lower than VTV's 15.67% return. Over the past 10 years, BTC-USD has outperformed VTV with an annualized return of 58.69%, while VTV has yielded a comparatively lower 12.33% annualized return.
BTC-USD
- 1D
- 2.10%
- 1M
- 5.29%
- 6M
- -24.60%
- YTD
- -23.90%
- 1Y
- -43.30%
- 3Y*
- 30.74%
- 5Y*
- 15.58%
- 10Y*
- 58.69%
- ALL TIME*
- 89.03%
VTV
- 1D
- 0.77%
- 1M
- 1.48%
- 6M
- 12.87%
- YTD
- 15.67%
- 1Y
- 25.79%
- 3Y*
- 16.95%
- 5Y*
- 12.37%
- 10Y*
- 12.33%
- ALL TIME*
- 9.65%
BTC-USD vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -23.90% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VTV Vanguard Value ETF | 15.67% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between BTC-USD and VTV is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2012 | 0.09 |
The correlation between BTC-USD and VTV shifts across timeframes, from 0.09 (all time) to 0.25 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. VTV — Risk / Return Rank
BTC-USD
VTV
BTC-USD vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.51 | ||
| Sortino ratioReturn per unit of downside risk | -5.10 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.45 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 4.08 | -4.90 |
| Martin ratioReturn relative to average drawdown | -1.30 | 15.45 | -16.74 |
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Drawdowns
BTC-USD vs. VTV - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VTV.
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Drawdown Indicators
| BTC-USD | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -59.27% | -26.03% |
Max Drawdown (1Y)Largest decline over 1 year | -53.08% | -6.35% | -46.73% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -14.52% | -38.56% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -17.04% | -59.63% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -36.78% | -47.02% |
Current DrawdownCurrent decline from peak | -46.61% | -0.43% | -46.18% |
Average DrawdownAverage peak-to-trough decline | -42.62% | -7.83% | -34.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.11% | 1.67% | +25.44% |
Volatility
BTC-USD vs. VTV - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 9.38% compared to Vanguard Value ETF (VTV) at 2.68%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VTV 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 | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.38% | 2.68% | +6.70% |
Volatility (6M)Calculated over the trailing 6-month period | 34.69% | 7.82% | +26.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.80% | 10.33% | +25.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.84% | 13.82% | +30.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.33% | 16.61% | +39.72% |
Frequently Asked Questions
BTC-USD and VTV have a correlation of 0.24, 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 (9.38%) compared to VTV (2.68%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VTV's -59.27%.
VTV currently has the higher Sharpe Ratio (2.51 vs -1.01), 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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