BTC-USD vs. VTWV
BTC-USD (Bitcoin) is a cryptocurrency, while VTWV (Vanguard Russell 2000 Value ETF) is Small Cap Value Equities fund tracking the Russell 2000 Value Index. Over the past 10 years, BTC-USD returned 56.84%/yr vs 10.58%/yr for VTWV. At a 0.13 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VTWV - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -27.34% return, which is significantly lower than VTWV's 19.49% return. Over the past 10 years, BTC-USD has outperformed VTWV with an annualized return of 56.84%, while VTWV has yielded a comparatively lower 10.58% annualized return.
BTC-USD
- 1D
- 3.47%
- 1M
- -21.00%
- YTD
- -27.34%
- 6M
- -31.30%
- 1Y
- -41.49%
- 3Y*
- 34.89%
- 5Y*
- 12.33%
- 10Y*
- 56.84%
VTWV
- 1D
- 2.44%
- 1M
- 3.11%
- YTD
- 19.49%
- 6M
- 15.14%
- 1Y
- 40.78%
- 3Y*
- 17.72%
- 5Y*
- 6.85%
- 10Y*
- 10.58%
BTC-USD vs. VTWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -27.34% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VTWV Vanguard Russell 2000 Value ETF | 19.49% | 12.72% | 7.83% | 14.67% | -14.46% | 27.90% | 4.88% | 22.44% | -13.34% | 8.06% |
Correlation
The correlation between BTC-USD and VTWV is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2012 | 0.13 |
Over the past year, BTC-USD and VTWV have become more correlated (0.39) 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. VTWV — Risk / Return Rank
BTC-USD
VTWV
BTC-USD vs. VTWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Russell 2000 Value ETF (VTWV). 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 | VTWV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.19 | ||
| Sortino ratioReturn per unit of downside risk | -4.50 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.37 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 4.74 | -5.55 |
| Martin ratioReturn relative to average drawdown | -1.42 | 16.17 | -17.59 |
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Drawdowns
BTC-USD vs. VTWV - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VTWV's maximum drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VTWV.
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Drawdown Indicators
| BTC-USD | VTWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -45.73% | -39.57% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -8.64% | -42.57% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -26.72% | -24.49% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -26.72% | -49.95% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -45.73% | -38.07% |
Current DrawdownCurrent decline from peak | -49.02% | 0.00% | -49.02% |
Average DrawdownAverage peak-to-trough decline | -42.34% | -7.80% | -34.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.89% | 2.53% | +32.36% |
Volatility
BTC-USD vs. VTWV - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.11% compared to Vanguard Russell 2000 Value ETF (VTWV) at 5.87%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VTWV 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 | VTWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.11% | 5.87% | +6.24% |
Volatility (6M)Calculated over the trailing 6-month period | 34.67% | 12.65% | +22.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.64% | 18.46% | +17.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.75% | 21.77% | +22.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.63% | 23.56% | +33.07% |
Frequently Asked Questions
BTC-USD and VTWV have a correlation of 0.39, 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 (12.11%) compared to VTWV (5.87%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VTWV's -45.73%.
VTWV currently has the higher Sharpe Ratio (2.22 vs -0.97), 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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