BTC-USD vs. VXUS
BTC-USD (Bitcoin) is a cryptocurrency, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, BTC-USD returned 56.50%/yr vs 9.85%/yr for VXUS. At a 0.12 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VXUS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BTC-USD achieves a -31.69% return, which is significantly lower than VXUS's 13.20% return. Over the past 10 years, BTC-USD has outperformed VXUS with an annualized return of 56.50%, while VXUS has yielded a comparatively lower 9.85% annualized return.
BTC-USD
- 1D
- 0.49%
- 1M
- -18.98%
- YTD
- -31.69%
- 6M
- -31.39%
- 1Y
- -44.86%
- 3Y*
- 25.18%
- 5Y*
- 11.26%
- 10Y*
- 56.50%
VXUS
- 1D
- 0.53%
- 1M
- -0.87%
- YTD
- 13.20%
- 6M
- 12.95%
- 1Y
- 26.83%
- 3Y*
- 18.41%
- 5Y*
- 8.62%
- 10Y*
- 9.85%
BTC-USD vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -31.69% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VXUS Vanguard Total International Stock ETF | 13.20% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Correlation
The correlation between BTC-USD and VXUS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2012 | 0.12 |
Over the past year, BTC-USD and VXUS have become more correlated (0.35) than their long-term average of 0.12, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BTC-USD vs. VXUS — Risk / Return Rank
BTC-USD
VXUS
BTC-USD vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Total International Stock ETF (VXUS). 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 | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.70 | ||
| Sortino ratioReturn per unit of downside risk | -3.84 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.31 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 2.39 | -3.25 |
| Martin ratioReturn relative to average drawdown | -1.44 | 9.12 | -10.56 |
Loading charts...
Drawdowns
BTC-USD vs. VXUS - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VXUS.
Loading charts...
Drawdown Indicators
| BTC-USD | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -35.97% | -49.33% |
Max Drawdown (1Y)Largest decline over 1 year | -52.31% | -11.27% | -41.04% |
Max Drawdown (3Y)Largest decline over 3 years | -52.31% | -13.58% | -38.73% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -29.44% | -47.23% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -35.97% | -47.83% |
Current DrawdownCurrent decline from peak | -52.08% | -2.45% | -49.63% |
Average DrawdownAverage peak-to-trough decline | -42.45% | -8.19% | -34.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.14% | 2.95% | +29.19% |
Volatility
BTC-USD vs. VXUS - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.40% compared to Vanguard Total International Stock ETF (VXUS) at 6.89%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BTC-USD | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.40% | 6.89% | +5.51% |
Volatility (6M)Calculated over the trailing 6-month period | 34.74% | 14.47% | +20.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.61% | 16.33% | +19.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.03% | 16.28% | +27.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.38% | 16.99% | +39.39% |
Frequently Asked Questions
BTC-USD and VXUS have a correlation of 0.35, 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 (12.40%) compared to VXUS (6.89%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (1.65 vs -1.05), 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.
Find the right allocation for BTC-USD and VXUS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer