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 59.71%/yr vs 9.69%/yr for VXUS. At a 0.12 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -27.60% return, which is significantly lower than VXUS's 14.45% return. Over the past 10 years, BTC-USD has outperformed VXUS with an annualized return of 59.71%, while VXUS has yielded a comparatively lower 9.69% annualized return.
BTC-USD
- 1D
- -1.08%
- 1M
- -21.71%
- YTD
- -27.60%
- 6M
- -31.22%
- 1Y
- -39.53%
- 3Y*
- 35.01%
- 5Y*
- 12.25%
- 10Y*
- 59.71%
VXUS
- 1D
- 0.17%
- 1M
- 3.40%
- YTD
- 14.45%
- 6M
- 16.87%
- 1Y
- 31.38%
- 3Y*
- 19.55%
- 5Y*
- 8.49%
- 10Y*
- 9.69%
BTC-USD vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -27.60% | -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 | 14.45% | 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 | 0.24 |
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 Sep 20, 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.
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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.
| BTC-USD | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.00 | ||
| Sortino ratioReturn per unit of downside risk | -4.14 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.38 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.80 | -3.59 |
| Martin ratioReturn relative to average drawdown | -1.39 | 10.92 | -12.31 |
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 | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.92 | 2.08 | -3.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.53 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.57 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.39 | +0.74 |
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.
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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 | -49.65% | -11.27% | -38.38% |
Max Drawdown (3Y)Largest decline over 3 years | -49.65% | -13.58% | -36.07% |
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 | -49.21% | -0.82% | -48.39% |
Average DrawdownAverage peak-to-trough decline | -42.28% | -8.22% | -34.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.87% | 2.88% | +30.99% |
Volatility
BTC-USD vs. VXUS - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 10.14% compared to Vanguard Total International Stock ETF (VXUS) at 5.46%. 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.
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Volatility by Period
| BTC-USD | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.14% | 5.46% | +4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 34.17% | 13.00% | +21.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.51% | 15.20% | +20.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.98% | 16.04% | +28.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.69% | 17.15% | +39.54% |
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 (10.14%) compared to VXUS (5.46%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (2.08 vs -0.92), 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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