BTC-USD vs. XLP
BTC-USD (Bitcoin) is a cryptocurrency, while XLP (State Street Consumer Staples Select Sector SPDR ETF) is Consumer Staples Equities fund tracking the Consumer Staples Select Sector Index. Over the past 10 years, BTC-USD returned 57.32%/yr vs 7.60%/yr for XLP. At a 0.03 correlation, their price movements are largely independent.
Performance
BTC-USD vs. XLP - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -27.32% return, which is significantly lower than XLP's 11.10% return. Over the past 10 years, BTC-USD has outperformed XLP with an annualized return of 57.32%, while XLP has yielded a comparatively lower 7.60% annualized return.
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
XLP
- 1D
- 0.65%
- 1M
- 1.30%
- YTD
- 11.10%
- 6M
- 9.54%
- 1Y
- 7.61%
- 3Y*
- 8.26%
- 5Y*
- 6.65%
- 10Y*
- 7.60%
BTC-USD vs. XLP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
XLP State Street Consumer Staples Select Sector SPDR ETF | 11.10% | 1.52% | 12.20% | -0.82% | -0.81% | 17.20% | 10.11% | 27.43% | -8.07% | 12.98% |
Correlation
The correlation between BTC-USD and XLP is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.03 |
The correlation between BTC-USD and XLP shifts across timeframes, from -0.01 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. XLP — Risk / Return Rank
BTC-USD
XLP
BTC-USD vs. XLP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and State Street Consumer Staples Select Sector SPDR ETF (XLP). 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 | XLP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.11 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 0.79 | -1.57 |
| Martin ratioReturn relative to average drawdown | -1.36 | 1.52 | -2.88 |
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Drawdowns
BTC-USD vs. XLP - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than XLP's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for BTC-USD and XLP.
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Drawdown Indicators
| BTC-USD | XLP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -35.90% | -49.40% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -9.69% | -41.52% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -12.39% | -38.82% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -16.30% | -60.37% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -24.51% | -59.29% |
Current DrawdownCurrent decline from peak | -49.01% | -4.12% | -44.89% |
Average DrawdownAverage peak-to-trough decline | -42.35% | -7.06% | -35.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.02% | 5.01% | +30.01% |
Volatility
BTC-USD vs. XLP - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.11% compared to State Street Consumer Staples Select Sector SPDR ETF (XLP) at 4.53%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than XLP 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 | XLP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.11% | 4.53% | +7.58% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 10.14% | +24.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.62% | 12.90% | +22.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.71% | 13.34% | +31.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.62% | 14.75% | +41.87% |
Frequently Asked Questions
BTC-USD and XLP have a correlation of -0.01, 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 XLP (4.53%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs XLP's -35.90%.
XLP currently has the higher Sharpe Ratio (0.59 vs -0.93), 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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