BTC-USD vs. XLU
BTC-USD (Bitcoin) is a cryptocurrency, while XLU (State Street Utilities Select Sector SPDR ETF) is Utilities Equities fund tracking the Utilities Select Sector Index. Over the past 10 years, BTC-USD returned 59.68%/yr vs 8.99%/yr for XLU. At a 0.03 correlation, their price movements are largely independent.
Performance
BTC-USD vs. XLU - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -28.54% return, which is significantly lower than XLU's 2.66% return. Over the past 10 years, BTC-USD has outperformed XLU with an annualized return of 59.68%, while XLU has yielded a comparatively lower 8.99% annualized return.
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
XLU
- 1D
- -1.87%
- 1M
- -2.68%
- YTD
- 2.66%
- 6M
- 3.35%
- 1Y
- 10.26%
- 3Y*
- 12.85%
- 5Y*
- 9.10%
- 10Y*
- 8.99%
BTC-USD vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
XLU State Street Utilities Select Sector SPDR ETF | 2.66% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Correlation
The correlation between BTC-USD and XLU is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2012 | 0.03 |
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Return for Risk
BTC-USD vs. XLU — Risk / Return Rank
BTC-USD
XLU
BTC-USD vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and State Street Utilities Select Sector SPDR ETF (XLU). 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 | XLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.13 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.12 | -1.92 |
| Martin ratioReturn relative to average drawdown | -1.42 | 2.47 | -3.89 |
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 | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 0.71 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.53 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.47 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.40 | +0.73 |
Drawdowns
BTC-USD vs. XLU - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than XLU's maximum drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for BTC-USD and XLU.
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Drawdown Indicators
| BTC-USD | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -51.98% | -33.32% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -9.18% | -42.03% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -17.26% | -33.95% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -25.26% | -51.41% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -36.07% | -47.73% |
Current DrawdownCurrent decline from peak | -49.86% | -8.18% | -41.68% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -10.22% | -32.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 4.16% | +30.30% |
Volatility
BTC-USD vs. XLU - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to State Street Utilities Select Sector SPDR ETF (XLU) at 5.60%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than XLU 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 | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 5.60% | +5.99% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 11.70% | +22.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 14.64% | +21.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 17.34% | +27.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 19.27% | +37.44% |
Frequently Asked Questions
BTC-USD and XLU have a correlation of 0.12, 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 (11.59%) compared to XLU (5.60%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs XLU's -51.98%.
XLU currently has the higher Sharpe Ratio (0.70 vs -0.95), 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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