DFGP vs. BTC-USD
DFGP (Dimensional Global Core Plus Fixed Income ETF) is Global Bonds fund actively managed by Dimensional, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past year, DFGP returned 5.12% vs -40.02% for BTC-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
DFGP vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DFGP achieves a 1.11% return, which is significantly higher than BTC-USD's -27.71% return.
DFGP
- 1D
- -0.23%
- 1M
- 0.77%
- YTD
- 1.11%
- 6M
- 0.81%
- 1Y
- 5.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- -5.18%
- 1M
- -20.79%
- YTD
- -27.71%
- 6M
- -32.32%
- 1Y
- -40.02%
- 3Y*
- 32.61%
- 5Y*
- 11.41%
- 10Y*
- 60.00%
DFGP vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DFGP Dimensional Global Core Plus Fixed Income ETF | 1.11% | 5.89% | 3.71% | 6.24% |
BTC-USD Bitcoin | -27.71% | -6.27% | 120.76% | 18.66% |
Correlation
The correlation between DFGP and BTC-USD is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2023 | 0.03 |
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Return for Risk
DFGP vs. BTC-USD — Risk / Return Rank
DFGP
BTC-USD
DFGP vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Plus Fixed Income ETF (DFGP) and Bitcoin (BTC-USD). 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.
| DFGP | BTC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | -0.93 | +2.23 |
Sortino ratioReturn per unit of downside risk | 1.87 | -1.31 | +3.18 |
Omega ratioGain probability vs. loss probability | 1.23 | 0.87 | +0.37 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | -0.81 | +2.39 |
Martin ratioReturn relative to average drawdown | 5.41 | -1.42 | +6.83 |
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
| DFGP | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | -0.93 | +2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.21 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.44 | 1.13 | +0.31 |
Drawdowns
DFGP vs. BTC-USD - Drawdown Comparison
The maximum DFGP drawdown since its inception was -3.24%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DFGP and BTC-USD.
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Drawdown Indicators
| DFGP | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.24% | -85.30% | +82.06% |
Max Drawdown (1Y)Largest decline over 1 year | -3.24% | -49.65% | +46.41% |
Max Drawdown (3Y)Largest decline over 3 years | — | -49.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -0.94% | -49.29% | +48.35% |
Average DrawdownAverage peak-to-trough decline | -0.78% | -42.27% | +41.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 33.73% | -32.78% |
Volatility
DFGP vs. BTC-USD - Volatility Comparison
The current volatility for Dimensional Global Core Plus Fixed Income ETF (DFGP) is 1.65%, while Bitcoin (BTC-USD) has a volatility of 10.81%. This indicates that DFGP experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGP | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.65% | 10.81% | -9.16% |
Volatility (6M)Calculated over the trailing 6-month period | 3.25% | 34.33% | -31.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.96% | 35.60% | -31.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.66% | 45.05% | -40.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.66% | 56.69% | -52.03% |
Frequently Asked Questions
DFGP and BTC-USD have a correlation of 0.10, 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 (10.81%) compared to DFGP (1.65%). In terms of maximum drawdown, DFGP dropped -3.24% vs BTC-USD's -85.30%.
DFGP currently has the higher Sharpe Ratio (1.30 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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