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DFGP vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

DFGP vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Global Core Plus Fixed Income ETF (DFGP) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFGP vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFGP
DFGP Risk / Return Rank: 3535
Overall Rank
DFGP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DFGP Sortino Ratio Rank: 3535
Sortino Ratio Rank
DFGP Omega Ratio Rank: 3434
Omega Ratio Rank
DFGP Calmar Ratio Rank: 3232
Calmar Ratio Rank
DFGP Martin Ratio Rank: 3535
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3939
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3232
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3131
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 7171
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DFGPBTC-USDDifference

Sharpe ratio

Return per unit of total volatility

1.30

-0.93

+2.23

Sortino ratio

Return per unit of downside risk

1.87

-1.31

+3.18

Omega ratio

Gain probability vs. loss probability

1.23

0.87

+0.37

Calmar ratio

Return relative to maximum drawdown

1.59

-0.81

+2.39

Martin ratio

Return relative to average drawdown

5.41

-1.42

+6.83

DFGP vs. BTC-USD - Sharpe Ratio Comparison

The current DFGP Sharpe Ratio is 1.30, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of DFGP and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DFGPBTC-USDDifference

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


DFGPBTC-USDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.94%

-49.29%

+48.35%

Average Drawdown

Average peak-to-trough decline

-0.78%

-42.27%

+41.49%

Ulcer Index

Depth 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


DFGPBTC-USDDifference

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.

Portfolio Optimizer

Find the right allocation for DFGP and BTC-USD

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