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 2.54% vs -43.83% for BTC-USD. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
DFGP vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DFGP achieves a 0.58% return, which is significantly higher than BTC-USD's -27.75% return.
DFGP
- 1D
- -0.36%
- 1M
- -1.11%
- 6M
- -0.20%
- YTD
- 0.58%
- 1Y
- 2.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.04%
BTC-USD
- 1D
- 0.72%
- 1M
- 1.12%
- 6M
- -17.79%
- YTD
- -27.75%
- 1Y
- -43.83%
- 3Y*
- 29.40%
- 5Y*
- 10.61%
- 10Y*
- 59.66%
- ALL TIME*
- 87.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BTC-USD Bitcoin | $1569.44T | $1598.63T | $2087.37T |
| $20.82M | $48.51M | $23.48M |
DFGP vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DFGP Dimensional Global Core Plus Fixed Income ETF | 0.58% | 5.89% | 3.71% | 6.23% |
BTC-USD Bitcoin | -27.75% | -6.27% | 120.76% | 19.40% |
Correlation
The correlation between DFGP and BTC-USD is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2023 | 0.04 |
The correlation between DFGP and BTC-USD shifts across timeframes, from 0.04 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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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.
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.
| DFGP | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.78 | ||
| Sortino ratioReturn per unit of downside risk | +2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.85 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | -0.83 | +1.79 |
| Martin ratioReturn relative to average drawdown | 3.11 | -1.27 | +4.37 |
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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% | -53.08% | +49.84% |
Max Drawdown (3Y)Largest decline over 3 years | — | -53.08% | — |
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 | -1.53% | -49.31% | +47.78% |
Average DrawdownAverage peak-to-trough decline | -0.78% | -42.73% | +41.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 24.94% | -23.94% |
Volatility
DFGP vs. BTC-USD - Volatility Comparison
The current volatility for Dimensional Global Core Plus Fixed Income ETF (DFGP) is 1.18%, while Bitcoin (BTC-USD) has a volatility of 8.45%. 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 | 1.18% | 8.45% | -7.27% |
Volatility (6M)Calculated over the trailing 6-month period | 3.50% | 33.72% | -30.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.08% | 35.86% | -31.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.63% | 43.65% | -39.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.63% | 56.22% | -51.59% |
Frequently Asked Questions
DFGP and BTC-USD have a correlation of 0.15, 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 (8.45%) compared to DFGP (1.18%). In terms of maximum drawdown, DFGP dropped -3.24% vs BTC-USD's -85.30%.
DFGP currently has the higher Sharpe Ratio (0.76 vs -1.02), 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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