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

Performance

DFGX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Global Ex US Core Fixed Income ETF (DFGX) 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, DFGX achieves a 0.87% return, which is significantly higher than BTC-USD's -27.00% return.


DFGX

1D
-0.10%
1M
-0.67%
6M
0.27%
YTD
0.87%
1Y
2.79%
3Y*
5Y*
10Y*

BTC-USD

1D
0.16%
1M
-0.89%
6M
-33.12%
YTD
-27.00%
1Y
-46.45%
3Y*
28.84%
5Y*
14.98%
10Y*
57.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFGX vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023
DFGX
Dimensional Global Ex US Core Fixed Income ETF
0.87%3.46%3.75%4.95%
BTC-USD
Bitcoin
-27.00%-6.27%120.76%19.40%

Correlation

The correlation between DFGX and BTC-USD is 0.11, 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 8, 2023

0.03

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Return for Risk

DFGX vs. BTC-USD — Risk / Return Rank

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

DFGX
DFGX Risk / Return Rank: 2323
Overall Rank
DFGX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DFGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
DFGX Omega Ratio Rank: 2222
Omega Ratio Rank
DFGX Calmar Ratio Rank: 2323
Calmar Ratio Rank
DFGX Martin Ratio Rank: 2525
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2525
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3535
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4444
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 55
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.

DFGX vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Ex US Core Fixed Income ETF (DFGX) 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.


DFGXBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+2.64

Omega ratioGain probability vs. loss probability

1.12

0.83

+0.29

Calmar ratioReturn relative to maximum drawdown

0.85

-0.88

+1.72

Martin ratioReturn relative to average drawdown

2.38

-1.41

+3.78

DFGX vs. BTC-USD - Sharpe Ratio Comparison

The current DFGX Sharpe Ratio is 0.68, which is higher than the BTC-USD Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of DFGX 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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Drawdowns

DFGX vs. BTC-USD - Drawdown Comparison

The maximum DFGX drawdown since its inception was -3.32%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DFGX and BTC-USD.


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Drawdown Indicators


DFGXBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-3.32%

-85.30%

+81.98%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-53.08%

+49.76%

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 Drawdown

Current decline from peak

-1.28%

-48.79%

+47.51%

Average Drawdown

Average peak-to-trough decline

-0.78%

-42.59%

+41.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

29.41%

-28.23%

Volatility

DFGX vs. BTC-USD - Volatility Comparison

The current volatility for Dimensional Global Ex US Core Fixed Income ETF (DFGX) is 1.03%, while Bitcoin (BTC-USD) has a volatility of 9.63%. This indicates that DFGX 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


DFGXBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

9.63%

-8.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.52%

34.90%

-31.38%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

35.73%

-31.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

43.96%

-39.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

56.33%

-51.70%

Frequently Asked Questions


DFGX and BTC-USD have a correlation of 0.11, 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 (9.63%) compared to DFGX (1.03%). In terms of maximum drawdown, DFGX dropped -3.32% vs BTC-USD's -85.30%.

DFGX currently has the higher Sharpe Ratio (0.68 vs -1.08), 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 DFGX and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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