DFGX vs. BTC-USD
DFGX (Dimensional Global Ex US Core Fixed Income ETF) is Global Bonds fund actively managed by Dimensional, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past year, DFGX returned 2.79% vs -46.45% for BTC-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
DFGX vs. BTC-USD - Performance Comparison
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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%
DFGX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
DFGX
BTC-USD
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.
| DFGX | BTC-USD | Difference | |
|---|---|---|---|
| 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 |
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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
| DFGX | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.28% | -48.79% | +47.51% |
Average DrawdownAverage peak-to-trough decline | -0.78% | -42.59% | +41.81% |
Ulcer IndexDepth 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
| DFGX | BTC-USD | Difference | |
|---|---|---|---|
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.
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