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 3.48% vs -44.53% for BTC-USD. At a 0.02 correlation, their price movements are largely independent.
Performance
DFGX vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFGX achieves a 1.98% return, which is significantly higher than BTC-USD's -31.91% return.
DFGX
- 1D
- -0.06%
- 1M
- 1.19%
- YTD
- 1.98%
- 6M
- 1.80%
- 1Y
- 3.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- -2.31%
- 1M
- -21.43%
- YTD
- -31.91%
- 6M
- -31.66%
- 1Y
- -44.53%
- 3Y*
- 25.32%
- 5Y*
- 13.04%
- 10Y*
- 56.92%
DFGX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DFGX Dimensional Global Ex US Core Fixed Income ETF | 1.98% | 3.46% | 3.75% | 4.95% |
BTC-USD Bitcoin | -31.91% | -6.27% | 120.76% | 19.40% |
Correlation
The correlation between DFGX and BTC-USD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2023 | 0.02 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | +1.89 | ||
| Sortino ratioReturn per unit of downside risk | +2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.84 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | -0.85 | +1.90 |
| Martin ratioReturn relative to average drawdown | 3.00 | -1.45 | +4.45 |
Loading charts...
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.
Loading charts...
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% | -52.23% | +48.91% |
Max Drawdown (3Y)Largest decline over 3 years | — | -52.23% | — |
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 | -0.20% | -52.23% | +52.03% |
Average DrawdownAverage peak-to-trough decline | -0.78% | -42.42% | +41.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 31.57% | -30.41% |
Volatility
DFGX vs. BTC-USD - Volatility Comparison
The current volatility for Dimensional Global Ex US Core Fixed Income ETF (DFGX) is 1.13%, while Bitcoin (BTC-USD) has a volatility of 12.44%. 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.
Loading charts...
Volatility by Period
| DFGX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 12.44% | -11.31% |
Volatility (6M)Calculated over the trailing 6-month period | 3.46% | 34.75% | -31.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.12% | 35.63% | -31.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.65% | 44.15% | -39.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.65% | 56.40% | -51.75% |
Frequently Asked Questions
DFGX and BTC-USD have a correlation of 0.07, 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 (12.44%) compared to DFGX (1.13%). In terms of maximum drawdown, DFGX dropped -3.32% vs BTC-USD's -85.30%.
DFGX currently has the higher Sharpe Ratio (0.85 vs -1.04), 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.
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.
Open Portfolio Optimizer