ETH-USD vs. BND
ETH-USD (Ethereum) is a cryptocurrency, while BND (Vanguard Total Bond Market ETF) is Total Bond Market fund tracking the Bloomberg U.S. Aggregate Float Adjusted Index. Over the past 10 years, ETH-USD returned 62.58%/yr vs 1.43%/yr for BND. At a 0.03 correlation, their price movements are largely independent.
Performance
ETH-USD vs. BND - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -35.51% return, which is significantly lower than BND's 0.08% return. Over the past 10 years, ETH-USD has outperformed BND with an annualized return of 62.58%, while BND has yielded a comparatively lower 1.43% annualized return.
ETH-USD
- 1D
- 2.26%
- 1M
- 10.05%
- 6M
- -39.98%
- YTD
- -35.51%
- 1Y
- -49.10%
- 3Y*
- 0.37%
- 5Y*
- -0.85%
- 10Y*
- 62.58%
- ALL TIME*
- 80.34%
BND
- 1D
- -0.25%
- 1M
- -0.57%
- 6M
- -0.09%
- YTD
- 0.08%
- 1Y
- 3.77%
- 3Y*
- 3.82%
- 5Y*
- -0.23%
- 10Y*
- 1.43%
- ALL TIME*
- 3.03%
ETH-USD vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -35.51% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
BND Vanguard Total Bond Market ETF | 0.08% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Correlation
The correlation between ETH-USD and BND 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 (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.03 |
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Return for Risk
ETH-USD vs. BND — Risk / Return Rank
ETH-USD
BND
ETH-USD vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Vanguard Total Bond Market ETF (BND). 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.
| ETH-USD | BND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.18 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 1.41 | -2.14 |
| Martin ratioReturn relative to average drawdown | -1.11 | 3.81 | -4.93 |
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Drawdowns
ETH-USD vs. BND - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for ETH-USD and BND.
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Drawdown Indicators
| ETH-USD | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -18.58% | -75.43% |
Max Drawdown (1Y)Largest decline over 1 year | -67.60% | -2.68% | -64.92% |
Max Drawdown (3Y)Largest decline over 3 years | -67.60% | -5.59% | -62.01% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -17.91% | -61.44% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -18.58% | -75.43% |
Current DrawdownCurrent decline from peak | -60.40% | -2.55% | -57.85% |
Average DrawdownAverage peak-to-trough decline | -51.01% | -3.06% | -47.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.69% | 0.99% | +33.70% |
Volatility
ETH-USD vs. BND - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 13.43% compared to Vanguard Total Bond Market ETF (BND) at 1.08%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETH-USD | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.43% | 1.08% | +12.35% |
Volatility (6M)Calculated over the trailing 6-month period | 46.67% | 2.87% | +43.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.96% | 3.72% | +51.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.71% | 6.03% | +52.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.77% | 5.53% | +71.24% |
Frequently Asked Questions
ETH-USD and BND 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.
ETH-USD has higher volatility (13.43%) compared to BND (1.08%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs BND's -18.58%.
BND currently has the higher Sharpe Ratio (1.02 vs -0.74), 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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