ETH-USD vs. VGT
ETH-USD (Ethereum) is a cryptocurrency, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, ETH-USD returned 57.05%/yr vs 25.19%/yr for VGT. At a 0.18 correlation, their price movements are largely independent.
Performance
ETH-USD vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.34% return, which is significantly lower than VGT's 24.03% return. Over the past 10 years, ETH-USD has outperformed VGT with an annualized return of 57.05%, while VGT has yielded a comparatively lower 25.19% annualized return.
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
VGT
- 1D
- 0.58%
- 1M
- 1.35%
- YTD
- 24.03%
- 6M
- 24.13%
- 1Y
- 50.48%
- 3Y*
- 29.84%
- 5Y*
- 20.35%
- 10Y*
- 25.19%
ETH-USD vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
VGT Vanguard Information Technology ETF | 24.03% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between ETH-USD and VGT is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.18 |
Over the past year, ETH-USD and VGT have become more correlated (0.41) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
ETH-USD vs. VGT — Risk / Return Rank
ETH-USD
VGT
ETH-USD vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Vanguard Information Technology ETF (VGT). 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 | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.17 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.36 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 2.94 | -3.46 |
| Martin ratioReturn relative to average drawdown | -0.89 | 9.11 | -10.00 |
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Drawdowns
ETH-USD vs. VGT - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ETH-USD and VGT.
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Drawdown Indicators
| ETH-USD | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -54.63% | -39.38% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -16.40% | -51.13% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -27.23% | -40.30% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -35.07% | -44.28% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -35.07% | -58.94% |
Current DrawdownCurrent decline from peak | -65.20% | -7.18% | -58.02% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -7.95% | -42.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.49% | 5.28% | +40.21% |
Volatility
ETH-USD vs. VGT - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 17.20% compared to Vanguard Information Technology ETF (VGT) at 10.00%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than VGT 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 | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.20% | 10.00% | +7.20% |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | 18.00% | +28.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.08% | 22.00% | +34.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.55% | 25.40% | +34.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.88% | 24.72% | +53.16% |
Frequently Asked Questions
ETH-USD and VGT have a correlation of 0.41, 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 (17.20%) compared to VGT (10.00%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (2.19 vs -0.52), 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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