ETH-USD vs. VT
ETH-USD (Ethereum) is a cryptocurrency, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, ETH-USD returned 62.58%/yr vs 12.25%/yr for VT. At a 0.19 correlation, their price movements are largely independent.
Performance
ETH-USD vs. VT - 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 VT's 10.03% return. Over the past 10 years, ETH-USD has outperformed VT with an annualized return of 62.58%, while VT has yielded a comparatively lower 12.25% 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%
VT
- 1D
- -0.32%
- 1M
- -2.14%
- 6M
- 7.09%
- YTD
- 10.03%
- 1Y
- 20.89%
- 3Y*
- 18.12%
- 5Y*
- 10.45%
- 10Y*
- 12.25%
- ALL TIME*
- 8.76%
ETH-USD vs. VT - 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% |
VT Vanguard Total World Stock ETF | 10.03% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Correlation
The correlation between ETH-USD and VT is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.19 |
Over the past year, ETH-USD and VT have become more correlated (0.39) than their long-term average of 0.19, meaning their price movements have been converging.
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Return for Risk
ETH-USD vs. VT — Risk / Return Rank
ETH-USD
VT
ETH-USD vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Vanguard Total World Stock ETF (VT). 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 | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -3.13 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.28 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 2.17 | -2.90 |
| Martin ratioReturn relative to average drawdown | -1.11 | 9.18 | -10.29 |
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Drawdowns
ETH-USD vs. VT - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for ETH-USD and VT.
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Drawdown Indicators
| ETH-USD | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -50.27% | -43.74% |
Max Drawdown (1Y)Largest decline over 1 year | -67.60% | -9.67% | -57.93% |
Max Drawdown (3Y)Largest decline over 3 years | -67.60% | -16.51% | -51.09% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -26.38% | -52.97% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -34.24% | -59.77% |
Current DrawdownCurrent decline from peak | -60.40% | -2.83% | -57.57% |
Average DrawdownAverage peak-to-trough decline | -51.01% | -6.98% | -44.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.69% | 2.28% | +32.41% |
Volatility
ETH-USD vs. VT - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 13.43% compared to Vanguard Total World Stock ETF (VT) at 3.89%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than VT 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 | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.43% | 3.89% | +9.54% |
Volatility (6M)Calculated over the trailing 6-month period | 46.67% | 11.53% | +35.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.96% | 13.73% | +41.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.71% | 16.18% | +42.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.77% | 17.16% | +59.61% |
Frequently Asked Questions
ETH-USD and VT have a correlation of 0.39, 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 VT (3.89%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.53 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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