ETH-USD vs. VTI
ETH-USD (Ethereum) is a cryptocurrency, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, ETH-USD returned 62.58%/yr vs 14.48%/yr for VTI. At a 0.18 correlation, their price movements are largely independent.
Performance
ETH-USD vs. VTI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ETH-USD achieves a -35.51% return, which is significantly lower than VTI's 9.90% return. Over the past 10 years, ETH-USD has outperformed VTI with an annualized return of 62.58%, while VTI has yielded a comparatively lower 14.48% 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%
VTI
- 1D
- -0.21%
- 1M
- -0.73%
- 6M
- 7.78%
- YTD
- 9.90%
- 1Y
- 19.88%
- 3Y*
- 19.10%
- 5Y*
- 11.79%
- 10Y*
- 14.48%
- ALL TIME*
- 9.57%
ETH-USD vs. VTI - 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% |
VTI Vanguard Total Stock Market ETF | 9.90% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between ETH-USD and VTI is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.18 |
Over the past year, ETH-USD and VTI have become more correlated (0.38) than their long-term average of 0.18, meaning their price movements have been converging.
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
ETH-USD vs. VTI — Risk / Return Rank
ETH-USD
VTI
ETH-USD vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.28 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 2.24 | -2.96 |
| Martin ratioReturn relative to average drawdown | -1.11 | 9.77 | -10.88 |
Loading charts...
Drawdowns
ETH-USD vs. VTI - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ETH-USD and VTI.
Loading charts...
Drawdown Indicators
| ETH-USD | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -55.45% | -38.56% |
Max Drawdown (1Y)Largest decline over 1 year | -67.60% | -8.92% | -58.68% |
Max Drawdown (3Y)Largest decline over 3 years | -67.60% | -19.30% | -48.30% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -25.36% | -53.99% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -35.00% | -59.01% |
Current DrawdownCurrent decline from peak | -60.40% | -1.89% | -58.51% |
Average DrawdownAverage peak-to-trough decline | -51.01% | -7.99% | -43.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.69% | 2.04% | +32.65% |
Volatility
ETH-USD vs. VTI - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 13.43% compared to Vanguard Total Stock Market ETF (VTI) at 3.23%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ETH-USD | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.43% | 3.23% | +10.20% |
Volatility (6M)Calculated over the trailing 6-month period | 46.67% | 10.18% | +36.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.96% | 12.88% | +42.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.71% | 17.49% | +41.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.77% | 18.29% | +58.48% |
Frequently Asked Questions
ETH-USD and VTI have a correlation of 0.38, 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 VTI (3.23%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.55 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.
Find the right allocation for ETH-USD and VTI
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