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 62.59%/yr vs 14.92%/yr for VTI. At a 0.18 correlation, their price movements are largely independent.
Performance
ETH-USD vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -46.31% return, which is significantly lower than VTI's 10.16% return. Over the past 10 years, ETH-USD has outperformed VTI with an annualized return of 62.59%, while VTI has yielded a comparatively lower 14.92% annualized return.
ETH-USD
- 1D
- 1.49%
- 1M
- -21.13%
- YTD
- -46.31%
- 6M
- -45.72%
- 1Y
- -36.31%
- 3Y*
- -6.26%
- 5Y*
- -6.90%
- 10Y*
- 62.59%
VTI
- 1D
- 1.35%
- 1M
- -1.17%
- YTD
- 10.16%
- 6M
- 9.14%
- 1Y
- 22.82%
- 3Y*
- 20.13%
- 5Y*
- 12.06%
- 10Y*
- 14.92%
ETH-USD vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -46.31% | -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 | 10.16% | 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.
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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 | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.32 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 2.57 | -3.11 |
| Martin ratioReturn relative to average drawdown | -0.87 | 11.29 | -12.16 |
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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.
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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 | -67.03% | -1.65% | -65.38% |
Average DrawdownAverage peak-to-trough decline | -50.95% | -8.01% | -42.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.23% | 2.03% | +40.20% |
Volatility
ETH-USD vs. VTI - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 18.46% compared to Vanguard Total Stock Market ETF (VTI) at 5.03%. 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.
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Volatility by Period
| ETH-USD | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.46% | 5.03% | +13.43% |
Volatility (6M)Calculated over the trailing 6-month period | 46.40% | 10.08% | +36.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.72% | 12.81% | +42.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.96% | 17.51% | +41.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.95% | 18.29% | +58.66% |
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 (18.46%) compared to VTI (5.03%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.79 vs -0.54), 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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