ETH-USD vs. VWO
ETH-USD (Ethereum) is a cryptocurrency, while VWO (Vanguard FTSE Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index. Over the past 10 years, ETH-USD returned 61.34%/yr vs 8.60%/yr for VWO. At a 0.16 correlation, their price movements are largely independent.
Performance
ETH-USD vs. VWO - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.98% return, which is significantly lower than VWO's 8.50% return. Over the past 10 years, ETH-USD has outperformed VWO with an annualized return of 61.34%, while VWO has yielded a comparatively lower 8.60% annualized return.
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
VWO
- 1D
- 0.52%
- 1M
- -3.65%
- YTD
- 8.50%
- 6M
- 9.73%
- 1Y
- 24.29%
- 3Y*
- 16.22%
- 5Y*
- 4.65%
- 10Y*
- 8.60%
ETH-USD vs. VWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
VWO Vanguard FTSE Emerging Markets ETF | 8.50% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
Correlation
The correlation between ETH-USD and VWO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
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 | 0.16 |
Over the past year, ETH-USD and VWO have become more correlated (0.36) than their long-term average of 0.16, meaning their price movements have been converging.
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Return for Risk
ETH-USD vs. VWO — Risk / Return Rank
ETH-USD
VWO
ETH-USD vs. VWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
| ETH-USD | VWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.28 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 2.18 | -2.69 |
| Martin ratioReturn relative to average drawdown | -0.88 | 7.79 | -8.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETH-USD | VWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 1.49 | -1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.27 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.45 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.26 | +0.49 |
Drawdowns
ETH-USD vs. VWO - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than VWO's maximum drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for ETH-USD and VWO.
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Drawdown Indicators
| ETH-USD | VWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -67.68% | -26.33% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -11.17% | -56.36% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -17.37% | -50.16% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -32.60% | -46.75% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -36.39% | -57.62% |
Current DrawdownCurrent decline from peak | -65.60% | -4.67% | -60.93% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -15.81% | -35.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 3.12% | +41.46% |
Volatility
ETH-USD vs. VWO - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 6.29%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than VWO 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 | VWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 6.29% | +10.59% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 13.80% | +33.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 16.37% | +40.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 17.45% | +42.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 19.23% | +58.81% |
Frequently Asked Questions
ETH-USD and VWO have a correlation of 0.36, 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 (16.88%) compared to VWO (6.29%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs VWO's -67.68%.
VWO currently has the higher Sharpe Ratio (1.49 vs -0.50), 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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