ETH-USD vs. VXUS
ETH-USD (Ethereum) is a cryptocurrency, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, ETH-USD returned 61.87%/yr vs 9.69%/yr for VXUS. At a 0.18 correlation, their price movements are largely independent.
Performance
ETH-USD vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -40.81% return, which is significantly lower than VXUS's 14.45% return. Over the past 10 years, ETH-USD has outperformed VXUS with an annualized return of 61.87%, while VXUS has yielded a comparatively lower 9.69% annualized return.
ETH-USD
- 1D
- -3.01%
- 1M
- -25.60%
- YTD
- -40.81%
- 6M
- -43.97%
- 1Y
- -32.69%
- 3Y*
- -1.02%
- 5Y*
- -7.76%
- 10Y*
- 61.87%
VXUS
- 1D
- 0.17%
- 1M
- 3.40%
- YTD
- 14.45%
- 6M
- 16.87%
- 1Y
- 31.38%
- 3Y*
- 19.55%
- 5Y*
- 8.49%
- 10Y*
- 9.69%
ETH-USD vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -40.81% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
VXUS Vanguard Total International Stock ETF | 14.45% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Correlation
The correlation between ETH-USD and VXUS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.18 |
The correlation between ETH-USD and VXUS shifts across timeframes, from 0.18 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ETH-USD vs. VXUS — Risk / Return Rank
ETH-USD
VXUS
ETH-USD vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Vanguard Total International Stock ETF (VXUS). 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 | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.21 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.38 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 2.80 | -3.31 |
| Martin ratioReturn relative to average drawdown | -0.86 | 10.92 | -11.78 |
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 | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 2.08 | -2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | 0.53 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.57 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.39 | +0.37 |
Drawdowns
ETH-USD vs. VXUS - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for ETH-USD and VXUS.
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Drawdown Indicators
| ETH-USD | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -35.97% | -58.04% |
Max Drawdown (1Y)Largest decline over 1 year | -63.65% | -11.27% | -52.38% |
Max Drawdown (3Y)Largest decline over 3 years | -63.80% | -13.58% | -50.22% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -29.44% | -49.91% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -35.97% | -58.04% |
Current DrawdownCurrent decline from peak | -63.65% | -0.82% | -62.83% |
Average DrawdownAverage peak-to-trough decline | -50.87% | -8.22% | -42.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.81% | 2.88% | +40.93% |
Volatility
ETH-USD vs. VXUS - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 10.87% compared to Vanguard Total International Stock ETF (VXUS) at 5.46%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than VXUS 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 | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.87% | 5.46% | +5.41% |
Volatility (6M)Calculated over the trailing 6-month period | 45.09% | 13.00% | +32.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.92% | 15.20% | +40.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.51% | 16.04% | +43.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.97% | 17.15% | +60.82% |
Frequently Asked Questions
ETH-USD and VXUS have a correlation of 0.35, 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 (10.87%) compared to VXUS (5.46%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (2.08 vs -0.49), 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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