IDX vs. BTC-USD
Compare and contrast key facts about VanEck Vectors Indonesia Index ETF (IDX) and Bitcoin (BTC-USD).
IDX is a passively managed fund by VanEck that tracks the performance of the MVIS Indonesia Index. It was launched on Jan 15, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDX or BTC-USD.
Performance
IDX vs. BTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, IDX achieves a -5.21% return, which is significantly lower than BTC-USD's 134.23% return. Over the past 10 years, IDX has underperformed BTC-USD with an annualized return of -2.22%, while BTC-USD has yielded a comparatively higher 74.63% annualized return.
IDX
-5.21%
-9.61%
-2.53%
0.60%
-3.86%
-2.22%
BTC-USD
134.23%
49.02%
44.47%
165.48%
69.63%
74.63%
Key characteristics
| IDX | BTC-USD | |
|---|---|---|
| Sharpe Ratio | 0.03 | 1.24 |
| Sortino Ratio | 0.17 | 1.95 |
| Omega Ratio | 1.02 | 1.19 |
| Calmar Ratio | 0.01 | 1.11 |
| Martin Ratio | 0.09 | 5.79 |
| Ulcer Index | 6.64% | 11.62% |
| Daily Std Dev | 18.13% | 44.09% |
| Max Drawdown | -63.17% | -93.07% |
| Current Drawdown | -37.50% | 0.00% |
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Correlation
The correlation between IDX and BTC-USD is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
IDX vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Indonesia Index ETF (IDX) and Bitcoin (BTC-USD). 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.
Drawdowns
IDX vs. BTC-USD - Drawdown Comparison
The maximum IDX drawdown since its inception was -63.17%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for IDX and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
IDX vs. BTC-USD - Volatility Comparison
The current volatility for VanEck Vectors Indonesia Index ETF (IDX) is 4.53%, while Bitcoin (BTC-USD) has a volatility of 16.59%. This indicates that IDX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.